Mercurial > octave-nkf
view scripts/statistics/distributions/cauchy_rnd.m @ 4030:22bd65326ec1
[project @ 2002-08-09 18:58:13 by jwe]
author | jwe |
---|---|
date | Fri, 09 Aug 2002 19:00:16 +0000 |
parents | 38c61cbf086c |
children | 4b0f3b055331 |
line wrap: on
line source
## Copyright (C) 1995, 1996, 1997 Kurt Hornik ## ## This file is part of Octave. ## ## Octave 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. ## ## Octave 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 Octave; see the file COPYING. If not, write to the Free ## Software Foundation, 59 Temple Place - Suite 330, Boston, MA ## 02111-1307, USA. ## -*- texinfo -*- ## @deftypefn {Function File} {} cauchy_rnd (@var{lambda}, @var{sigma}, @var{r}, @var{c}) ## Return an @var{r} by @var{c} matrix of random samples from the Cauchy ## distribution with parameters @var{lambda} and @var{sigma} which must ## both be scalar or of size @var{r} by @var{c}. ## ## If @var{r} and @var{c} are omitted, the size of the result matrix is ## the common size of @var{lambda} and @var{sigma}. ## @end deftypefn ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> ## Description: Random deviates from the Cauchy distribution function rnd = cauchy_rnd (l, scale, r, c) if (nargin == 4) if (! (isscalar (r) && (r > 0) && (r == round (r)))) error ("cauchy_rnd: r must be a positive integer"); endif if (! (isscalar (c) && (c > 0) && (c == round (c)))) error ("cauchy_rnd: c must be a positive integer"); endif [retval, l, scale] = common_size (l, scale, zeros (r, c)); if (retval > 0) error ("cauchy_rnd: lambda and sigma must be scalar or of size %d by %d", r, c); endif elseif (nargin == 2) [retval, l, scale] = common_size (l, scale); if (retval > 0) error ("cauchy_rnd: lambda and sigma must be of common size or scalar"); endif [r, c] = size (l); else usage ("cauchy_rnd (lambda, sigma, r, c)"); endif s = r * c; l = reshape (l, 1, s); scale = reshape (scale, 1, s); rnd = NaN * ones (1, s); k = find ((l > -Inf) & (l < Inf) & (scale > 0) & (scale < Inf)); if (any (k)) rnd(k) = l(k) - cot (pi * rand (1, length (k))) .* scale(k); endif rnd = reshape (rnd, r, c); endfunction