diff scripts/statistics/distributions/discrete_rnd.m @ 3191:e4f4b2d26ee9

[project @ 1998-10-23 05:43:59 by jwe]
author jwe
date Fri, 23 Oct 1998 05:44:01 +0000
parents
children ca92c9d3f882
line wrap: on
line diff
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/statistics/distributions/discrete_rnd.m	Fri Oct 23 05:44:01 1998 +0000
@@ -0,0 +1,55 @@
+## Copyright (C) 1996, 1997  Kurt Hornik
+## 
+## This program is free software; you can redistribute it and/or modify
+## it under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+## 
+## This program is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details. 
+## 
+## You should have received a copy of the GNU General Public License
+## along with this file.  If not, write to the Free Software Foundation,
+## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
+
+## usage:  discrete_rnd (N, V, P)
+##
+## Generate a random sample of size N from the univariate distribution
+## which assumes the values in V with probabilities P.
+##
+## Currently, N must be a scalar.
+
+## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description:  Random deviates from a discrete distribution
+
+function rnd = discrete_rnd (N, V, P)
+  
+  if (nargin != 3)
+    usage ("discrete_rnd (N, V, P)");
+  endif
+
+  if !is_scalar (N)
+    error ("discrete_rnd:  N must be a scalar");
+  endif
+
+  if (! is_vector (V))
+    error ("discrete_rnd:  V must be a vector");
+  elseif (! is_vector (P) || (length (P) != length (V)))
+    error ("discrete_rnd:  P must be a vector with length (V) elements");
+  elseif (! (all (P >= 0) && any (P)))
+    error ("discrete_rnd:  P must be a nonzero, nonnegative vector");
+  endif
+
+  u = rand (1, N);
+  m = length (P);
+  s = reshape (cumsum (P / sum (P)), m, 1);
+
+  rnd = V (1 + sum ((s * ones (1, N)) <= ((ones (m, 1) * u))));
+
+  if (prefer_column_vectors)
+    rnd = rnd';
+  endif
+  
+endfunction