--- a/doc/interpreter/stats.txi	Tue Jan 18 19:57:13 2000 +0000
+++ b/doc/interpreter/stats.txi	Wed Jan 19 06:59:23 2000 +0000
@@ -139,3 +139,175 @@
 
 @node Distributions,  , Models, Statistics
 @section Distributions
+
+@DOCSTRING(beta_cdf)
+
+@DOCSTRING(beta_inv)
+
+@DOCSTRING(beta_pdf)
+
+@DOCSTRING(beta_rnd)
+
+@DOCSTRING(binomial_cdf)
+
+@DOCSTRING(binomial_inv)
+
+@DOCSTRING(binomial_pdf)
+
+@DOCSTRING(binomial_rnd)
+
+@DOCSTRING(cauchy_cdf)
+
+@DOCSTRING(cauchy_inv)
+
+@DOCSTRING(cauchy_pdf)
+
+@DOCSTRING(cauchy_rnd)
+
+@DOCSTRING(chisquare_cdf)
+
+@DOCSTRING(chisquare_inv)
+
+@DOCSTRING(chisquare_pdf)
+
+@DOCSTRING(chisquare_rnd)
+
+@DOCSTRING(discrete_cdf)
+
+@DOCSTRING(discrete_inv)
+
+@DOCSTRING(discrete_pdf)
+
+@DOCSTRING(discrete_rnd)
+
+@DOCSTRING(empirical_cdf)
+
+@DOCSTRING(empirical_inv)
+
+@DOCSTRING(empirical_pdf)
+
+@DOCSTRING(empirical_rnd)
+
+@DOCSTRING(exponential_cdf)
+
+@DOCSTRING(exponential_inv)
+
+@DOCSTRING(exponential_pdf)
+
+@DOCSTRING(exponential_rnd)
+
+@DOCSTRING(f_cdf)
+
+@DOCSTRING(f_inv)
+
+@DOCSTRING(f_pdf)
+
+@DOCSTRING(f_rnd)
+
+@DOCSTRING(gamma_cdf)
+
+@DOCSTRING(gamma_inv)
+
+@DOCSTRING(gamma_pdf)
+
+@DOCSTRING(gamma_rnd)
+
+@DOCSTRING(geometric_cdf)
+
+@DOCSTRING(geometric_inv)
+
+@DOCSTRING(geometric_pdf)
+
+@DOCSTRING(geometric_rnd)
+
+@DOCSTRING(hypergeometric_cdf)
+
+@DOCSTRING(hypergeometric_inv)
+
+@DOCSTRING(hypergeometric_pdf)
+
+@DOCSTRING(hypergeometric_rnd)
+
+@DOCSTRING(kolmogorov_smirnov_cdf)
+
+@DOCSTRING(laplace_cdf)
+
+@DOCSTRING(laplace_inv)
+
+@DOCSTRING(laplace_pdf)
+
+@DOCSTRING(laplace_rnd)
+
+@DOCSTRING(logistic_cdf)
+
+@DOCSTRING(logistic_inv)
+
+@DOCSTRING(logistic_pdf)
+
+@DOCSTRING(logistic_rnd)
+
+@DOCSTRING(lognormal_cdf)
+
+@DOCSTRING(lognormal_inv)
+
+@DOCSTRING(lognormal_pdf)
+
+@DOCSTRING(lognormal_rnd)
+
+@DOCSTRING(normal_cdf)
+
+@DOCSTRING(normal_inv)
+
+@DOCSTRING(normal_pdf)
+
+@DOCSTRING(normal_rnd)
+
+@DOCSTRING(pascal_cdf)
+
+@DOCSTRING(pascal_inv)
+
+@DOCSTRING(pascal_pdf)
+
+@DOCSTRING(pascal_rnd)
+
+@DOCSTRING(poisson_cdf)
+
+@DOCSTRING(poisson_inv)
+
+@DOCSTRING(poisson_pdf)
+
+@DOCSTRING(poisson_rnd)
+
+@DOCSTRING(stdnormal_cdf)
+
+@DOCSTRING(stdnormal_inv)
+
+@DOCSTRING(stdnormal_pdf)
+
+@DOCSTRING(stdnormal_rnd)
+
+@DOCSTRING(t_cdf)
+
+@DOCSTRING(t_inv)
+
+@DOCSTRING(t_pdf)
+
+@DOCSTRING(t_rnd)
+
+@DOCSTRING(uniform_cdf)
+
+@DOCSTRING(uniform_inv)
+
+@DOCSTRING(uniform_pdf)
+
+@DOCSTRING(uniform_rnd)
+
+@DOCSTRING(weibull_cdf)
+
+@DOCSTRING(weibull_inv)
+
+@DOCSTRING(weibull_pdf)
+
+@DOCSTRING(weibull_rnd)
+
+@DOCSTRING(wiener_rnd)

--- a/scripts/ChangeLog	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/ChangeLog	Wed Jan 19 06:59:23 2000 +0000
@@ -1,3 +1,92 @@
+2000-01-19  John W. Eaton  <jwe@bevo.che.wisc.edu>
+
+	* statistics/distributions/beta_cdf.m: Texinfoize doc string.
+	* statistics/distributions/beta_inv.m: Ditto.
+	* statistics/distributions/beta_pdf.m: Ditto.
+	* statistics/distributions/beta_rnd.m: Ditto.
+	* statistics/distributions/binomial_cdf.m: Ditto.
+	* statistics/distributions/binomial_inv.m: Ditto.
+	* statistics/distributions/binomial_pdf.m: Ditto.
+	* statistics/distributions/binomial_rnd.m: Ditto.
+	* statistics/distributions/cauchy_cdf.m: Ditto.
+	* statistics/distributions/cauchy_inv.m: Ditto.
+	* statistics/distributions/cauchy_pdf.m: Ditto.
+	* statistics/distributions/cauchy_rnd.m: Ditto.
+	* statistics/distributions/chisquare_cdf.m: Ditto.
+	* statistics/distributions/chisquare_inv.m: Ditto.
+	* statistics/distributions/chisquare_pdf.m: Ditto.
+	* statistics/distributions/chisquare_rnd.m: Ditto.
+	* statistics/distributions/discrete_cdf.m: Ditto.
+	* statistics/distributions/discrete_inv.m: Ditto.
+	* statistics/distributions/discrete_pdf.m: Ditto.
+	* statistics/distributions/discrete_rnd.m: Ditto.
+	* statistics/distributions/empirical_cdf.m: Ditto.
+	* statistics/distributions/empirical_inv.m: Ditto.
+	* statistics/distributions/empirical_pdf.m: Ditto.
+	* statistics/distributions/empirical_rnd.m: Ditto.
+	* statistics/distributions/exponential_cdf.m: Ditto.
+	* statistics/distributions/exponential_inv.m: Ditto.
+	* statistics/distributions/exponential_pdf.m: Ditto.
+	* statistics/distributions/exponential_rnd.m: Ditto.
+	* statistics/distributions/f_cdf.m: Ditto.
+	* statistics/distributions/f_inv.m: Ditto.
+	* statistics/distributions/f_pdf.m: Ditto.
+	* statistics/distributions/f_rnd.m: Ditto.
+	* statistics/distributions/gamma_cdf.m: Ditto.
+	* statistics/distributions/gamma_inv.m: Ditto.
+	* statistics/distributions/gamma_pdf.m: Ditto.
+	* statistics/distributions/gamma_rnd.m: Ditto.
+	* statistics/distributions/geometric_cdf.m: Ditto.
+	* statistics/distributions/geometric_inv.m: Ditto.
+	* statistics/distributions/geometric_pdf.m: Ditto.
+	* statistics/distributions/geometric_rnd.m: Ditto.
+	* statistics/distributions/hypergeometric_cdf.m: Ditto.
+	* statistics/distributions/hypergeometric_inv.m: Ditto.
+	* statistics/distributions/hypergeometric_pdf.m: Ditto.
+	* statistics/distributions/hypergeometric_rnd.m: Ditto.
+	* statistics/distributions/kolmogorov_smirnov_cdf.m: Ditto.
+	* statistics/distributions/laplace_cdf.m: Ditto.
+	* statistics/distributions/laplace_inv.m: Ditto.
+	* statistics/distributions/laplace_pdf.m: Ditto.
+	* statistics/distributions/laplace_rnd.m: Ditto.
+	* statistics/distributions/logistic_cdf.m: Ditto.
+	* statistics/distributions/logistic_inv.m: Ditto.
+	* statistics/distributions/logistic_pdf.m: Ditto.
+	* statistics/distributions/logistic_rnd.m: Ditto.
+	* statistics/distributions/lognormal_cdf.m: Ditto.
+	* statistics/distributions/lognormal_inv.m: Ditto.
+	* statistics/distributions/lognormal_pdf.m: Ditto.
+	* statistics/distributions/lognormal_rnd.m: Ditto.
+	* statistics/distributions/normal_cdf.m: Ditto.
+	* statistics/distributions/normal_inv.m: Ditto.
+	* statistics/distributions/normal_pdf.m: Ditto.
+	* statistics/distributions/normal_rnd.m: Ditto.
+	* statistics/distributions/pascal_cdf.m: Ditto.
+	* statistics/distributions/pascal_inv.m: Ditto.
+	* statistics/distributions/pascal_pdf.m: Ditto.
+	* statistics/distributions/pascal_rnd.m: Ditto.
+	* statistics/distributions/poisson_cdf.m: Ditto.
+	* statistics/distributions/poisson_inv.m: Ditto.
+	* statistics/distributions/poisson_pdf.m: Ditto.
+	* statistics/distributions/poisson_rnd.m: Ditto.
+	* statistics/distributions/stdnormal_cdf.m: Ditto.
+	* statistics/distributions/stdnormal_inv.m: Ditto.
+	* statistics/distributions/stdnormal_pdf.m: Ditto.
+	* statistics/distributions/stdnormal_rnd.m: Ditto.
+	* statistics/distributions/t_cdf.m: Ditto.
+	* statistics/distributions/t_inv.m: Ditto.
+	* statistics/distributions/t_pdf.m: Ditto.
+	* statistics/distributions/t_rnd.m: Ditto.
+	* statistics/distributions/uniform_cdf.m: Ditto.
+	* statistics/distributions/uniform_inv.m: Ditto.
+	* statistics/distributions/uniform_pdf.m: Ditto.
+	* statistics/distributions/uniform_rnd.m: Ditto.
+	* statistics/distributions/weibull_cdf.m: Ditto.
+	* statistics/distributions/weibull_inv.m: Ditto.
+	* statistics/distributions/weibull_pdf.m: Ditto.
+	* statistics/distributions/weibull_rnd.m: Ditto.
+	* statistics/distributions/wiener_rnd.m: Ditto.
+
 2000-01-18  John W. Eaton  <jwe@bevo.che.wisc.edu>
 
 	* statistics/base/values.m: Texinfoize doc string.

--- a/scripts/audio/loadaudio.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/audio/loadaudio.m	Wed Jan 19 06:59:23 2000 +0000
@@ -39,7 +39,7 @@
 function X = loadaudio (name, ext, bit)
 
   if (nargin == 0 || nargin > 3)
-    usage ("loadaudio (name [, ext [, bit]])");
+    usage ("loadaudio (name, ext, bit)");
   endif
 
   if (nargin == 1)

--- a/scripts/audio/mu2lin.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/audio/mu2lin.m	Wed Jan 19 06:59:23 2000 +0000
@@ -39,7 +39,7 @@
       error ("mu2lin: bit must be either 8 or 16");
     endif
   else
-    usage ("y = mu2lin (x [, bit])");
+    usage ("y = mu2lin (x, bit)");
   endif
 
   if (! is_vector (x))

--- a/scripts/audio/playaudio.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/audio/playaudio.m	Wed Jan 19 06:59:23 2000 +0000
@@ -31,7 +31,7 @@
 
 function playaudio (name, ext)
 
-  usage_msg = "playaudio (name [, ext])  or  playaudio (X)";
+  usage_msg = "playaudio (name, ext)  or  playaudio (X)";
 
   if (nargin == 1 && is_vector (name) && ! isstr (name))
     ## play a vector

--- a/scripts/audio/saveaudio.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/audio/saveaudio.m	Wed Jan 19 06:59:23 2000 +0000
@@ -34,7 +34,7 @@
 function saveaudio (name, X, ext, bit)
 
   if (nargin < 2 || nargin > 4)
-    usage ("saveaudio (X, name [, ext [, bit]])");
+    usage ("saveaudio (X, name, ext, bit)");
   endif
 
   if (nargin == 2)

--- a/scripts/audio/setaudio.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/audio/setaudio.m	Wed Jan 19 06:59:23 2000 +0000
@@ -36,7 +36,7 @@
   elseif (nargin == 2)
     system (sprintf ("mixer %s %d", w_type, value));
   else
-    usage ("setaudio ([w_type [, value]])");
+    usage ("setaudio (w_type, value)");
   endif
 
 endfunction

--- a/scripts/finance/fv.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/finance/fv.m	Wed Jan 19 06:59:23 2000 +0000
@@ -37,14 +37,14 @@
 function v = fv (r, n, p, l, m)
 
   if ((nargin < 3) || (nargin > 5))
-    usage ("fv (r, n, p [, l] [, method])");
+    usage ("fv (r, n, p, l, method)");
   endif
 
-  if !(is_scalar (r) && (r > -1))
+  if (! (is_scalar (r) && (r > -1)))
     error ("fv:  r must be a scalar > -1");
-  elseif !(is_scalar (n) && (n > 0))
+  elseif (! (is_scalar (n) && (n > 0)))
     error ("fv:  n must be a positive scalar");
-  elseif !is_scalar (p)
+  elseif (! is_scalar (p))
     error ("fv:  p must be a scalar.");
   endif
 
@@ -56,7 +56,7 @@
 
   if (nargin > 3)
     if (nargin == 5)
-      if !isstr (m)
+      if (! isstr (m))
         error ("fv:  `method' must be a string");
       endif
     elseif isstr (l)

--- a/scripts/finance/fvl.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/finance/fvl.m	Wed Jan 19 06:59:23 2000 +0000
@@ -33,11 +33,11 @@
     usage ("fvl (r, n, l)");
   endif
 
-  if !(is_scalar (r) && (r > -1))
+  if (! (is_scalar (r) && (r > -1)))
     error ("fvl:  r has to be a scalar > -1");
-  elseif !(is_scalar (n) && (n > 0))
+  elseif (! (is_scalar (n) && (n > 0)))
     error ("fvl:  n has to be a positive scalar");
-  elseif !is_scalar (l)
+  elseif (! is_scalar (l))
     error ("fvl:  l has to be a scalar");
   endif
 

--- a/scripts/finance/irr.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/finance/irr.m	Wed Jan 19 06:59:23 2000 +0000
@@ -30,28 +30,20 @@
 
   if (nargin == 1)
     i = 0;
-  elseif !(nargin == 2)
-    usage ("irr (p [, i])");
+  elseif (! (nargin == 2))
+    usage ("irr (p, i)");
   endif
 
-  tmp = output_precision;
-  output_precision = 15;
-  if !(is_vector (p))
+  if (! (is_vector (p)))
     error ("irr:  p must be a vector");
   else
-    p_string = type p;
+    p_string = strcat ("[", sprintf ("%.15f, ", p), "]");
   endif
 
-  if !is_scalar (i)
+  if (! is_scalar (i))
     error ("irr:  i must be a scalar");
   endif
 
-  string = ["function delta = f (r) ", ...
-      "delta = npv (r, %s) - %g;  end"];
-  eval (sprintf (string, p_string, i));
-
-  r = fsolve ("f", 0.01);
-
-  output_precision = tmp;
+  r = fsolve (sprintf ("npv (x, %s) - %g", p_string, i), 0.01);
 
 endfunction

--- a/scripts/finance/nper.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/finance/nper.m	Wed Jan 19 06:59:23 2000 +0000
@@ -37,23 +37,23 @@
 function n = nper (r, p, a, l, m)
 
   if ((nargin < 3) || (nargin > 5))
-    usage ("nper (r, p, a [, l] [, method])");
+    usage ("nper (r, p, a, l, method)");
   endif
 
-  if !(is_scalar (r) && (r > -1))
+  if (! (is_scalar (r) && (r > -1)))
     error ("nper:  r must be a scalar > -1");
-  elseif !is_scalar (p)
+  elseif (! is_scalar (p))
     error ("nper:  p must be a scalar");
-  elseif !is_scalar (a)
+  elseif (! is_scalar (a))
     error ("nper:  a must be a scalar");
   endif
 
   if (nargin == 5)
-    if !isstr (m)
+    if (! isstr (m))
       error ("nper:  `method' must be a string");
     endif
   elseif (nargin == 4)
-    if isstr (l)
+    if (isstr (l))
       m = l;
       l = 0;
     else
@@ -64,7 +64,7 @@
     l = 0;
   endif
 
-  if strcmp (m, "b")
+  if (strcmp (m, "b"))
     p = p * (1 + r);
   endif
 

--- a/scripts/finance/npv.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/finance/npv.m	Wed Jan 19 06:59:23 2000 +0000
@@ -36,20 +36,20 @@
 function v = npv (r, p, i)
 
   if ((nargin < 2) || (nargin > 3))
-    usage ("npv (r, p [, i]");
+    usage ("npv (r, p, i");
   endif
 
-  if !(is_vector (p))
+  if (! (is_vector (p)))
     error ("npv:  p has to be a vector");
   else
     n = length (p);
     p = reshape (p, 1, n);
   endif
 
-  if any (any (r <= -1))
+  if (any (any (r <= -1)))
     error ("npv:  all interest rates must be > -1");
   endif
-  if is_scalar (r)
+  if (is_scalar (r))
     d = 1 ./ (1 + r) .^ (0 : n);
   elseif (is_vector (r) && (length (r) == n))
     d = [1, (1 ./ cumprod (reshape (1 + r, 1, n)))];
@@ -58,7 +58,7 @@
   endif
 
   if (nargin == 3)
-    if !is_scalar (i)
+    if (! is_scalar (i))
       error ("npv:  I_0 must be a scalar");
     endif
   else

--- a/scripts/finance/pmt.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/finance/pmt.m	Wed Jan 19 06:59:23 2000 +0000
@@ -34,23 +34,23 @@
 function p = pmt (r, n, a, l, m)
 
   if ((nargin < 3) || (nargin > 5))
-    usage ("pmt (r, n, a [, l] [, method])");
+    usage ("pmt (r, n, a, l, method)");
   endif
 
-  if !(is_scalar (r) && (r > -1))
+  if (! (is_scalar (r) && (r > -1)))
     error ("pmt:  rate must be a scalar > -1");
-  elseif !(is_scalar (n) && (n > 0))
+  elseif (! (is_scalar (n) && (n > 0)))
     error ("pmt:  n must be a positive scalar");
-  elseif !(is_scalar (a) && (a > 0))
+  elseif (! (is_scalar (a) && (a > 0)))
     error ("pmt:  a must be a positive scalar.");
   endif
 
   if (nargin == 5)
-    if !isstr (m)
+    if (! isstr (m))
       error ("pmt:  `method' must be a string");
     endif
   elseif (nargin == 4)
-    if isstr (l)
+    if (isstr (l))
       m = l;
       l = 0;
     else
@@ -63,7 +63,7 @@
 
   p = r * (a - l * (1 + r)^(-n)) / (1 - (1 + r)^(-n));
 
-  if strcmp (m, "b")
+  if (strcmp (m, "b"))
     p = p / (1 + r);
   endif
 

--- a/scripts/finance/pv.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/finance/pv.m	Wed Jan 19 06:59:23 2000 +0000
@@ -37,14 +37,14 @@
 function v = pv (r, n, p, l, m)
 
   if ((nargin < 3) || (nargin > 5))
-    usage ("pv (r, n, p [, l] [, method])");
+    usage ("pv (r, n, p, l, method)");
   endif
 
-  if !(is_scalar (r) && (r > -1))
+  if (! (is_scalar (r) && (r > -1)))
     error ("pv:  r must be a scalar > -1");
-  elseif !(is_scalar (n) && (n > 0))
+  elseif (! (is_scalar (n) && (n > 0)))
     error ("pv:  n must be a positive scalar");
-  elseif !is_scalar (p)
+  elseif (! is_scalar (p))
     error ("pv:  p must be a scalar.");
   endif
 
@@ -56,19 +56,19 @@
 
   if (nargin > 3)
     if (nargin == 5)
-      if !isstr (m)
+      if (! isstr (m))
         error ("pv:  `method' must be a string");
       endif
-    elseif isstr (l)
+    elseif (isstr (l))
       m = l;
       l = 0;
     else
       m = "e";
     endif
-    if strcmp (m, "b")
+    if (strcmp (m, "b"))
       v = v * (1 + r);
     endif
-    if is_scalar (l)
+    if (is_scalar (l))
       v = v + pvl (r, n, l);
     else
       error ("pv:  l must be a scalar");

--- a/scripts/finance/pvl.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/finance/pvl.m	Wed Jan 19 06:59:23 2000 +0000
@@ -33,11 +33,11 @@
     usage ("pvl (r, n, p)");
   endif
 
-  if !(is_scalar (r) && (r > -1))
+  if (! (is_scalar (r) && (r > -1)))
     error ("pvl:  r has to be a scalar > -1");
-  elseif !(is_scalar (n) && (n > 0))
+  elseif (! (is_scalar (n) && (n > 0)))
     error ("pvl:  n has to be a positive scalar");
-  elseif !is_scalar (p)
+  elseif (! is_scalar (p))
     error ("pvl:  p has to be a scalar");
   endif
 

--- a/scripts/finance/rate.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/finance/rate.m	Wed Jan 19 06:59:23 2000 +0000
@@ -34,23 +34,23 @@
 function r = rate (n, p, v, l, m)
 
   if ((nargin < 3) || (nargin > 5))
-    usage ("rate (n, p, v [, l] [, method])");
+    usage ("rate (n, p, v, l, method)");
   endif
 
-  if !(is_scalar (n) && (n > 0))
+  if (! (is_scalar (n) && (n > 0)))
     error ("rate:  n must be a positive scalar");
-  elseif !is_scalar (p)
+  elseif (! is_scalar (p))
     error ("rate:  p must be a scalar");
-  elseif !is_scalar (v)
+  elseif (! is_scalar (v))
     error ("rate:  p must be a scalar");
   endif
 
   if (nargin == 5)
-    if !isstr (m)
+    if (! isstr (m))
       error ("rate:  `method' must be a string");
     endif
   elseif (nargin == 4)
-    if isstr (l)
+    if (isstr (l))
       m = l;
       l = 0;
     else
@@ -61,14 +61,11 @@
     m = "e";
   endif
 
-  if !is_scalar (l)
+  if (! is_scalar (l))
     error ("rate:  l must be a scalar");
   endif
 
-  string = ["function delta = f (r) ", ...
-      "delta = pv (r, %g, %g, %g, \"%s\") - %g;  end"];
-  eval (sprintf (string, n, p, l, m, v));
-
-  [r, info] = fsolve ("f", 0);
+  [r, info] = fsolve (sprintf ("pv (x, %g, %g, %g, \"%s\") - %g",
+			       n, p, l, m, v), 0);
 
 endfunction

--- a/scripts/finance/vol.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/finance/vol.m	Wed Jan 19 06:59:23 2000 +0000
@@ -31,7 +31,7 @@
 function retval = vol (X, m, n)
 
   if (nargin < 2)
-    usage ("vol (X, m [, n])");
+    usage ("vol (X, m, n)");
   endif
 
   [xr, xc] = size (X);
@@ -49,7 +49,7 @@
 
   U = zeros (xr - 1, xc);
 
-  if all (X)
+  if (all (X))
     U = X ((2 : xr), :) ./ X((1 : (xr-1)), :);
   else
     error ("vol:  zero element in X");

--- a/scripts/general/diff.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/general/diff.m	Wed Jan 19 06:59:23 2000 +0000
@@ -50,7 +50,7 @@
       return;
     endif
   else
-    usage ("diff (x [, k]");
+    usage ("diff (x, k");
   endif
 
   if (isstr (x))

--- a/scripts/general/logspace.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/general/logspace.m	Wed Jan 19 06:59:23 2000 +0000
@@ -74,7 +74,7 @@
       error ("logspace: arguments must be scalars");
     endif
   else
-    usage ("logspace (x1, x2 [, n])");
+    usage ("logspace (x1, x2, n)");
   endif
 
   if (npoints < 2)

--- a/scripts/general/rot90.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/general/rot90.m	Wed Jan 19 06:59:23 2000 +0000
@@ -78,7 +78,7 @@
       error ("rot90: internal error!");
     endif
   else
-    usage ("rot90 (x [, k])");
+    usage ("rot90 (x, k)");
   endif
 
 endfunction

--- a/scripts/general/tril.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/general/tril.m	Wed Jan 19 06:59:23 2000 +0000
@@ -78,7 +78,7 @@
       error ("tril: requested diagonal out of range");
     endif
   else
-    usage ("tril (x [, k])");
+    usage ("tril (x, k)");
   endif
 
   for j = 1 : min (nc, nr+k)

--- a/scripts/general/triu.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/general/triu.m	Wed Jan 19 06:59:23 2000 +0000
@@ -35,7 +35,7 @@
       error ("triu: requested diagonal out of range");
     endif
   else
-    usage ("triu (x [, k])");
+    usage ("triu (x, k)");
   endif
 
   for j = max (1, k+1) : nc

--- a/scripts/linear-algebra/commutation_matrix.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/linear-algebra/commutation_matrix.m	Wed Jan 19 06:59:23 2000 +0000
@@ -84,7 +84,7 @@
 function k = commutation_matrix (m, n)
 
   if (nargin < 1 || nargin > 2)
-    usage ("commutation_matrix (m [, n])");
+    usage ("commutation_matrix (m, n)");
   else
     if (! (is_scalar (m) && m == round (m) && m > 0))
       error ("commutation_matrix: m must be a positive integer");

--- a/scripts/linear-algebra/norm.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/linear-algebra/norm.m	Wed Jan 19 06:59:23 2000 +0000
@@ -60,7 +60,7 @@
 function retval = norm (x, p)
 
   if (nargin < 1 || nargin > 2)
-    error ("usage: norm (x [, p])");
+    error ("usage: norm (x, p)");
   endif
 
   if (isempty (x))

--- a/scripts/linear-algebra/null.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/linear-algebra/null.m	Wed Jan 19 06:59:23 2000 +0000
@@ -51,7 +51,7 @@
   if (nargin == 1)
     tol = max (size (A)) * s (1) * eps;
   elseif (nargin != 2)
-    usage ("null (A [, tol])");
+    usage ("null (A, tol)");
   endif
 
   rank = sum (s > tol);

--- a/scripts/linear-algebra/orth.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/linear-algebra/orth.m	Wed Jan 19 06:59:23 2000 +0000
@@ -64,7 +64,7 @@
 
   else
 
-    usage ("orth (a [, tol]");
+    usage ("orth (a, tol");
 
   endif
 

--- a/scripts/plot/__plr__.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/plot/__plr__.m	Wed Jan 19 06:59:23 2000 +0000
@@ -125,7 +125,7 @@
       endif
     endif
   else
-    usage ("__plr__ (x [, y])");
+    usage ("__plr__ (x, y)");
   endif
 
 endfunction

--- a/scripts/polynomial/residue.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/polynomial/residue.m	Wed Jan 19 06:59:23 2000 +0000
@@ -171,7 +171,7 @@
   ## We then solve for the residues using matrix division.
 
   if (nargin < 2 || nargin > 3)
-    usage ("residue (b, a [, toler])");
+    usage ("residue (b, a, toler)");
   endif
 
   if (nargin == 2)

--- a/scripts/specfun/pow2.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/specfun/pow2.m	Wed Jan 19 06:59:23 2000 +0000
@@ -49,7 +49,7 @@
   elseif (nargin == 2)
     y = f .* (2 .^ e);
   else
-    usage ("y = pow2 (f [, e])");
+    usage ("y = pow2 (f, e)");
   endif
 
 endfunction

--- a/scripts/statistics/base/center.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/base/center.m	Wed Jan 19 06:59:23 2000 +0000
@@ -20,8 +20,8 @@
 ## If @var{x} is a matrix, do the above for each column.
 ## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  Center by subtracting means
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Center by subtracting means
 
 function retval = center (x)
 
@@ -34,7 +34,7 @@
   elseif is_matrix (x)
     retval = x - ones (rows (x), 1) * mean(x);
   else
-    error ("center:  x must be a vector or a matrix.");
+    error ("center: x must be a vector or a matrix.");
   endif
 
 endfunction
\ No newline at end of file

--- a/scripts/statistics/base/cloglog.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/base/cloglog.m	Wed Jan 19 06:59:23 2000 +0000
@@ -23,8 +23,8 @@
 ## @end example
 ## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  Complementary log-log function
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Complementary log-log function
 
 function y = cloglog (x)
 

--- a/scripts/statistics/base/cor.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/base/cor.m	Wed Jan 19 06:59:23 2000 +0000
@@ -26,13 +26,13 @@
 ## @code{cor (@var{x})} is equivalent to @code{cor (@var{x}, @var{x})}.
 ## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  Compute correlations
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Compute correlations
 
 function retval = cor (x, y)
 
   if (nargin < 1 || nargin > 2)
-    usage ("cor (x [, y])");
+    usage ("cor (x, y)");
   endif
 
   if (nargin == 2)

--- a/scripts/statistics/base/cov.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/base/cov.m	Wed Jan 19 06:59:23 2000 +0000
@@ -23,13 +23,13 @@
 ## with one argument, compute @code{cov (@var{x}, @var{x})}.
 ## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  Compute covariances
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Compute covariances
 
 function c = cov (x, y)
 
   if (nargin < 1 || nargin > 2)
-    usage ("cov (x [, y])");
+    usage ("cov (x, y)");
   endif
 
   if (rows (x) == 1)

--- a/scripts/statistics/base/cut.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/base/cut.m	Wed Jan 19 06:59:23 2000 +0000
@@ -29,8 +29,8 @@
 ## @var{breaks} are labelled by @code{NaN}.
 ## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  Cut data into intervals
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Cut data into intervals
 
 function group = cut (X, BREAKS)
 
@@ -39,7 +39,7 @@
   endif
 
   if !is_vector (X)
-    error ("cut:  X must be a vector");
+    error ("cut: X must be a vector");
   endif
   if is_scalar (BREAKS)
     BREAKS = linspace (min (X), max (X), BREAKS + 1);
@@ -47,7 +47,7 @@
   elseif is_vector (BREAKS)
     BREAKS = sort (BREAKS);
   else
-    error ("cut:  BREAKS must be a scalar or vector");
+    error ("cut: BREAKS must be a scalar or vector");
   endif
 
   group = NaN * ones (size (X));

--- a/scripts/statistics/base/gls.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/base/gls.m	Wed Jan 19 06:59:23 2000 +0000
@@ -71,7 +71,7 @@
 function [BETA, v, R] = gls (Y, X, O)
 
   if (nargin != 3)
-    usage ("[BETA, v [, R]] = gls (Y, X, O)");
+    usage ("[BETA, v, R] = gls (Y, X, O)");
   endif
 
   [rx, cx] = size (X);

--- a/scripts/statistics/base/iqr.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/base/iqr.m	Wed Jan 19 06:59:23 2000 +0000
@@ -23,7 +23,7 @@
 ## @end deftypefn
 
 ## Author KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  Interquartile range
+## Description: Interquartile range
 
 function y = iqr (x)
 

--- a/scripts/statistics/base/kendall.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/base/kendall.m	Wed Jan 19 06:59:23 2000 +0000
@@ -61,13 +61,13 @@
 ## @code{(2 * (2@var{n}+5)) / (9 * @var{n} * (@var{n}-1))}.
 ## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  Kendall's rank correlation tau
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Kendall's rank correlation tau
 
 function tau = kendall (x, y)
 
   if ((nargin < 1) || (nargin > 2))
-    usage ("kendall (x [, y])");
+    usage ("kendall (x, y)");
   endif
 
   if (rows (x) == 1)
@@ -80,8 +80,7 @@
       y = y';
     endif
     if (rows (y) != n)
-      error (["kendall:  ", ...
-              "x and y must have the same number of observations"]);
+      error ("kendall: x and y must have the same number of observations");
     else
       x = [x, y];
     endif

--- a/scripts/statistics/base/logit.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/base/logit.m	Wed Jan 19 06:59:23 2000 +0000
@@ -20,8 +20,8 @@
 ## (1-@var{p}))} of @var{p}.
 ## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  Logit transformation
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Logit transformation
 
 function y = logit (p)
 

--- a/scripts/statistics/base/mean.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/base/mean.m	Wed Jan 19 06:59:23 2000 +0000
@@ -46,17 +46,17 @@
 ## @end table
 ## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  Compute arithmetic, geometric, and harmonic mean
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Compute arithmetic, geometric, and harmonic mean
 
 function y = mean (x, opt)
 
   if ((nargin < 1) || (nargin > 2))
-    usage ("mean (x [, opt])");
+    usage ("mean (x, opt])");
   endif
 
   if isempty (x)
-    error ("mean:  x must not be empty");
+    error ("mean: x must not be empty");
   endif
 
   if (rows (x) == 1)
@@ -84,7 +84,7 @@
       y(i) = r ./ sum (1 ./ x(:, i));
     endif
   else
-    error (sprintf ("mean:  option `%s' not recognized", opt));
+    error ("mean: option `%s' not recognized", opt);
   endif
 
 endfunction

--- a/scripts/statistics/base/meansq.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/base/meansq.m	Wed Jan 19 06:59:23 2000 +0000
@@ -21,8 +21,8 @@
 ## of each column.
 ## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  Compute mean square
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Compute mean square
 
 function y = meansq (x)
 

--- a/scripts/statistics/base/moment.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/base/moment.m	Wed Jan 19 06:59:23 2000 +0000
@@ -36,18 +36,18 @@
 ## Can easily be made to work for continuous distributions (using quad)
 ## as well, but how does the general case work?
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  Compute moments
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Compute moments
 
 function m = moment (x, p, opt)
 
   if ((nargin < 2) || (nargin > 3))
-    usage ("moment (x, p [, type]")
+    usage ("moment (x, p, type");
   endif
 
   [nr, nc] = size (x);
   if (nr == 0 || nc == 0)
-    error ("moment:  x must not be empty");
+    error ("moment: x must not be empty");
   elseif (nr == 1)
     x  = reshape (x, nc, 1);
     nr = nc;

--- a/scripts/statistics/base/ols.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/base/ols.m	Wed Jan 19 06:59:23 2000 +0000
@@ -81,7 +81,7 @@
 function [BETA, SIGMA, R] = ols (Y, X)
 
   if (nargin != 2)
-    error("usage : [BETA, SIGMA [, R]] = ols (Y, X)");
+    usage ("[BETA, SIGMA, R] = ols (Y, X)");
   endif
 
   [nr, nc] = size (X);

--- a/scripts/statistics/base/ppplot.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/base/ppplot.m	Wed Jan 19 06:59:23 2000 +0000
@@ -37,17 +37,17 @@
 ## If no output arguments are given, the data are plotted directly.
 ## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  Perform a PP-plot (probability plot)
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Perform a PP-plot (probability plot)
 
 function [p, y] = ppplot (x, dist, ...)
 
   if (nargin < 1)
-    usage ("ppplot (x [, dist [, params]])");
+    usage ("ppplot (x, dist, params)");
   endif
 
   if !is_vector (x)
-    error ("ppplot:  x must be a vector.");
+    error ("ppplot: x must be a vector.");
   endif
 
   s = sort (x);

--- a/scripts/statistics/base/probit.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/base/probit.m	Wed Jan 19 06:59:23 2000 +0000
@@ -21,7 +21,7 @@
 ## @end deftypefn
 
 ## Written by KH <Kurt.Hornik@ci.tuwien.ac.at> on 1995/02/04
-## Description:  Probit transformation
+## Description: Probit transformation
 
 function y = probit (p)
 

--- a/scripts/statistics/base/qqplot.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/base/qqplot.m	Wed Jan 19 06:59:23 2000 +0000
@@ -39,17 +39,17 @@
 ## If no output arguments are given, the data are plotted directly.
 ## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  Perform a QQ-plot (quantile plot)
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Perform a QQ-plot (quantile plot)
 
 function [q, s] = qqplot (x, dist, ...)
 
   if (nargin < 1)
-    usage ("qqplot (x [,dist [,params]])");
+    usage ("qqplot (x, dist, params)");
   endif
 
   if !(is_vector(x))
-    error ("qqplot:  x must be a vector.");
+    error ("qqplot: x must be a vector.");
   endif
 
   s = sort (x);

--- a/scripts/statistics/base/range.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/base/range.m	Wed Jan 19 06:59:23 2000 +0000
@@ -22,8 +22,8 @@
 ## If @var{x} is a matrix, do the above for each column of @var{x}.
 ## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  Compute range
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Compute range
 
 function y = range (x)
 

--- a/scripts/statistics/base/ranks.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/base/ranks.m	Wed Jan 19 06:59:23 2000 +0000
@@ -22,8 +22,8 @@
 ## If @var{x} is a matrix, do the above for each column of @var{x}.
 ## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  Compute ranks
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Compute ranks
 
 ## This code is rather ugly, but is there an easy way to get the ranks
 ## adjusted for ties from sort?

--- a/scripts/statistics/base/run_count.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/base/run_count.m	Wed Jan 19 06:59:23 2000 +0000
@@ -20,8 +20,8 @@
 ## @var{n}-1 and greater than or equal to @var{n}.
 ## @end deftypefn
 
-## Author:  FL <Friedrich.Leisch@ci.tuwien.ac.at>
-## Description:  Count upward runs
+## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at>
+## Description: Count upward runs
 
 function retval = run_count (x, n)
 

--- a/scripts/statistics/base/spearman.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/base/spearman.m	Wed Jan 19 06:59:23 2000 +0000
@@ -33,13 +33,13 @@
 ## asymptotically normally distributed.
 ## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  Spearman's rank correlation rho
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Spearman's rank correlation rho
 
 function rho = spearman (x, y)
 
   if ((nargin < 1) || (nargin > 2))
-    usage ("spearman (x [, y])");
+    usage ("spearman (x, y)");
   endif
 
   if (rows (x) == 1)
@@ -54,8 +54,7 @@
       y = y';
     endif
     if (rows (y) != n)
-      error (["spearman:  ", ...
-              "x and y must have the same number of observations"]);
+      error ("spearman: x and y must have the same number of observations");
     endif
     rho = cor (ranks (x), ranks (y));
   endif

--- a/scripts/statistics/base/statistics.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/base/statistics.m	Wed Jan 19 06:59:23 2000 +0000
@@ -23,8 +23,8 @@
 ## If @var{x} is a vector, treat it as a column vector.
 ## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  Compute basic statistics
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Compute basic statistics
 
 function S = statistics (X)
 
@@ -46,7 +46,7 @@
                 (kurtosis (X(:,k)))];
     endfor
   else
-    error ("statistics:  invalid argument");
+    error ("statistics: invalid argument");
   endif
 
 endfunction

--- a/scripts/statistics/base/studentize.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/base/studentize.m	Wed Jan 19 06:59:23 2000 +0000
@@ -22,8 +22,8 @@
 ## If @var{x} is a matrix, do the above for each column.
 ## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  Subtract mean and divide by standard deviation
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Subtract mean and divide by standard deviation
 
 function t = studentize (x)
 
@@ -42,7 +42,7 @@
     t = x - l * mean (x);
     t = t ./ (l * max ([(std (t)); (! any (t))]));
   else
-    error ("studentize:  x must be a vector or a matrix.");
+    error ("studentize: x must be a vector or a matrix.");
   endif
 
 endfunction
\ No newline at end of file

--- a/scripts/statistics/base/table.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/base/table.m	Wed Jan 19 06:59:23 2000 +0000
@@ -23,14 +23,14 @@
 ## Currently, only 1- and 2-dimensional tables are supported.
 ## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  Cross tabulation
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Cross tabulation
 
 function [t, v, w] = table (x, y)
 
   if (nargin == 1)
     if !(is_vector (x))
-      error ("table:  x must be a vector");
+      error ("table: x must be a vector");
     endif
     v = values (x);
     for i = 1 : length (v)
@@ -38,7 +38,7 @@
     endfor
   elseif (nargin == 2)
     if !(is_vector (x) && is_vector (y) && (length (x) == length (y)))
-      error ("table:  x and y must be vectors of the same length");
+      error ("table: x and y must be vectors of the same length");
     endif
     v = values (x);
     w = values (y);

--- a/scripts/statistics/base/values.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/base/values.m	Wed Jan 19 06:59:23 2000 +0000
@@ -20,8 +20,8 @@
 ## order.
 ## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  Extract unique elements
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Extract unique elements
 
 function v = values (x)
 
@@ -30,7 +30,7 @@
   endif
 
   if !(is_vector (x))
-    error ("values:  x must be a vector");
+    error ("values: x must be a vector");
   endif
 
   i = any (isnan (x));

--- a/scripts/statistics/base/var.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/base/var.m	Wed Jan 19 06:59:23 2000 +0000
@@ -21,8 +21,8 @@
 ## each column.
 ## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  Compute variance
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Compute variance
 
 function y = var(x)
 
@@ -32,7 +32,7 @@
 
   [nr, nc] = size (x);
   if (nr == 0 || nc == 0)
-    error ("var:  x must not be empty");
+    error ("var: x must not be empty");
   elseif ((nr == 1) && (nc == 1))
     y = 0;
   elseif ((nr == 1) || (nc == 1))

--- a/scripts/statistics/distributions/beta_cdf.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/distributions/beta_cdf.m	Wed Jan 19 06:59:23 2000 +0000
@@ -14,13 +14,15 @@
 ## along with this file.  If not, write to the Free Software Foundation,
 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
 
-## usage:  beta_cdf (x, a, b)
-##
-## For each element of x, returns the CDF at x of the beta distribution
-## with parameters a and b, i.e., PROB( beta(a,b) <= x).
+## -*- texinfo -*-
+## @deftypefn {Function File} {} beta_cdf (@var{x}, @var{a}, @var{b})
+## For each element of @var{x}, returns the CDF at @var{x} of the beta
+## distribution with parameters @var{a} and @var{b}, i.e.,
+## PROB (beta (@var{a}, @var{b}) <= @var{x}).
+## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  CDF of the Beta distribution
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: CDF of the Beta distribution
 
 function cdf = beta_cdf (x, a, b)
 
@@ -30,7 +32,7 @@
 
   [retval, x, a, b] = common_size (x, a, b);
   if (retval > 0)
-    error ("beta_cdf:  x, a and b must be of common size or scalar");
+    error ("beta_cdf: x, a and b must be of common size or scalar");
   endif
 
   [r, c] = size (x);
@@ -41,17 +43,17 @@
   cdf = zeros (s, 1);
 
   k = find (!(a > 0) | !(b > 0) | isnan (x));
-  if any (k)
+  if (any (k))
     cdf (k) = NaN * ones (length (k), 1);
   endif
 
   k = find ((x >= 1) & (a > 0) & (b > 0));
-  if any (k)
+  if (any (k))
     cdf (k) = ones (length (k), 1);
   endif
 
   k = find ((x > 0) & (x < 1) & (a > 0) & (b > 0));
-  if any (k)
+  if (any (k))
     cdf (k) = betai (a(k), b(k), x(k));
   endif
 

--- a/scripts/statistics/distributions/beta_inv.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/distributions/beta_inv.m	Wed Jan 19 06:59:23 2000 +0000
@@ -14,13 +14,15 @@
 ## along with this file.  If not, write to the Free Software Foundation,
 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
 
-## usage:  beta_inv (x, a, b)
-##
-## For each component of x, compute the quantile (the inverse of the
-## CDF) at x of the Beta distribution with parameters a and b.
+## -*- texinfo -*-
+## @deftypefn {Function File} {} beta_inv (@var{x}, @var{a}, @var{b})
+## For each component of @var{x}, compute the quantile (the inverse of
+## the CDF) at @var{x} of the Beta distribution with parameters @var{a}
+## and @var{b}.
+## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  Quantile function of the Beta distribution
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Quantile function of the Beta distribution
 
 function inv = beta_inv (x, a, b)
 
@@ -30,7 +32,7 @@
 
   [retval, x, a, b] = common_size (x, a, b);
   if (retval > 0)
-    error ("beta_inv:  x, a and b must be of common size or scalars");
+    error ("beta_inv: x, a and b must be of common size or scalars");
   endif
 
   [r, c] = size (x);
@@ -41,27 +43,27 @@
   inv = zeros (s, 1);
 
   k = find ((x < 0) | (x > 1) | !(a > 0) | !(b > 0) | isnan (x));
-  if any (k)
+  if (any (k))
     inv (k) = NaN * ones (length (k), 1);
   endif
 
   k = find ((x == 1) & (a > 0) & (b > 0));
-  if any (k)
+  if (any (k))
     inv (k) = ones (length (k), 1);
   endif
 
   k = find ((x > 0) & (x < 1) & (a > 0) & (b > 0));
-  if any (k)
+  if (any (k))
     a = a (k);
     b = b (k);
     x = x (k);
     y = a ./ b;
     l = find (y < eps);
-    if any (l)
+    if (any (l))
       y(l) = sqrt (eps) * ones (length (l), 1);
     endif
     l = find (y > 1 - eps);
-    if any (l)
+    if (any (l))
       y(l) = 1 - sqrt (eps) * ones (length (l), 1);
     endif
 
@@ -74,7 +76,7 @@
         y_new (ind) = y_old (ind) / 10;
       endif
       ind = find (y_new >= 1 - eps);
-      if any (ind)
+      if (any (ind))
         y_new (ind) = 1 - (1 - y_old (ind)) / 10;
       endif
       h = y_old - y_new;

--- a/scripts/statistics/distributions/beta_pdf.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/distributions/beta_pdf.m	Wed Jan 19 06:59:23 2000 +0000
@@ -14,13 +14,14 @@
 ## along with this file.  If not, write to the Free Software Foundation,
 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
 
-## usage:  beta_pdf (x, a, b)
-##
-## For each element of x, returns the PDF at x of the beta distribution
-## with parameters a and b.
+## -*- texinfo -*-
+## @deftypefn {Function File} {} beta_pdf (@var{x}, @var{a}, @var{b})
+## For each element of @var{x}, returns the PDF at @var{x} of the beta
+## distribution with parameters @var{a} and @var{b}.
+## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  PDF of the Beta distribution
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: PDF of the Beta distribution
 
 function pdf = beta_pdf (x, a, b)
 
@@ -30,7 +31,7 @@
 
   [retval, x, a, b] = common_size (x, a, b);
   if (retval > 0)
-    error ("beta_pdf:  x, a and b must be of common size or scalar");
+    error ("beta_pdf: x, a and b must be of common size or scalar");
   endif
 
   [r, c] = size (x);
@@ -41,14 +42,14 @@
   pdf = zeros (s, 1);
 
   k = find (!(a > 0) | !(b > 0) | isnan (x));
-  if any (k)
+  if (any (k))
     pdf (k) = NaN * ones (length (k), 1);
   endif
 
   k = find ((x > 0) & (x < 1) & (a > 0) & (b > 0));
-  if any (k)
-    pdf(k) = exp ((a(k) - 1) .* log (x(k)) ...
-        + (b(k) - 1) .* log (1 - x(k))) ./ beta (a(k), b(k));
+  if (any (k))
+    pdf(k) = exp ((a(k) - 1) .* log (x(k))
+		  + (b(k) - 1) .* log (1 - x(k))) ./ beta (a(k), b(k));
   endif
 
   pdf = reshape (pdf, r, c);

--- a/scripts/statistics/distributions/beta_rnd.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/distributions/beta_rnd.m	Wed Jan 19 06:59:23 2000 +0000
@@ -14,41 +14,39 @@
 ## along with this file.  If not, write to the Free Software Foundation,
 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
 
-## usage:  beta_rnd (a, b [, r, c])
-##
-## beta_rnd (a, b) returns a matrix of random samples from the Beta
-## distribution with parameters a and b.  The size of the matrix is the
-## common size of a and b.
+## -*- texinfo -*-
+## @deftypefn {Function File} {} beta_rnd (@var{a}, @var{b}, @var{r}, @var{c})
+## Return an @var{r} by @var{c} matrix of random samples from the Beta
+## distribution with parameters @var{a} and @var{b}.  Both @var{a} and
+## @var{b} must be scalar or of size @var{r} by @var{c}.
 ##
-## beta_rnd (a, b, r, c) returns an r by c matrix of random samples from
-## the Beta distribution with parameters a and b.  Both a and b must be
-## scalar or of size r by c.
+## If @var{r} and @var{c} are omitted, the size of the result matrix is
+## the common size of @var{a} and @var{b}.
+## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  Random deviates from the Beta distribution
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Random deviates from the Beta distribution
 
 function rnd = beta_rnd (a, b, r, c)
 
   if (nargin == 4)
-    if ( !(is_scalar (r) && (r > 0) && (r == round (r))) )
-      error ("beta_rnd:  r must be a positive integer");
+    if (! (is_scalar (r) && (r > 0) && (r == round (r))) )
+      error ("beta_rnd: r must be a positive integer");
     endif
-    if ( !(is_scalar (c) && (c > 0) && (c == round (c))) )
-      error ("beta_rnd:  c must be a positive integer");
+    if (! (is_scalar (c) && (c > 0) && (c == round (c))) )
+      error ("beta_rnd: c must be a positive integer");
     endif
     [retval, a, b] = common_size (a, b, zeros (r, c));
     if (retval > 0)
-      error (strcat("beta_rnd:  ",
-                    "a and b must be scalar or of size ",
-                    sprintf ("%d by %d", r, c)));
+      error ("beta_rnd: a and b must be scalar or of size %d by %d", r, c);
     endif
   elseif (nargin == 2)
     [retval, a, b] = common_size (a, b);
     if (retval > 0)
-      error ("beta_rnd:  a and b must be of common size or scalar");
+      error ("beta_rnd: a and b must be of common size or scalar");
     endif
   else
-    usage ("beta_rnd (a, b [, r, c])");
+    usage ("beta_rnd (a, b, r, c)");
   endif
 
   [r, c] = size (a);

--- a/scripts/statistics/distributions/binomial_cdf.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/distributions/binomial_cdf.m	Wed Jan 19 06:59:23 2000 +0000
@@ -14,13 +14,14 @@
 ## along with this file.  If not, write to the Free Software Foundation,
 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
 
-## usage:  binomial_cdf (x, n, p)
-##
-## For each element of x, compute the CDF at x of the binomial
-## distribution with parameters n and p.
+## -*- texinfo -*-
+## @deftypefn {Function File} {} binomial_cdf (@var{x}, @var{n}, @var{p})
+## For each element of @var{x}, compute the CDF at @var{x} of the
+## binomial distribution with parameters @var{n} and @var{p}.
+## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  CDF of the binomial distribution
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: CDF of the binomial distribution
 
 function cdf = binomial_cdf (x, n, p)
 
@@ -30,8 +31,7 @@
 
   [retval, x, n, p] = common_size (x, n, p);
   if (retval > 0)
-    error (["binomial_cdf:  ", ...
-            "x, n and p must be of common size or scalar"]);
+    error ("binomial_cdf: x, n and p must be of common size or scalar");
   endif
 
   [r, c] = size (x);
@@ -41,21 +41,21 @@
   p   = reshape (p, 1, s);
   cdf = zeros (1, s);
 
-  k = find (isnan (x) | !(n >= 0) | (n != round (n)) ...
-      | !(p >= 0) | !(p <= 1));
-  if any (k)
+  k = find (isnan (x) | !(n >= 0) | (n != round (n))
+	    | !(p >= 0) | !(p <= 1));
+  if (any (k))
     cdf(k) = NaN * ones (1, length (k));
   endif
 
-  k = find ((x >= n) & (n >= 0) & (n == round (n)) ...
-      & (p >= 0) & (p <= 1));
-  if any (k)
+  k = find ((x >= n) & (n >= 0) & (n == round (n))
+	    & (p >= 0) & (p <= 1));
+  if (any (k))
     cdf(k) = ones (1, length (k));
   endif
 
-  k = find ((x >= 0) & (x < n) & (n == round (n)) ...
-      & (p >= 0) & (p <= 1));
-  if any (k)
+  k = find ((x >= 0) & (x < n) & (n == round (n))
+	    & (p >= 0) & (p <= 1));
+  if (any (k))
     tmp = floor (x(k));
     cdf(k) = 1 - betai (tmp + 1, n(k) - tmp, p(k));
   endif

--- a/scripts/statistics/distributions/binomial_inv.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/distributions/binomial_inv.m	Wed Jan 19 06:59:23 2000 +0000
@@ -14,13 +14,14 @@
 ## along with this file.  If not, write to the Free Software Foundation,
 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
 
-## usage:  binomial_inv (x, n, p)
-##
-## For each element of x, compute the quantile at x of the binomial
-## distribution with parameters n and p.
+## -*- texinfo -*-
+## @deftypefn {Function File} {} binomial_inv (@var{x}, @var{n}, @var{p})
+## For each element of @var{x}, compute the quantile at @var{x} of the
+## binomial distribution with parameters @var{n} and @var{p}.
+## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  Quantile function of the binomial distribution
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Quantile function of the binomial distribution
 
 function inv = binomial_inv (x, n, p)
 
@@ -30,8 +31,7 @@
 
   [retval, x, n, p] = common_size (x, n, p);
   if (retval > 0)
-    error (["binomial_inv:  ", ...
-            "x, n and p must be of common size or scalars"]);
+    error ("binomial_inv: x, n and p must be of common size or scalars");
   endif
 
   [r, c] = size (x);
@@ -41,19 +41,19 @@
   p   = reshape (p, 1, s);
   inv = zeros (1, s);
 
-  k = find (!(x >= 0) | !(x <= 1) | !(n >= 0) | (n != round (n)) ...
-      | !(p >= 0) | !(p <= 1));
-  if any (k)
+  k = find (!(x >= 0) | !(x <= 1) | !(n >= 0) | (n != round (n))
+	    | !(p >= 0) | !(p <= 1));
+  if (any (k))
     inv(k) = NaN * ones (1, length (k));
   endif
 
-  k = find ((x >= 0) & (x <= 1) & (n >= 0) & (n == round (n)) ...
-      & (p >= 0) & (p <= 1));
-  if any (k)
+  k = find ((x >= 0) & (x <= 1) & (n >= 0) & (n == round (n))
+	    & (p >= 0) & (p <= 1));
+  if (any (k))
     cdf = binomial_pdf (0, n(k), p(k));
     while (any (inv(k) < n(k)))
       m = find (cdf < x(k));
-      if any (m)
+      if (any (m))
         inv(k(m)) = inv(k(m)) + 1;
         cdf(m) = cdf(m) + binomial_pdf (inv(k(m)), n(k(m)), p(k(m)));
       else

--- a/scripts/statistics/distributions/binomial_pdf.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/distributions/binomial_pdf.m	Wed Jan 19 06:59:23 2000 +0000
@@ -14,13 +14,15 @@
 ## along with this file.  If not, write to the Free Software Foundation,
 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
 
-## usage:  binomial_pdf (x, n, p)
-##
-## For each element of x, compute the probability density function (PDF)
-## at x of the binomial distribution with parameters n and p.
+## -*- texinfo -*-
+## @deftypefn {Function File} {} binomial_pdf (@var{x}, @var{n}, @var{p})
+## For each element of @var{x}, compute the probability density function
+## (PDF) at @var{x} of the binomial distribution with parameters @var{n}
+## and @var{p}.
+## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  PDF of the binomial distribution
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: PDF of the binomial distribution
 
 function pdf = binomial_pdf (x, n, p)
 
@@ -30,8 +32,7 @@
 
   [retval, x, n, p] = common_size (x, n, p);
   if (retval > 0)
-    error (["binomial_pdf:  ", ...
-            "x, n and p must be of common size or scalar"]);
+    error ("binomial_pdf: x, n and p must be of common size or scalar");
   endif
 
   [r, c] = size (x);
@@ -41,17 +42,16 @@
   p   = reshape (p, 1, s);
   cdf = zeros (1, s);
 
-  k = find (isnan (x) | !(n >= 0) | (n != round (n)) ...
-      | !(p >= 0) | !(p <= 1));
-  if any (k)
+  k = find (isnan (x) | !(n >= 0) | (n != round (n)) | !(p >= 0) | !(p <= 1));
+  if (any (k))
     pdf(k) = NaN * ones (1, length (k));
   endif
 
-  k = find ((x >= 0) & (x <= n) & (x == round (x)) ...
-      & (n == round (n)) & (p >= 0) & (p <= 1));
-  if any (k)
-    pdf(k) = bincoeff (n(k), x(k)) .* (p(k) .^ x(k)) ...
-        .* ((1 - p(k)) .^ (n(k) - x(k)));
+  k = find ((x >= 0) & (x <= n) & (x == round (x))
+	    & (n == round (n)) & (p >= 0) & (p <= 1));
+  if (any (k))
+    pdf(k) = (bincoeff (n(k), x(k)) .* (p(k) .^ x(k))
+	      .* ((1 - p(k)) .^ (n(k) - x(k))));
   endif
 
   pdf = reshape (pdf, r, c);

--- a/scripts/statistics/distributions/binomial_rnd.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/distributions/binomial_rnd.m	Wed Jan 19 06:59:23 2000 +0000
@@ -14,41 +14,39 @@
 ## along with this file.  If not, write to the Free Software Foundation,
 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
 
-## usage:  binomial_rnd (n, p [, r, c])
-##
-## binomial_rnd (n, p) returns a matrix of random samples from the
-## binomial distribution with parameters n and p.  The size of the
-## matrix is the common size of n and p.
+## -*- texinfo -*-
+## @deftypefn {Function File} {} binomial_rnd (@var{n}, @var{p}, @var{r}, @var{c})
+## Return an @var{r} by @var{c} matrix of random samples from the
+## binomial distribution with parameters @var{n} and @var{p}.  Both
+## @var{n} and @var{p} must be scalar or of size @var{r} by @var{c}.
 ##
-## binomial_rnd (n, p, r, c) returns an r by c matrix of random samples
-## from the binomial distribution with parameters n and p. Both n and p
-## must be scalar or of size r by c.
+## If @var{r} and @var{c} are omitted, the size of the result matrix is
+## the common size of @var{n} and @var{p}.
+## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  Random deviates from the binomial distribution
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Random deviates from the binomial distribution
 
 function rnd = binomial_rnd (n, p, r, c)
 
   if (nargin == 4)
-    if ( !(is_scalar (r) && (r > 0) && (r == round (r))) )
-      error ("binomial_rnd:  r must be a positive integer");
+    if (! (is_scalar (r) && (r > 0) && (r == round (r))) )
+      error ("binomial_rnd: r must be a positive integer");
     endif
-    if ( !(is_scalar (c) && (c > 0) && (c == round (c))) )
-      error ("binomial_rnd:  c must be a positive integer");
+    if (! (is_scalar (c) && (c > 0) && (c == round (c))) )
+      error ("binomial_rnd: c must be a positive integer");
     endif
     [retval, n, p] = common_size (n, p, zeros (r, c));
     if (retval > 0)
-      error (strcat("binomial_rnd:  ",
-                    "n and p must be scalar or of size ",
-                    sprintf ("%d by %d", r, c)));
+      error ("binomial_rnd: n and p must be scalar or of size %d by %d", r, c);
     endif
   elseif (nargin == 2)
     [retval, n, p] = common_size (n, p);
     if (retval > 0)
-      error ("binomial_rnd:  n and p must be of common size or scalar");
+      error ("binomial_rnd: n and p must be of common size or scalar");
     endif
   else
-    usage ("binomial_rnd (n, p [, r, c])");
+    usage ("binomial_rnd (n, p, r, c)");
   endif
 
   [r, c] = size (n);
@@ -59,12 +57,12 @@
 
   k = find (!(n > 0) | !(n < Inf) | !(n == round (n)) |
             !(p <= 0) | !(p >= 1));
-  if any (k)
+  if (any (k))
     rnd(k) = NaN * ones (1, length (k));
   endif
 
   k = find ((n > 0) & (n < Inf) & (n == round (n)) & (p >= 0) & (p <= 1));
-  if any (k)
+  if (any (k))
     N = max (n(k));
     L = length (k);
     tmp = rand (N, L);

--- a/scripts/statistics/distributions/cauchy_cdf.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/distributions/cauchy_cdf.m	Wed Jan 19 06:59:23 2000 +0000
@@ -14,19 +14,21 @@
 ## along with this file.  If not, write to the Free Software Foundation,
 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
 
-## usage:  cauchy_cdf (x [, lambda, sigma])
-##
-## For each element of x, compute the cumulative distribution function
-## (CDF) at x of the Cauchy distribution with location parameter lambda
-## and scale parameter sigma. Default values are lambda = 0, sigma = 1.
+## -*- texinfo -*-
+## @deftypefn {Function File} {} cauchy_cdf (@var{x}, @var{lambda}, @var{sigma})
+## For each element of @var{x}, compute the cumulative distribution
+## function (CDF) at @var{x} of the Cauchy distribution with location
+## parameter @var{lambda} and scale parameter @var{sigma}.  Default
+## values are @var{lambda} = 0, @var{sigma} = 1. 
+## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  CDF of the Cauchy distribution
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: CDF of the Cauchy distribution
 
 function cdf = cauchy_cdf (x, location, scale)
 
-  if !(nargin == 1 || nargin == 3)
-    usage ("cauchy_cdf (x [, lambda, sigma])");
+  if (! (nargin == 1 || nargin == 3))
+    usage ("cauchy_cdf (x, lambda, sigma)");
   endif
 
   if (nargin == 1)
@@ -36,8 +38,7 @@
 
   [retval, x, location, scale] = common_size (x, location, scale);
   if (retval > 0)
-    error (["cauchy_cdf:  ", ...
-            "x, lambda and sigma must be of common size or scalar"]);
+    error ("cauchy_cdf: x, lambda and sigma must be of common size or scalar");
   endif
 
   [r, c] = size (x);
@@ -49,7 +50,7 @@
 
   k = find ((x > -Inf) & (x < Inf) & (location > -Inf) &
             (location < Inf) & (scale > 0) & (scale < Inf));
-  if any (k)
+  if (any (k))
     cdf(k) = 0.5 + atan ((x(k) - location(k)) ./ scale(k)) / pi;
   endif
 

--- a/scripts/statistics/distributions/cauchy_inv.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/distributions/cauchy_inv.m	Wed Jan 19 06:59:23 2000 +0000
@@ -14,19 +14,21 @@
 ## along with this file.  If not, write to the Free Software Foundation,
 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
 
-## usage:  cauchy_inv (x [, lambda, sigma])
-##
-## For each element of x, compute the quantile (the inverse of the CDF)
-## at x of the Cauchy distribution with location parameter lambda and
-## scale parameter sigma. Default values are lambda = 0, sigma = 1.
+## -*- texinfo -*-
+## @deftypefn {Function File} {} cauchy_inv (@var{x}, @var{lambda}, @var{sigma})
+## For each element of @var{x}, compute the quantile (the inverse of the
+## CDF) at @var{x} of the Cauchy distribution with location parameter
+## @var{lambda} and scale parameter @var{sigma}.  Default values are
+## @var{lambda} = 0, @var{sigma} = 1. 
+## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  Quantile function of the Cauchy distribution
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Quantile function of the Cauchy distribution
 
 function inv = cauchy_inv (x, location, scale)
 
-  if !(nargin == 1 || nargin == 3)
-    usage ("cauchy_inv (x [, lambda, sigma])");
+  if (! (nargin == 1 || nargin == 3))
+    usage ("cauchy_inv (x, lambda, sigma)");
   endif
 
   if (nargin == 1)
@@ -36,8 +38,7 @@
 
   [retval, x, location, scale] = common_size (x, location, scale);
   if (retval > 0)
-    error (["cauchy_inv:  ", ...
-            "x, lambda and sigma must be of common size or scalar"]);
+    error ("cauchy_inv: x, lambda and sigma must be of common size or scalar");
   endif
 
   [r, c] = size (x);
@@ -52,17 +53,17 @@
        (scale > 0) & (scale < Inf));
 
   k = find ((x == 0) & ok);
-  if any (k)
+  if (any (k))
     inv(k) = -Inf * ones (1, length (k));
   endif
 
   k = find ((x > 0) & (x < 1) & ok);
-  if any (k)
+  if (any (k))
     inv(k) = location(k) - scale(k) .* cot (pi * x(k));
   endif
 
   k = find ((x == 1) & ok);
-  if any (k)
+  if (any (k))
     inv(k) = Inf * ones (1, length (k));
   endif
 

--- a/scripts/statistics/distributions/cauchy_pdf.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/distributions/cauchy_pdf.m	Wed Jan 19 06:59:23 2000 +0000
@@ -14,19 +14,21 @@
 ## along with this file.  If not, write to the Free Software Foundation,
 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
 
-## usage:  cauchy_pdf (x [, lambda, sigma])
-##
-## For each element of x, compute the probability density function (PDF)
-## at x of the Cauchy distribution with location parameter lambda and
-## scale parameter sigma > 0. Default values are lambda = 0, sigma = 1.
+## -*- texinfo -*-
+## @deftypefn {Function File} {} cauchy_pdf (@var{x}, @var{lambda}, @var{sigma})
+## For each element of @var{x}, compute the probability density function
+## (PDF) at @var{x} of the Cauchy distribution with location parameter
+## @var{lambda} and scale parameter @var{sigma} > 0.  Default values are
+## @var{lambda} = 0, @var{sigma} = 1. 
+## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  PDF of the Cauchy distribution
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: PDF of the Cauchy distribution
 
 function pdf = cauchy_pdf (x, location, scale)
 
-  if !(nargin == 1 || nargin == 3)
-    usage ("cauchy_pdf (x [, lambda, sigma])");
+  if (! (nargin == 1 || nargin == 3))
+    usage ("cauchy_pdf (x, lambda, sigma)");
   endif
 
   if (nargin == 1)
@@ -36,8 +38,7 @@
 
   [retval, x, location, scale] = common_size (x, location, scale);
   if (retval > 0)
-    error (["cauchy_pdf:  ", ...
-            "x, lambda and sigma must be of common size or scalar"]);
+    error ("cauchy_pdf: x, lambda and sigma must be of common size or scalar");
   endif
 
   [r, c] = size (x);
@@ -50,9 +51,9 @@
 
   k = find ((x > -Inf) & (x < Inf) & (location > -Inf) &
             (location < Inf) & (scale > 0) & (scale < Inf));
-  if any (k)
-    pdf(k) = (1 ./ (1 + ((x(k) - location(k)) ./ scale(k)) .^ 2)) ...
-             / pi ./ scale(k);
+  if (any (k))
+    pdf(k) = ((1 ./ (1 + ((x(k) - location(k)) ./ scale(k)) .^ 2))
+	      / pi ./ scale(k));
   endif
 
   pdf = reshape (pdf, r, c);

--- a/scripts/statistics/distributions/cauchy_rnd.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/distributions/cauchy_rnd.m	Wed Jan 19 06:59:23 2000 +0000
@@ -14,43 +14,41 @@
 ## along with this file.  If not, write to the Free Software Foundation,
 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
 
-## usage:  cauchy_rnd (lambda, sigma [, r, c])
-##
-## cauchy_rnd (lambda, sigma) returns a matrix of random samples from
-## the Cauchy distribution with parameters lambda and sigma.  The size
-## of the matrix is the common size of the parameters.
+## -*- 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}.
 ##
-## cauchy_rnd (lambda, sigma, r, c) returns an r by c matrix of random
-## samples from the Cauchy distribution with parameters lambda and sigma
-## which must both be scalar or of size r by 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
+## 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 ( !(is_scalar (r) && (r > 0) && (r == round (r))) )
-      error ("cauchy_rnd:  r must be a positive integer");
+    if (! (is_scalar (r) && (r > 0) && (r == round (r))) )
+      error ("cauchy_rnd: r must be a positive integer");
     endif
-    if ( !(is_scalar (c) && (c > 0) && (c == round (c))) )
-      error ("cauchy_rnd:  c must be a positive integer");
+    if (! (is_scalar (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 (strcat("cauchy_rnd:  ",
-                    "lambda and sigma must be scalar or of size",
-                    sprintf ("%d by %d.", r, c)));
+      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"]);
+      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])");
+    usage ("cauchy_rnd (lambda, sigma, r, c)");
   endif
 
   s = r * c;

--- a/scripts/statistics/distributions/chisquare_cdf.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/distributions/chisquare_cdf.m	Wed Jan 19 06:59:23 2000 +0000
@@ -14,13 +14,15 @@
 ## along with this file.  If not, write to the Free Software Foundation,
 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
 
-## usage:  chisquare_cdf (x, n)
-##
-## For each element of x, compute the cumulative distribution function
-## (CDF) at x of the chisquare distribution with n degrees of freedom.
+## -*- texinfo -*-
+## @deftypefn {Function File} {} chisquare_cdf (@var{x}, @var{n})
+## For each element of @var{x}, compute the cumulative distribution
+## function (CDF) at @var{x} of the chisquare distribution with @var{n}
+## degrees of freedom.
+## @end deftypefn
 
-## Author:  TT <Teresa.Twaroch@ci.tuwien.ac.at>
-## Description:  CDF of the chi-square distribution
+## Author: TT <Teresa.Twaroch@ci.tuwien.ac.at>
+## Description: CDF of the chi-square distribution
 
 function cdf = chisquare_cdf (x, n)
 
@@ -30,17 +32,15 @@
 
   [retval, x, n] = common_size (x, n);
   if (retval > 0)
-    error (["chisquare_cdf:  ", ...
-            "x and n must be of common size or scalar"]);
+    error ("chisquare_cdf: x and n must be of common size or scalar");
   endif
 
   cdf = gamma_cdf (x, n / 2, 1 / 2);
 
   ## should we really only allow for positive integer n?
   k = find (n != round (n));
-  if any (k)
-    fprintf (stderr, ...
-             "WARNING:  n should be positive integer\n");
+  if (any (k))
+    warning ("chisquare_cdf: n should be positive integer");
     [r, c] = size (x);
     cdf = reshape (cdf, 1, r * c);
     cdf(k) = NaN * ones (1, length (k));

--- a/scripts/statistics/distributions/chisquare_inv.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/distributions/chisquare_inv.m	Wed Jan 19 06:59:23 2000 +0000
@@ -14,13 +14,15 @@
 ## along with this file.  If not, write to the Free Software Foundation,
 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
 
-## usage:  chisquare_inv (x, n)
-##
-## For each element of x, compute the quantile (the inverse of the CDF)
-## at x of the chisquare distribution with n degrees of freedom.
+## -*- texinfo -*-
+## @deftypefn {Function File} {} chisquare_inv (@var{x}, @var{n})
+## For each element of @var{x}, compute the quantile (the inverse of the
+## CDF) at @var{x} of the chisquare distribution with @var{n} degrees of
+## freedom.
+## @end deftypefn
 
-## Author:  TT <Teresa.Twaroch@ci.tuwien.ac.at>
-## Description:  Quantile function of the chi-square distribution
+## Author: TT <Teresa.Twaroch@ci.tuwien.ac.at>
+## Description: Quantile function of the chi-square distribution
 
 function inv = chisquare_inv (x, n)
 
@@ -30,16 +32,15 @@
 
   [retval, x, n] = common_size (x, n);
   if (retval > 0)
-    error ("chisquare_inv:  x and n must be of common size or scalar");
+    error ("chisquare_inv: x and n must be of common size or scalar");
   endif
 
   inv = gamma_inv (x, n / 2, 1 / 2);
 
   ## Allow only for (positive) integer n.
   k = find (n != round (n));
-  if any (k)
-    fprintf (stderr, ...
-             "WARNING:  n should be positive integer\n");
+  if (any (k))
+    warning ("chisquare_inv: n should be positive integer");
     [r, c] = size (x);
     inv = reshape (inv, 1, r * c);
     inv(k) = NaN * ones (1, length (k));

--- a/scripts/statistics/distributions/chisquare_pdf.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/distributions/chisquare_pdf.m	Wed Jan 19 06:59:23 2000 +0000
@@ -14,13 +14,15 @@
 ## along with this file.  If not, write to the Free Software Foundation,
 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
 
-## usage:  chisquare_pdf (x, n)
-##
-## For each element of x, compute the probability density function (PDF)
-## at x of the chisquare distribution with k degrees of freedom.
+## -*- texinfo -*-
+## @deftypefn {Function File} {} chisquare_pdf (@var{x}, @var{n})
+## For each element of @var{x}, compute the probability density function
+## (PDF) at @var{x} of the chisquare distribution with @var{k} degrees
+## of freedom.
+## @end deftypefn
 
-## Author:  TT <Teresa.Twaroch@ci.tuwien.ac.at>
-## Description:  PDF of the chi-sqaure distribution
+## Author: TT <Teresa.Twaroch@ci.tuwien.ac.at>
+## Description: PDF of the chi-sqaure distribution
 
 function pdf = chisquare_pdf (x, n)
 
@@ -30,17 +32,15 @@
 
   [retval, x, n] = common_size (x, n);
   if (retval > 0)
-    error (["chisquare_pdf:  ", ...
-            "x and n must be of common size or scalar"]);
+    error ("chisquare_pdf: x and n must be of common size or scalar");
   endif
 
   pdf = gamma_pdf (x, n / 2, 1 / 2);
 
   ## should we really only allow for positive integer n?
   k = find (n != round (n));
-  if any (k)
-    fprintf (stderr, ...
-             "WARNING:  n should be positive integer\n");
+  if (any (k))
+    warning ("chisquare_pdf: n should be positive integer");
     [r, c] = size (x);
     pdf = reshape (pdf, 1, r * c);
     pdf(k) = NaN * ones (1, length (k));

--- a/scripts/statistics/distributions/chisquare_rnd.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/distributions/chisquare_rnd.m	Wed Jan 19 06:59:23 2000 +0000
@@ -14,36 +14,34 @@
 ## along with this file.  If not, write to the Free Software Foundation,
 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
 
-## usage:  chisquare_rnd (n [, r, c])
-##
-## chisquare_rnd (n) returns a matrix of random samples from the
-## chisquare distribution with n degrees of freedom.  The size of the
-## matrix is the size of n.
+## -*- texinfo -*-
+## @deftypefn {Function File} {} chisquare_rnd (@var{n}, @var{r}, @var{c})
+## Return an @var{r} by @var{c} matrix of random samples from the
+## chisquare distribution with @var{n} degrees of freedom.  @var{n} must
+## be a scalar or of size @var{r} by @var{c}.
 ##
-## chisquare_rnd (n, r, c) returns an r by c matrix of random samples
-## from the chisquare distribution with n degrees of freedom.  n must be
-## a scalar or of size r by c.
+## If @var{r} and @var{c} are omitted, the size of the result matrix is
+## the size of @var{n}.
+## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  Random deviates from the chi-square distribution
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Random deviates from the chi-square distribution
 
 function rnd = chisquare_rnd (n, r, c)
 
   if (nargin == 3)
-    if ( !(is_scalar (r) && (r > 0) && (r == round (r))) )
-      error ("chisquare_rnd:  r must be a positive integer");
+    if (! (is_scalar (r) && (r > 0) && (r == round (r))) )
+      error ("chisquare_rnd: r must be a positive integer");
     endif
-    if ( !(is_scalar (c) && (c > 0) && (c == round (c))) )
-      error ("chisquare_rnd:  c must be a positive integer");
+    if (! (is_scalar (c) && (c > 0) && (c == round (c))) )
+      error ("chisquare_rnd: c must be a positive integer");
     endif
     [retval, n] = common_size (n, zeros (r, c));
     if (retval > 0)
-      error (strcat("chisquare_rnd:  ",
-                    "n must be scalar or of size ",
-                    sprintf ("%d by %d", r, c)));
+      error ("chisquare_rnd: n must be scalar or of size %d by %d", r, c);
     endif
   elseif (nargin != 1)
-    usage ("chisquare_rnd (n [, r, c])");
+    usage ("chisquare_rnd (n, r, c)");
   endif
 
   [r, c] = size (n);

--- a/scripts/statistics/distributions/discrete_cdf.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/distributions/discrete_cdf.m	Wed Jan 19 06:59:23 2000 +0000
@@ -14,46 +14,47 @@
 ## along with this file.  If not, write to the Free Software Foundation,
 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
 
-## usage:  discrete_cdf (X, V, P)
-##
-## For each element of X, compute the cumulative distribution function
-## (CDF) at X of a univariate discrete distribution which assumes the
-## values in V with probabilities P.
+## -*- texinfo -*-
+## @deftypefn {Function File} {} discrete_cdf (@var{x}, @var{v}, @var{p})
+## For each element of @var{x}, compute the cumulative distribution
+## function (CDF) at @var{x} of a univariate discrete distribution which
+## assumes the values in v with probabilities @var{p}.
+## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  CDF of a discrete distribution
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: CDF of a discrete distribution
 
-function cdf = discrete_cdf (X, V, P)
+function cdf = discrete_cdf (x, v, p)
 
   if (nargin != 3)
-    usage ("discrete_cdf (X, V, P)");
+    usage ("discrete_cdf (x, v, p)");
   endif
 
-  [r, c] = size (X);
+  [r, c] = size (x);
 
-  if (! is_vector (V))
-    error ("discrete_cdf: V must be a vector");
-  elseif (! is_vector (P) || (length (P) != length (V)))
-    error ("discrete_cdf: P must be a vector with length (V) elements");
-  elseif (! (all (P >= 0) && any (P)))
-    error ("discrete_cdf: P must be a nonzero, nonnegative vector");
+  if (! is_vector (v))
+    error ("discrete_cdf: v must be a vector");
+  elseif (! is_vector (p) || (length (p) != length (v)))
+    error ("discrete_cdf: p must be a vector with length (v) elements");
+  elseif (! (all (p >= 0) && any (p)))
+    error ("discrete_cdf: p must be a nonzero, nonnegative vector");
   endif
 
   n = r * c;
-  m = length (V);
-  X = reshape (X, n, 1);
-  V = reshape (V, 1, m);
+  m = length (v);
+  x = reshape (x, n, 1);
+  v = reshape (v, 1, m);
   P = reshape (P / sum (P), m, 1);
 
   cdf = zeros (n, 1);
-  k = find (isnan (X));
-  if any (k)
+  k = find (isnan (x));
+  if (any (k))
     cdf (k) = NaN * ones (length (k), 1);
   endif
-  k = find (!isnan (X));
-  if any (k)
+  k = find (!isnan (x));
+  if (any (k))
     n = length (k);
-    cdf (k) = ((X(k) * ones (1, m)) >= (ones (n, 1) * V)) * P;
+    cdf (k) = ((x(k) * ones (1, m)) >= (ones (n, 1) * V)) * P;
   endif
 
   cdf = reshape (cdf, r, c);

--- a/scripts/statistics/distributions/discrete_inv.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/distributions/discrete_inv.m	Wed Jan 19 06:59:23 2000 +0000
@@ -14,49 +14,50 @@
 ## along with this file.  If not, write to the Free Software Foundation,
 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
 
-## usage:  discrete_inv (X, V, P)
-##
-## For each component of X, compute the quantile (the inverse of the
-## CDF) at X of the univariate distribution which assumes the values in
-## V with probabilities P.
+## -*- texinfo -*-
+## @deftypefn {Function File} {} discrete_inv (@var{x}, @var{v}, @var{p})
+## For each component of @var{x}, compute the quantile (the inverse of
+## the CDF) at @var{x} of the univariate distribution which assumes the
+## values in @var{v} with probabilities @var{p}.
+## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  Quantile function of a discrete distribution
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Quantile function of a discrete distribution
 
-function inv = discrete_inv (X, V, P)
+function inv = discrete_inv (x, v, p)
 
   if (nargin != 3)
-    usage ("discrete_inv (X, V, P)");
+    usage ("discrete_inv (x, v, p)");
   endif
 
-  [r, c] = size (X);
+  [r, c] = size (x);
 
-  if (! is_vector (V))
-    error ("discrete_inv:  V must be a vector");
-  elseif (! is_vector (P) || (length (P) != length (V)))
-    error ("discrete_inv:  P must be a vector with length (V) elements");
-  elseif (! (all (P >= 0) && any (P)))
-    error ("discrete_inv:  P must be a nonzero, nonnegative vector");
+  if (! is_vector (v))
+    error ("discrete_inv: v must be a vector");
+  elseif (! is_vector (p) || (length (p) != length (v)))
+    error ("discrete_inv: p must be a vector with length (v) elements");
+  elseif (! (all (p >= 0) && any (p)))
+    error ("discrete_inv: p must be a nonzero, nonnegative vector");
   endif
 
   n = r * c;
-  X = reshape (X, 1, n);
-  m = length (V);
-  [V, ind] = sort (V);
-  s = reshape (cumsum (P / sum (P)), m, 1);
+  x = reshape (x, 1, n);
+  m = length (v);
+  [v, ind] = sort (v);
+  s = reshape (cumsum (p / sum (p)), m, 1);
 
   inv = NaN * ones (n, 1);
-  if any (k = find (X == 0))
+  if (any (k = find (x == 0)))
     inv(k) = -Inf * ones (1, length (k));
   endif
-  if any (k = find (X == 1))
-    inv(k) = V(m) * ones (1, length (k));
+  if (any (k = find (x == 1)))
+    inv(k) = v(m) * ones (1, length (k));
   endif
-  if any (k = find ((X > 0) & (X < 1)))
+  if (any (k = find ((x > 0) & (x < 1))))
     n = length (k);
     ## --FIXME--
     ## This does not work!
-    inv(k) = V(sum ((ones (m, 1) * X(k)) > (s * ones (1, n))) + 1);
+    inv(k) = v(sum ((ones (m, 1) * x(k)) > (s * ones (1, n))) + 1);
   endif
 
   inv = reshape (inv, r, c);

--- a/scripts/statistics/distributions/discrete_pdf.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/distributions/discrete_pdf.m	Wed Jan 19 06:59:23 2000 +0000
@@ -14,46 +14,47 @@
 ## along with this file.  If not, write to the Free Software Foundation,
 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
 
-## usage:  discrete_pdf (X, V, P)
-##
-## For each element of X, compute the probability density function (PDF)
-## at X of a univariate discrete distribution which assumes the values
-## in V with probabilities P.
+## -*- texinfo -*-
+## @deftypefn {Function File} {} discrete_pdf (@var{x}, @var{v}, @var{p})
+## For each element of @var{x}, compute the probability density function
+## (pDF) at @var{x} of a univariate discrete distribution which assumes
+## the values in @var{v} with probabilities @var{p}.
+## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  PDF of a discrete distribution
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: pDF of a discrete distribution
 
-function pdf = discrete_pdf (X, V, P)
+function pdf = discrete_pdf (x, v, p)
 
   if (nargin != 3)
-    usage ("discrete_pdf (X, V, P)");
+    usage ("discrete_pdf (x, v, p)");
   endif
 
-  [r, c] = size (X);
+  [r, c] = size (x);
 
-  if (! is_vector (V))
-    error ("discrete_pdf:  V must be a vector");
-  elseif (! is_vector (P) || (length (P) != length (V)))
-    error ("discrete_pdf:  P must be a vector with length (V) elements");
-  elseif (! (all (P >= 0) && any (P)))
-    error ("discrete_pdf:  P must be a nonzero, nonnegative vector");
+  if (! is_vector (v))
+    error ("discrete_pdf: v must be a vector");
+  elseif (! is_vector (p) || (length (p) != length (v)))
+    error ("discrete_pdf: p must be a vector with length (v) elements");
+  elseif (! (all (p >= 0) && any (p)))
+    error ("discrete_pdf: p must be a nonzero, nonnegative vector");
   endif
 
   n = r * c;
-  m = length (V);
-  X = reshape (X, n, 1);
-  V = reshape (V, 1, m);
-  P = reshape (P / sum (P), m, 1);
+  m = length (v);
+  x = reshape (x, n, 1);
+  v = reshape (v, 1, m);
+  p = reshape (p / sum (p), m, 1);
 
   pdf = zeros (n, 1);
-  k = find (isnan (X));
-  if any (k)
+  k = find (isnan (x));
+  if (any (k))
     pdf (k) = NaN * ones (length (k), 1);
   endif
-  k = find (!isnan (X));
-  if any (k)
+  k = find (!isnan (x));
+  if (any (k))
     n = length (k);
-    pdf (k) = ((X(k) * ones (1, m)) == (ones (n, 1) * V)) * P;
+    pdf (k) = ((x(k) * ones (1, m)) == (ones (n, 1) * v)) * P;
   endif
 
   pdf = reshape (pdf, r, c);

--- a/scripts/statistics/distributions/discrete_rnd.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/distributions/discrete_rnd.m	Wed Jan 19 06:59:23 2000 +0000
@@ -14,39 +14,40 @@
 ## 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 row vector containing a random sample of size N from the
-## univariate distribution which assumes the values in V with
-## probabilities P.
+## -*- texinfo -*-
+## @deftypefn {Function File} {} discrete_rnd (@var{n}, @var{v}, @var{p})
+## Generate a row vector containing a random sample of size @var{n} from
+## the univariate distribution which assumes the values in @var{v} with
+## probabilities @var{p}.
 ##
-## Currently, N must be a scalar.
+## Currently, @var{n} must be a scalar.
+## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  Random deviates from a discrete distribution
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Random deviates from a discrete distribution
 
-function rnd = discrete_rnd (N, V, P)
+function rnd = discrete_rnd (n, v, p)
 
   if (nargin != 3)
-    usage ("discrete_rnd (N, V, P)");
+    usage ("discrete_rnd (n, v, p)");
   endif
 
-  if (! is_scalar (N))
-    error ("discrete_rnd:  N must be a scalar");
+  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");
+  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);
+  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))));
+  rnd = v (1 + sum ((s * ones (1, n)) <= ((ones (m, 1) * u))));
 
 endfunction

--- a/scripts/statistics/distributions/empirical_cdf.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/distributions/empirical_cdf.m	Wed Jan 19 06:59:23 2000 +0000
@@ -14,21 +14,22 @@
 ## along with this file.  If not, write to the Free Software Foundation,
 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
 
-## usage:  empirical_cdf (X, DATA)
-##
-## For each element of X, compute the cumulative distribution function
-## (CDF) at X of the empirical distribution obtained from the univariate
-## sample DATA.
+## -*- texinfo -*-
+## @deftypefn {Function File} {} empirical_cdf (@var{x}, @var{data})
+## For each element of @var{x}, compute the cumulative distribution
+## function (CDF) at @var{x} of the empirical distribution obtained from
+## the univariate sample @var{data}.
+## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  CDF of the empirical distribution
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: CDF of the empirical distribution
 
-function cdf = empirical_cdf (X, DATA)
+function cdf = empirical_cdf (x, data)
 
-  if (! is_vector (DATA))
-    error ("empirical_cdf:  DATA must be a vector");
+  if (! is_vector (data))
+    error ("empirical_cdf: data must be a vector");
   endif
 
-  cdf = discrete_cdf (X, DATA, ones (size (DATA)) / length (DATA));
+  cdf = discrete_cdf (x, data, ones (size (data)) / length (data));
 
 endfunction

--- a/scripts/statistics/distributions/empirical_inv.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/distributions/empirical_inv.m	Wed Jan 19 06:59:23 2000 +0000
@@ -14,21 +14,22 @@
 ## along with this file.  If not, write to the Free Software Foundation,
 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
 
-## usage:  empirical_inv (X, DATA)
-##
-## For each element of X, compute the quantile (the inverse of the CDF)
-## at X of the empirical distribution obtained from the univariate
-## sample DATA.
+## -*- texinfo -*-
+## @deftypefn {Function File} {} empirical_inv (@var{x}, @var{data})
+## For each element of @var{x}, compute the quantile (the inverse of the
+## CDF) at @var{x} of the empirical distribution obtained from the
+## univariate sample @var{data}.
+## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  Quantile function of the empirical distribution
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Quantile function of the empirical distribution
 
-function inv = empirical_inv (X, DATA)
+function inv = empirical_inv (x, data)
 
-  if (! is_vector (DATA))
-    error ("empirical_inv:  DATA must be a vector");
+  if (! is_vector (data))
+    error ("empirical_inv: data must be a vector");
   endif
 
-  inv = discrete_inv (X, DATA, ones (size (DATA)) / length (DATA));
+  inv = discrete_inv (x, data, ones (size (data)) / length (data));
 
 endfunction

--- a/scripts/statistics/distributions/empirical_pdf.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/distributions/empirical_pdf.m	Wed Jan 19 06:59:23 2000 +0000
@@ -14,21 +14,22 @@
 ## along with this file.  If not, write to the Free Software Foundation,
 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
 
-## usage:  empirical_pdf (X, DATA)
-##
-## For each element of X, compute the probability density function (PDF)
-## at X of the empirical distribution obtained from the univariate
-## sample DATA.
+## -*- texinfo -*-
+## @deftypefn {Function File} {} empirical_pdf (@var{x}, @var{data})
+## For each element of @var{x}, compute the probability density function
+## (PDF) at @var{x} of the empirical distribution obtained from the
+## univariate sample @var{data}.
+## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  PDF of the empirical distribution
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: PDF of the empirical distribution
 
-function pdf = empirical_pdf (X, DATA)
+function pdf = empirical_pdf (x, data)
 
-  if (! is_vector (DATA))
-    error ("empirical_pdf:  DATA must be a vector");
+  if (! is_vector (data))
+    error ("empirical_pdf: data must be a vector");
   endif
 
-  pdf = discrete_pdf (X, DATA, ones (size (DATA)) / length (DATA));
+  pdf = discrete_pdf (x, data, ones (size (data)) / length (data));
 
 endfunction

--- a/scripts/statistics/distributions/empirical_rnd.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/distributions/empirical_rnd.m	Wed Jan 19 06:59:23 2000 +0000
@@ -14,20 +14,21 @@
 ## along with this file.  If not, write to the Free Software Foundation,
 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
 
-## usage:  empirical_rnd (N, DATA)
-##
-## Generate a bootstrap sample of size N from the empirical distribution
-## obtained from the univariate sample DATA.
+## -*- texinfo -*-
+## @deftypefn {Function File} {} empirical_rnd (@var{n}, @var{data})
+## Generate a bootstrap sample of size @var{n} from the empirical
+## distribution obtained from the univariate sample @var{data}.
+## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  Bootstrap samples from the empirical distribution
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Bootstrap samples from the empirical distribution
 
-function rnd = empirical_rnd (N, DATA)
+function rnd = empirical_rnd (n, data)
 
-  if (! is_vector (DATA))
-    error ("empirical_rnd:  DATA must be a vector");
+  if (! is_vector (data))
+    error ("empirical_rnd: data must be a vector");
   endif
 
-  rnd = discrete_rnd (N, DATA, ones (size (DATA)) / length (DATA));
+  rnd = discrete_rnd (n, data, ones (size (data)) / length (data));
 
 endfunction

--- a/scripts/statistics/distributions/exponential_cdf.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/distributions/exponential_cdf.m	Wed Jan 19 06:59:23 2000 +0000
@@ -14,15 +14,17 @@
 ## along with this file.  If not, write to the Free Software Foundation,
 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
 
-## usage:  exponential_cdf (x, lambda)
-##
-## For each element of x, compute the cumulative distribution function
-## (CDF) at x of the exponential distribution with parameter lambda.
+## -*- texinfo -*-
+## @deftypefn {Function File} {} exponential_cdf (@var{x}, @var{lambda})
+## For each element of @var{x}, compute the cumulative distribution
+## function (CDF) at @var{x} of the exponential distribution with
+## parameter @var{lambda}.
 ##
 ## The arguments can be of common size or scalar.
+## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  CDF of the exponential distribution
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: CDF of the exponential distribution
 
 function cdf = exponential_cdf (x, l)
 
@@ -42,17 +44,17 @@
   cdf = zeros (1, s);
 
   k = find (isnan (x) | !(l > 0));
-  if any (k)
+  if (any (k))
     cdf(k) = NaN * ones (1, length (k));
   endif
 
   k = find ((x == Inf) & (l > 0));
-  if any (k)
+  if (any (k))
     cdf(k) = ones (1, length (k));
   endif
 
   k = find ((x > 0) & (x < Inf) & (l > 0));
-  if any (k)
+  if (any (k))
     cdf (k) = 1 - exp (- l(k) .* x(k));
   endif
 

--- a/scripts/statistics/distributions/exponential_inv.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/distributions/exponential_inv.m	Wed Jan 19 06:59:23 2000 +0000
@@ -14,13 +14,15 @@
 ## along with this file.  If not, write to the Free Software Foundation,
 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
 
-## usage:  exponential_inv (x, lambda)
-##
-## For each element of x, compute the quantile (the inverse of the CDF)
-## at x of the exponential distribution with parameter lambda.
+## -*- texinfo -*-
+## @deftypefn {Function File} {} exponential_inv (@var{x}, @var{lambda})
+## For each element of @var{x}, compute the quantile (the inverse of the
+## CDF) at @var{x} of the exponential distribution with parameter
+## @var{lambda}.
+## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  Quantile function of the exponential distribution
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Quantile function of the exponential distribution
 
 function inv = exponential_inv (x, l)
 
@@ -30,8 +32,7 @@
 
   [retval, x, l] = common_size (x, l);
   if (retval > 0)
-    error (["exponential_inv:  ", ...
-            "x and lambda must be of common size or scalar"]);
+    error ("exponential_inv: x and lambda must be of common size or scalar");
   endif
 
   [r, c] = size (x);
@@ -41,17 +42,17 @@
   inv = zeros (1, s);
 
   k = find (!(l > 0) | (x < 0) | (x > 1) | isnan (x));
-  if any (k)
+  if (any (k))
     inv(k) = NaN * ones (1, length (k));
   endif
 
   k = find ((x == 1) & (l > 0));
-  if any (k)
+  if (any (k))
     inv(k) = Inf * ones (1, length (k));
   endif
 
   k = find ((x > 0) & (x < 1) & (l > 0));
-  if any (k)
+  if (any (k))
     inv(k) = - log (1 - x(k)) ./ l(k);
   endif
 

--- a/scripts/statistics/distributions/exponential_pdf.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/distributions/exponential_pdf.m	Wed Jan 19 06:59:23 2000 +0000
@@ -14,13 +14,14 @@
 ## along with this file.  If not, write to the Free Software Foundation,
 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
 
-## usage:  exponential_pdf (x, lambda)
-##
-## For each element of x, compute the probability density function (PDF)
-## of the exponential distribution with parameter lambda.
+## -*- texinfo -*-
+## @deftypefn {Function File} {} exponential_pdf (@var{x}, @var{lambda})
+## For each element of @var{x}, compute the probability density function
+## (PDF) of the exponential distribution with parameter @var{lambda}.
+## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  PDF of the exponential distribution
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: PDF of the exponential distribution
 
 function pdf = exponential_pdf (x, l)
 
@@ -30,8 +31,7 @@
 
   [retval, x, l] = common_size (x, l);
   if (retval > 0)
-    error (["exponential_pdf:  ", ...
-            "x and lambda must be of common size or scalar"]);
+    error ("exponential_pdf: x and lambda must be of common size or scalar");
   endif
 
   [r, c] = size (x);
@@ -41,12 +41,12 @@
   pdf = zeros (1, s);
 
   k = find (!(l > 0) | isnan (x));
-  if any (k)
+  if (any (k))
     pdf(k) = NaN * ones (1, length (k));
   endif
 
   k = find ((x > 0) & (x < Inf) & (l > 0));
-  if any (k)
+  if (any (k))
     pdf(k) = l(k) .* exp (- l(k) .* x(k));
   endif
 

--- a/scripts/statistics/distributions/exponential_rnd.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/distributions/exponential_rnd.m	Wed Jan 19 06:59:23 2000 +0000
@@ -14,36 +14,35 @@
 ## along with this file.  If not, write to the Free Software Foundation,
 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
 
-## usage:  exponential_rnd (lambda [, r, c])
-##
-## exponential_rnd (lambda) returns a matrix of random samples from the
-## exponential distribution with parameter lambda.  The size of the
-## matrix is the size of lambda.
+## -*- texinfo -*-
+## @deftypefn {Function File} {} exponential_rnd (@var{lambda}, @var{r}, @var{c})
+## Return an @var{r} by @var{c} matrix of random samples from the
+## exponential distribution with parameter @var{lambda}, which must be a
+## scalar or of size @var{r} by @var{c}.
 ##
-## exponential_rnd (lambda, r, c) returns an r by c matrix of random
-## samples from the exponential distribution with parameter lambda,
-## which must be a scalar or of size r by c.
+## If @var{r} and @var{c} are omitted, the size of the result matrix is
+## the size of @var{lambda}.
+## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  Random deviates from the exponential distribution
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Random deviates from the exponential distribution
 
 function rnd = exponential_rnd (l, r, c)
 
   if (nargin == 3)
-    if ( !(is_scalar (r) && (r > 0) && (r == round (r))) )
-      error ("exponential_rnd:  r must be a positive integer");
+    if (! (is_scalar (r) && (r > 0) && (r == round (r))) )
+      error ("exponential_rnd: r must be a positive integer");
     endif
-    if ( !(is_scalar (c) && (c > 0) && (c == round (c))) )
-      error ("exponential_rnd:  c must be a positive integer");
+    if (! (is_scalar (c) && (c > 0) && (c == round (c))) )
+      error ("exponential_rnd: c must be a positive integer");
     endif
     [retval, l] = common_size (l, zeros (r, c));
     if (retval > 0)
-      error (strcat("exponential_rnd:  ",
-                    "lambda must be scalar or of size ",
-                    sprintf ("%d by %d", r, c)));
+      error ("exponential_rnd: lambda must be scalar or of size %d by %d",
+	     r, c);
     endif
   elseif (nargin != 1)
-    usage ("exponential_rnd (lambda [, r, c])");
+    usage ("exponential_rnd (lambda, r, c)");
   endif
 
   [r, c] = size (l);

--- a/scripts/statistics/distributions/f_cdf.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/distributions/f_cdf.m	Wed Jan 19 06:59:23 2000 +0000
@@ -14,13 +14,15 @@
 ## along with this file.  If not, write to the Free Software Foundation,
 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
 
-## usage:  f_cdf (x, m, n)
-##
-## For each element of x, compute the CDF at x of the F distribution
-## with m and n degrees of freedom, i.e., PROB( F(m,n) <= x ).
+## -*- texinfo -*-
+## @deftypefn {Function File} {} f_cdf (@var{x}, @var{m}, @var{n})
+## For each element of @var{x}, compute the CDF at @var{x} of the F
+## distribution with @var{m} and @var{n} degrees of freedom, i.e.,
+## PROB (F (@var{m}, @var{n}) <= @var{x}). 
+## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  CDF of the F distribution
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: CDF of the F distribution
 
 function cdf = f_cdf (x, m, n)
 
@@ -30,7 +32,7 @@
 
   [retval, x, m, n] = common_size (x, m, n);
   if (retval > 0)
-    error ("f_cdf:  x, m and n must be of common size or scalar");
+    error ("f_cdf: x, m and n must be of common size or scalar");
   endif
 
   [r, c] = size (x);
@@ -41,26 +43,24 @@
   cdf = zeros (1, s);
 
   k = find (!(m > 0) | !(n > 0) | isnan (x));
-  if any (k)
+  if (any (k))
     cdf(k) = NaN * ones (1, length (k));
   endif
 
   k = find ((x == Inf) & (m > 0) & (n > 0));
-  if any (k)
+  if (any (k))
     cdf(k) = ones (1, length (k));
   endif
 
   k = find ((x > 0) & (x < Inf) & (m > 0) & (n > 0));
-  if any (k)
-    cdf(k) = 1 - betai (n(k) / 2, m(k) / 2, ...
-        1 ./ (1 + m(k) .* x(k) ./ n(k)));
+  if (any (k))
+    cdf(k) = 1 - betai (n(k) / 2, m(k) / 2, 1 ./ (1 + m(k) .* x(k) ./ n(k)));
   endif
 
   ## should we really only allow for positive integer m, n?
   k = find ((m != round (m)) | (n != round (n)));
-  if any (k)
-    fprintf (stderr, ...
-             "WARNING:  m and n should be positive integers\n");
+  if (any (k))
+    warning ("f_cdf: m and n should be positive integers");
     cdf(k) = NaN * ones (1, length (k));
   endif
 

--- a/scripts/statistics/distributions/f_inv.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/distributions/f_inv.m	Wed Jan 19 06:59:23 2000 +0000
@@ -14,13 +14,15 @@
 ## along with this file.  If not, write to the Free Software Foundation,
 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
 
-## usage:  f_inv (x, m, n)
-##
-## For each component of x, compute the quantile (the inverse of the
-## CDF) at x of the F distribution with parameters m and n.
+## -*- texinfo -*-
+## @deftypefn {Function File} {} f_inv (@var{x}, @var{m}, @var{n})
+## For each component of @var{x}, compute the quantile (the inverse of
+## the CDF) at @var{x} of the F distribution with parameters @var{m} and
+## @var{n}.
+## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  Quantile function of the F distribution
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Quantile function of the F distribution
 
 function inv = f_inv (x, m, n)
 
@@ -30,7 +32,7 @@
 
   [retval, x, m, n] = common_size (x, m, n);
   if (retval > 0)
-    error ("f_inv:  x, m and n must be of common size or scalar");
+    error ("f_inv: x, m and n must be of common size or scalar");
   endif
 
   [r, c] = size (x);
@@ -41,26 +43,25 @@
   inv = zeros (1, s);
 
   k = find ((x < 0) | (x > 1) | isnan (x) | !(m > 0) | !(n > 0));
-  if any (k)
+  if (any (k))
     inv(k) = NaN * ones (1, length (k));
   endif
 
   k = find ((x == 1) & (m > 0) & (n > 0));
-  if any (k)
+  if (any (k))
     inv(k) = Inf * ones (1, length (k));
   endif
 
   k = find ((x > 0) & (x < 1) & (m > 0) & (n > 0));
-  if any (k)
-    inv(k) = (1 ./ beta_inv (1 - x(k), n(k) / 2, m(k) / 2) - 1) ...
-        .* n(k) ./ m(k);
+  if (any (k))
+    inv(k) = ((1 ./ beta_inv (1 - x(k), n(k) / 2, m(k) / 2) - 1)
+	      .* n(k) ./ m(k));
   endif
 
   ## should we really only allow for positive integer m, n?
   k = find ((m != round (m)) | (n != round (n)));
-  if any (k)
-    fprintf (stderr, ...
-             "WARNING:  m and n should be positive integers\n");
+  if (any (k))
+    warning ("f_inv: m and n should be positive integers");
     inv(k) = NaN * ones (1, length (k));
   endif
 

--- a/scripts/statistics/distributions/f_pdf.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/distributions/f_pdf.m	Wed Jan 19 06:59:23 2000 +0000
@@ -14,13 +14,15 @@
 ## along with this file.  If not, write to the Free Software Foundation,
 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
 
-## usage:  f_pdf (x, m, n)
-##
-## For each element of x, compute the probability density function (PDF)
-## at x of the F distribution with m and n degrees of freedom.
+## -*- texinfo -*-
+## @deftypefn {Function File} {} f_pdf (@var{x}, @var{m}, @var{n})
+## For each element of @var{x}, compute the probability density function
+## (PDF) at @var{x} of the F distribution with @var{m} and @var{n}
+## degrees of freedom.
+## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  PDF of the F distribution
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: PDF of the F distribution
 
 function pdf = f_pdf (x, m, n)
 
@@ -30,7 +32,7 @@
 
   [retval, x, m, n] = common_size (x, m, n);
   if (retval > 0)
-    error ("f_pdf:  x, m and n must be of common size or scalar");
+    error ("f_pdf: x, m and n must be of common size or scalar");
   endif
 
   [r, c] = size (x);
@@ -41,23 +43,22 @@
   pdf = zeros (1, s);
 
   k = find (isnan (x) | !(m > 0) | !(n > 0));
-  if any (k)
+  if (any (k))
     pdf(k) = NaN * ones (1, length (k));
   endif
 
   k = find ((x > 0) & (x < Inf) & (m > 0) & (n > 0));
-  if any (k)
+  if (any (k))
     tmp = m(k) .* x(k) ./ n(k);
-    pdf(k) = exp ((m(k) / 2 - 1) .* log (tmp) ...
-        - ((m(k) + n(k)) / 2) .* log (1 + tmp)) ...
-        .* (m(k) ./ n(k)) ./ beta (m(k) / 2, n(k) / 2);
+    pdf(k) = (exp ((m(k) / 2 - 1) .* log (tmp)
+		   - ((m(k) + n(k)) / 2) .* log (1 + tmp))
+	      .* (m(k) ./ n(k)) ./ beta (m(k) / 2, n(k) / 2));
   endif
 
   ## should we really only allow for positive integer m, n?
   k = find ((m != round (m)) | (n != round (n)));
-  if any (k)
-    fprintf (stderr, ...
-             "WARNING:  m and n should be positive integers\n");
+  if (any (k))
+    warning ("f_pdf: m and n should be positive integers");
     pdf(k) = NaN * ones (1, length (k));
   endif
 

--- a/scripts/statistics/distributions/f_rnd.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/distributions/f_rnd.m	Wed Jan 19 06:59:23 2000 +0000
@@ -14,41 +14,39 @@
 ## along with this file.  If not, write to the Free Software Foundation,
 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
 
-## usage:  f_rnd (m, n [, r, c])
-##
-## f_rnd (m, n) returns a matrix of random samples from the F
-## distribution with m and n degrees of freedom.  The size of the matrix
-## is the common size of m and n.
+## -*- texinfo -*-
+## @deftypefn {Function File} {} f_rnd (@var{m}, @var{n}, @var{r}, @var{c})
+## Return an @var{r} by @var{c} matrix of random samples from the F
+## distribution with @var{m} and @var{n} degrees of freedom.  Both
+## @var{m} and @var{n} must be scalar or of size @var{r} by @var{c}.
 ##
-## f_rnd (m, n, r, c) returns an r by c matrix of random samples from
-## the F distribution with m and n degrees of freedom.  Both m and n
-## must be scalar or of size r by c.
+## If @var{r} and @var{c} are omitted, the size of the result matrix is
+## the common size of @var{m} and @var{n}.
+## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  Random deviates from the F distribution
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Random deviates from the F distribution
 
 function rnd = f_rnd (m, n, r, c)
 
   if (nargin == 4)
-    if ( !(is_scalar (r) && (r > 0) && (r == round (r))) )
-      error ("f_rnd:  r must be a positive integer");
+    if (! (is_scalar (r) && (r > 0) && (r == round (r))) )
+      error ("f_rnd: r must be a positive integer");
     endif
-    if ( !(is_scalar (c) && (c > 0) && (c == round (c))) )
-      error ("f_rnd:  c must be a positive integer");
+    if (! (is_scalar (c) && (c > 0) && (c == round (c))) )
+      error ("f_rnd: c must be a positive integer");
     endif
     [retval, m, n] = common_size (m, n, zeros (r, c));
     if (retval > 0)
-      error (strcat("f_rnd:  ",
-                    "m and n must be scalar or of size ",
-                    sprintf ("%d by %d", r, c)));
+      error ("f_rnd: m and n must be scalar or of size %d by %d", r, c);
     endif
   elseif (nargin == 2)
     [retval, m, n] = common_size (m, n);
     if (retval > 0)
-      error ("f_rnd:  m and n must be of common size or scalar");
+      error ("f_rnd: m and n must be of common size or scalar");
     endif
   else
-    usage ("f_rnd (m, n [, r, c])");
+    usage ("f_rnd (m, n, r, c)");
   endif
 
   [r, c] = size (m);

--- a/scripts/statistics/distributions/gamma_cdf.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/distributions/gamma_cdf.m	Wed Jan 19 06:59:23 2000 +0000
@@ -14,13 +14,15 @@
 ## along with this file.  If not, write to the Free Software Foundation,
 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
 
-## usage:  gamma_cdf (x, a, b)
-##
-## For each element of x, compute the cumulative distribution function
-## (CDF) at x of the Gamma distribution with parameters a and b.
+## -*- texinfo -*-
+## @deftypefn {Function File} {} gamma_cdf (@var{x}, @var{a}, @var{b})
+## For each element of @var{x}, compute the cumulative distribution
+## function (CDF) at @var{x} of the Gamma distribution with parameters
+## @var{a} and @var{b}.
+## @end deftypefn
 
-## Author:  TT <Teresa.Twaroch@ci.tuwien.ac.at>
-## Description:  CDF of the Gamma distribution
+## Author: TT <Teresa.Twaroch@ci.tuwien.ac.at>
+## Description: CDF of the Gamma distribution
 
 function cdf = gamma_cdf (x, a, b)
 
@@ -30,7 +32,7 @@
 
   [retval, x, a, b] = common_size (x, a, b);
   if (retval > 0)
-    error ("gamma_cdf:  x, a and b must be of common size or scalars");
+    error ("gamma_cdf: x, a and b must be of common size or scalars");
   endif
 
   [r, c] = size (x);
@@ -41,12 +43,12 @@
   cdf = zeros (s, 1);
 
   k = find (!(a > 0) | !(b > 0) | isnan (x));
-  if any (k)
+  if (any (k))
     cdf (k) = NaN * ones (length (k), 1);
   endif
 
   k = find ((x > 0) & (a > 0) & (b > 0));
-  if any (k)
+  if (any (k))
     cdf (k) = gammai (a(k), b(k) .* x(k));
   endif
 

--- a/scripts/statistics/distributions/gamma_inv.m	Tue Jan 18 19:57:13 2000 +0000
+++ b/scripts/statistics/distributions/gamma_inv.m	Wed Jan 19 06:59:23 2000 +0000
@@ -14,13 +14,15 @@
 ## along with this file.  If not, write to the Free Software Foundation,
 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
 
-## usage:  gamma_inv (x, a, b)
-##
-## For each component of x, compute the quantile (the inverse of the
-## CDF) at x of the Gamma distribution with parameters a and b.
+## -*- texinfo -*-
+## @deftypefn {Function File} {} gamma_inv (@var{x}, @var{a}, @var{b})
+## For each component of @var{x}, compute the quantile (the inverse of
+## the CDF) at @var{x} of the Gamma distribution with parameters @var{a}
+## and @var{b}. 
+## @end deftypefn
 
-## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description:  Quantile function of the Gamma distribution
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Quantile function of the Gamma distribution
 
 function inv = gamma_inv (x, a, b)
 
@@ -30,7 +32,7 @@
 
   [retval, x, a, b] = common_size (x, a, b);
   if (retval > 0)
-    error ("gamma_inv:  x, a and b must be of common size or scalars");
+    error ("gamma_inv: x, a and b must be of common size or scalars");
   endif
 
   [r, c] = size (x);
@@ -41,23 +43,23 @@
   inv = zeros (s, 1);
 
   k = find ((x < 0) | (x > 1) | isnan (x) | !(a > 0) | !(b > 0));
-  if any (k)
+  if (any (k))
     inv (k) = NaN * ones (length (k), 1);
   endif
 
   k = find ((x == 1) & (a > 0) & (b > 0));
-  if any (k)
+  if (any (k))
     inv (k) = Inf * ones (length (k), 1);
   endif
 
   k = find ((x > 0) & (x < 1) & (a > 0) & (b > 0));
-  if any (k)
+  if (any (k))
     a = a (k);
     b = b (k);
     x = x (k);
     y = a ./ b;
     l = find (x < eps);
-    if any (l)
+    if (any (l))
       y(l) = sqrt (eps) * ones (length (l), 1);
     endif