changeset 5411:bee21f388110

[project @ 2005-07-13 17:53:44 by jwe]
author jwe
date Wed, 13 Jul 2005 17:53:49 +0000
parents 56e066f5efc1
children 48b81cd789f2
files scripts/deprecated/beta_cdf.m scripts/deprecated/beta_inv.m scripts/deprecated/beta_pdf.m scripts/deprecated/beta_rnd.m scripts/deprecated/binomial_cdf.m scripts/deprecated/binomial_inv.m scripts/deprecated/binomial_pdf.m scripts/deprecated/binomial_rnd.m scripts/deprecated/chisquare_cdf.m scripts/deprecated/chisquare_inv.m scripts/deprecated/chisquare_pdf.m scripts/deprecated/chisquare_rnd.m scripts/deprecated/exponential_cdf.m scripts/deprecated/exponential_inv.m scripts/deprecated/exponential_pdf.m scripts/deprecated/exponential_rnd.m scripts/deprecated/f_cdf.m scripts/deprecated/f_inv.m scripts/deprecated/f_pdf.m scripts/deprecated/f_rnd.m scripts/deprecated/gamma_cdf.m scripts/deprecated/gamma_inv.m scripts/deprecated/gamma_pdf.m scripts/deprecated/gamma_rnd.m scripts/deprecated/geometric_cdf.m scripts/deprecated/geometric_inv.m scripts/deprecated/geometric_pdf.m scripts/deprecated/geometric_rnd.m scripts/deprecated/hypergeometric_cdf.m scripts/deprecated/hypergeometric_inv.m scripts/deprecated/hypergeometric_pdf.m scripts/deprecated/hypergeometric_rnd.m scripts/deprecated/lognormal_cdf.m scripts/deprecated/lognormal_inv.m scripts/deprecated/lognormal_pdf.m scripts/deprecated/lognormal_rnd.m scripts/deprecated/normal_cdf.m scripts/deprecated/normal_inv.m scripts/deprecated/normal_pdf.m scripts/deprecated/normal_rnd.m scripts/deprecated/poisson_cdf.m scripts/deprecated/poisson_inv.m scripts/deprecated/poisson_pdf.m scripts/deprecated/poisson_rnd.m scripts/deprecated/t_cdf.m scripts/deprecated/t_inv.m scripts/deprecated/t_pdf.m scripts/deprecated/t_rnd.m scripts/deprecated/uniform_cdf.m scripts/deprecated/uniform_inv.m scripts/deprecated/uniform_pdf.m scripts/deprecated/uniform_rnd.m scripts/deprecated/weibull_cdf.m scripts/deprecated/weibull_inv.m scripts/deprecated/weibull_pdf.m scripts/deprecated/wiener_rnd.m scripts/statistics/distributions/beta_cdf.m scripts/statistics/distributions/beta_inv.m scripts/statistics/distributions/beta_pdf.m scripts/statistics/distributions/beta_rnd.m scripts/statistics/distributions/betacdf.m scripts/statistics/distributions/betainv.m scripts/statistics/distributions/betapdf.m scripts/statistics/distributions/betarnd.m scripts/statistics/distributions/binocdf.m scripts/statistics/distributions/binoinv.m scripts/statistics/distributions/binomial_cdf.m scripts/statistics/distributions/binomial_inv.m scripts/statistics/distributions/binomial_pdf.m scripts/statistics/distributions/binomial_rnd.m scripts/statistics/distributions/binopdf.m scripts/statistics/distributions/binornd.m scripts/statistics/distributions/chi2cdf.m scripts/statistics/distributions/chi2inv.m scripts/statistics/distributions/chi2rnd.m scripts/statistics/distributions/chisquare_cdf.m scripts/statistics/distributions/chisquare_inv.m scripts/statistics/distributions/chisquare_pdf.m scripts/statistics/distributions/chisquare_rnd.m scripts/statistics/distributions/expcdf.m scripts/statistics/distributions/expinv.m scripts/statistics/distributions/exponential_cdf.m scripts/statistics/distributions/exponential_inv.m scripts/statistics/distributions/exponential_pdf.m scripts/statistics/distributions/exponential_rnd.m scripts/statistics/distributions/exppdf.m scripts/statistics/distributions/exprnd.m scripts/statistics/distributions/f_cdf.m scripts/statistics/distributions/f_inv.m scripts/statistics/distributions/f_pdf.m scripts/statistics/distributions/f_rnd.m scripts/statistics/distributions/fcdf.m scripts/statistics/distributions/finv.m scripts/statistics/distributions/fpdf.m scripts/statistics/distributions/frnd.m scripts/statistics/distributions/gamcdf.m scripts/statistics/distributions/gaminv.m scripts/statistics/distributions/gamma_cdf.m scripts/statistics/distributions/gamma_inv.m scripts/statistics/distributions/gamma_pdf.m scripts/statistics/distributions/gamma_rnd.m scripts/statistics/distributions/gampdf.m scripts/statistics/distributions/gamrnd.m scripts/statistics/distributions/geocdf.m scripts/statistics/distributions/geoinv.m scripts/statistics/distributions/geometric_cdf.m scripts/statistics/distributions/geometric_inv.m scripts/statistics/distributions/geometric_pdf.m scripts/statistics/distributions/geometric_rnd.m scripts/statistics/distributions/geopdf.m scripts/statistics/distributions/geornd.m scripts/statistics/distributions/hygecdf.m scripts/statistics/distributions/hygeinv.m scripts/statistics/distributions/hygepdf.m scripts/statistics/distributions/hygernd.m scripts/statistics/distributions/hypergeometric_cdf.m scripts/statistics/distributions/hypergeometric_inv.m scripts/statistics/distributions/hypergeometric_pdf.m scripts/statistics/distributions/hypergeometric_rnd.m scripts/statistics/distributions/logncdf.m scripts/statistics/distributions/logninv.m scripts/statistics/distributions/lognormal_cdf.m scripts/statistics/distributions/lognormal_inv.m scripts/statistics/distributions/lognormal_pdf.m scripts/statistics/distributions/lognormal_rnd.m scripts/statistics/distributions/lognpdf.m scripts/statistics/distributions/lognrnd.m scripts/statistics/distributions/normal_cdf.m scripts/statistics/distributions/normal_inv.m scripts/statistics/distributions/normal_pdf.m scripts/statistics/distributions/normal_rnd.m scripts/statistics/distributions/normcdf.m scripts/statistics/distributions/norminv.m scripts/statistics/distributions/normpdf.m scripts/statistics/distributions/normrnd.m scripts/statistics/distributions/poisscdf.m scripts/statistics/distributions/poissinv.m scripts/statistics/distributions/poisson_cdf.m scripts/statistics/distributions/poisson_inv.m scripts/statistics/distributions/poisson_pdf.m scripts/statistics/distributions/poisson_rnd.m scripts/statistics/distributions/poisspdf.m scripts/statistics/distributions/poissrnd.m scripts/statistics/distributions/t_cdf.m scripts/statistics/distributions/t_inv.m scripts/statistics/distributions/t_pdf.m scripts/statistics/distributions/t_rnd.m scripts/statistics/distributions/tcdf.m scripts/statistics/distributions/tinv.m scripts/statistics/distributions/tpdf.m scripts/statistics/distributions/trnd.m scripts/statistics/distributions/unifcdf.m scripts/statistics/distributions/unifinv.m scripts/statistics/distributions/uniform_cdf.m scripts/statistics/distributions/uniform_inv.m scripts/statistics/distributions/uniform_pdf.m scripts/statistics/distributions/uniform_rnd.m scripts/statistics/distributions/unifpdf.m scripts/statistics/distributions/unifrnd.m scripts/statistics/distributions/weibcdf.m scripts/statistics/distributions/weibinv.m scripts/statistics/distributions/weibpdf.m scripts/statistics/distributions/weibull_cdf.m scripts/statistics/distributions/weibull_inv.m scripts/statistics/distributions/weibull_pdf.m scripts/statistics/distributions/wiener_rnd.m scripts/statistics/distributions/wienrnd.m
diffstat 167 files changed, 2335 insertions(+), 4472 deletions(-) [+]
line wrap: on
line diff
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/beta_cdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,34 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- 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
+
+function cdf = beta_cdf (varargin)
+
+ cdf =  betacdf (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/beta_inv.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,34 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- 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
+
+function inv = beta_inv (varargin)
+
+ inv =  betainv (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/beta_pdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,33 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- 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
+
+function pdf = beta_pdf (varargin)
+
+ pdf =  betapdf (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/beta_rnd.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,39 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} beta_rnd (@var{a}, @var{b}, @var{r}, @var{c})
+## @deftypefnx {Function File} {} beta_rnd (@var{a}, @var{b}, @var{sz})
+## Return an @var{r} by @var{c} or @code{size (@var{sz})} 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}.
+##
+## 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
+
+function rnd = beta_rnd (varargin)
+
+ rnd =  betarnd (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/binomial_cdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,33 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- 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
+
+function cdf = binomial_cdf (varargin)
+
+ cdf =  binocdf (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/binomial_inv.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,33 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- 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
+
+function inv = binomial_inv (varargin)
+
+ inv =  binoinv (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/binomial_pdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,34 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- 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
+
+function pdf = binomial_pdf (varargin)
+
+ pdf =  binopdf (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/binomial_rnd.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,39 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} binomial_rnd (@var{n}, @var{p}, @var{r}, @var{c})
+## @deftypefnx {Function File} {} binomial_rnd (@var{n}, @var{p}, @var{sz})
+## Return an @var{r} by @var{c}  or a @code{size (@var{sz})} 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}.
+##
+## 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
+
+function rnd = binomial_rnd (varargin)
+
+ rnd =  binornd (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/chisquare_cdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,34 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- 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
+
+function cdf = chisquare_cdf (varargin)
+
+ cdf =  chi2cdf (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/chisquare_inv.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,34 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- 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
+
+function inv = chisquare_inv (varargin)
+
+ inv =  chi2inv (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/chisquare_pdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,34 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- 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
+
+function pdf = chisquare_pdf (varargin)
+
+ pdf =  chi2pdf (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/chisquare_rnd.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,38 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} chisquare_rnd (@var{n}, @var{r}, @var{c})
+## @deftypefnx {Function File} {} chisquare_rnd (@var{n}, @var{sz})
+## Return an @var{r} by @var{c}  or a @code{size (@var{sz})} 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}.
+##
+## 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
+
+function rnd = chisquare_rnd (varargin)
+
+ rnd =  chi2rnd (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/exponential_cdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,36 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- 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
+
+function cdf = exponential_cdf (varargin)
+
+ cdf =  expcdf (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/exponential_inv.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,34 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- 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
+
+function inv = exponential_inv (varargin)
+
+ inv =  expinv (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/exponential_pdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,33 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- 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
+
+function pdf = exponential_pdf (varargin)
+
+ pdf =  exppdf (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/exponential_rnd.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,39 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} exponential_rnd (@var{lambda}, @var{r}, @var{c})
+## @deftypefnx {Function File} {} exponential_rnd (@var{lambda}, @var{sz})
+## 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}. Or if @var{sz} is a vector, 
+## create a matrix of size @var{sz}.
+##
+## 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
+
+function rnd = exponential_rnd (varargin)
+
+ rnd =  exprnd (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/f_cdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,34 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- 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
+
+function cdf = f_cdf (varargin)
+
+ cdf =  fcdf (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/f_inv.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,34 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- 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
+
+function inv = f_inv (varargin)
+
+ inv =  finv (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/f_pdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,34 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- 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
+
+function pdf = f_pdf (varargin)
+
+ pdf =  fpdf (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/f_rnd.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,40 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} f_rnd (@var{m}, @var{n}, @var{r}, @var{c})
+## @deftypefnx {Function File} {} f_rnd (@var{m}, @var{n}, @var{sz})
+## 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}.
+## If @var{sz} is a vector the random samples are in a matrix of 
+## size @var{sz}.
+##
+## 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
+
+function rnd = f_rnd (varargin)
+
+ rnd =  frnd (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/gamma_cdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,34 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- 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
+
+function cdf = gamma_cdf (varargin)
+
+ cdf =  gamcdf (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/gamma_inv.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,34 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- 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
+
+function inv = gamma_inv (varargin)
+
+ inv =  gaminv (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/gamma_pdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,34 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} gamma_pdf (@var{x}, @var{a}, @var{b})
+## For each element of @var{x}, return the probability density function
+## (PDF) 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: PDF of the Gamma distribution
+
+function pdf = gamma_pdf (varargin)
+
+ pdf =  gampdf (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/gamma_rnd.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,39 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} gamma_rnd (@var{a}, @var{b}, @var{r}, @var{c})
+## @deftypefnx {Function File} {} gamma_rnd (@var{a}, @var{b}, @var{sz})
+## Return an @var{r} by @var{c} or a @code{size (@var{sz})} matrix of 
+## random samples from the Gamma 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}.
+##
+## 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 Gamma distribution
+
+function rnd = gamma_rnd (varargin)
+
+ rnd =  gamrnd (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/geometric_cdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,33 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} geometric_cdf (@var{x}, @var{p})
+## For each element of @var{x}, compute the CDF at @var{x} of the
+## geometric distribution with parameter @var{p}.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: CDF of the geometric distribution
+
+function cdf = geometric_cdf (varargin)
+
+ cdf =  geocdf (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/geometric_inv.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,33 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} geometric_inv (@var{x}, @var{p})
+## For each element of @var{x}, compute the quantile at @var{x} of the
+## geometric distribution with parameter @var{p}.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Quantile function of the geometric distribution
+
+function inv = geometric_inv (varargin)
+
+ inv =  geoinv (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/geometric_pdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,33 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} geometric_pdf (@var{x}, @var{p})
+## For each element of @var{x}, compute the probability density function
+## (PDF) at @var{x} of the geometric distribution with parameter @var{p}.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: PDF of the geometric distribution
+
+function pdf = geometric_pdf (varargin)
+
+ pdf =  geopdf (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/geometric_rnd.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,39 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} geometric_rnd (@var{p}, @var{r}, @var{c})
+## @deftypefnx {Function File} {} geometric_rnd (@var{p}, @var{sz})
+## Return an @var{r} by @var{c} matrix of random samples from the
+## geometric distribution with parameter @var{p}, which must be a scalar
+## or of size @var{r} by @var{c}.
+##
+## If @var{r} and @var{c} are given create a matrix with @var{r} rows and
+## @var{c} columns. Or if @var{sz} is a vector, create a matrix of size
+## @var{sz}.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Random deviates from the geometric distribution
+
+function rnd = geometric_rnd (varargin)
+
+ rnd =  geornd (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/hypergeometric_cdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,42 @@
+## Copyright (C) 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} hypergeometric_cdf (@var{x}, @var{m}, @var{t}, @var{n})
+## Compute the cumulative distribution function (CDF) at @var{x} of the
+## hypergeometric distribution with parameters @var{m}, @var{t}, and
+## @var{n}.  This is the probability of obtaining not more than @var{x}
+## marked items when randomly drawing a sample of size @var{n} without
+## replacement from a population of total size @var{t} containing
+## @var{m} marked items.
+##
+## The parameters @var{m}, @var{t}, and @var{n} must positive integers
+## with @var{m} and @var{n} not greater than @var{t}.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: CDF of the hypergeometric distribution
+
+function cdf = hypergeometric_cdf (varargin)
+
+ cdf =  hygecdf (varargin{:});
+
+endfunction
+
+
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/hypergeometric_inv.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,37 @@
+## Copyright (C) 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} hypergeometric_inv (@var{x}, @var{m}, @var{t}, @var{n})
+## For each element of @var{x}, compute the quantile at @var{x} of the
+## hypergeometric distribution with parameters @var{m}, @var{t}, and
+## @var{n}.
+##
+## The parameters @var{m}, @var{t}, and @var{n} must positive integers
+## with @var{m} and @var{n} not greater than @var{t}.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Random deviates from the hypergeometric distribution
+
+function inv = hypergeometric_inv (varargin)
+
+ inv =  hygeinv (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/hypergeometric_pdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,38 @@
+## Copyright (C) 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} hypergeometric_pdf (@var{x}, @var{m}, @var{t}, @var{n})
+## Compute the probability density function (PDF) at @var{x} of the
+## hypergeometric distribution with parameters @var{m}, @var{t}, and
+## @var{n}. This is the probability of obtaining @var{x} marked items
+## when randomly drawing a sample of size @var{n} without replacement
+## from a population of total size @var{t} containing @var{m} marked items.
+##
+## The arguments must be of common size or scalar.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: PDF of the hypergeometric distribution
+
+function pdf = hypergeometric_pdf (varargin)
+
+ pdf =  hygepdf (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/hypergeometric_rnd.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,41 @@
+## Copyright (C) 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} hypergeometric_rnd (@var{n_size}, @var{m}, @var{t}, @var{n})
+## @deftypefnx {Function File} {} hypergeometric_rnd (@var{m}, @var{t}, @var{n}, @var{r}, @var{c})
+## @deftypefnx {Function File} {} hypergeometric_rnd (@var{m}, @var{t}, @var{n}, @var{sz})
+## Generate a row vector containing a random sample of size @var{n_size}
+## from the hypergeometric distribution with parameters @var{m}, @var{t},
+## and @var{n}.
+##
+## If  @var{r} and @var{c} are given create a matrix with @var{r} rows and
+## @var{c} columns. Or if @var{sz} is a vector, create a matrix of size
+## @var{sz}.
+##
+## The parameters @var{m}, @var{t}, and @var{n} must positive integers
+## with @var{m} and @var{n} not greater than @var{t}.
+## @end deftypefn
+
+## function rnd = hypergeometric_rnd (N, m, t, n)
+function rnd = hypergeometric_rnd (varargin)
+
+  rnd = hygernd (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/lognormal_cdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,38 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} lognormal_cdf (@var{x}, @var{a}, @var{v})
+## For each element of @var{x}, compute the cumulative distribution
+## function (CDF) at @var{x} of the lognormal distribution with
+## parameters @var{a} and @var{v}.  If a random variable follows this
+## distribution, its logarithm is normally distributed with mean
+## @code{log (@var{a})} and variance @var{v}.
+##
+## Default values are @var{a} = 1, @var{v} = 1.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: CDF of the log normal distribution
+
+function cdf = lognormal_cdf (varargin)
+
+ cdf =  logncdf (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/lognormal_inv.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,38 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} lognormal_inv (@var{x}, @var{a}, @var{v})
+## For each element of @var{x}, compute the quantile (the inverse of the
+## CDF) at @var{x} of the lognormal distribution with parameters @var{a}
+## and @var{v}.  If a random variable follows this distribution, its
+## logarithm is normally distributed with mean @code{log (@var{a})} and
+## variance @var{v}.
+##
+## Default values are @var{a} = 1, @var{v} = 1.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Quantile function of the log normal distribution
+
+function inv = lognormal_inv (varargin)
+
+ inv =  logninv (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/lognormal_pdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,38 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} lognormal_pdf (@var{x}, @var{a}, @var{v})
+## For each element of @var{x}, compute the probability density function
+## (PDF) at @var{x} of the lognormal distribution with parameters
+## @var{a} and @var{v}.  If a random variable follows this distribution,
+## its logarithm is normally distributed with mean @code{log (@var{a})}
+## and variance @var{v}.
+##
+## Default values are @var{a} = 1, @var{v} = 1.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: PDF of the log normal distribution
+
+function pdf = lognormal_pdf (varargin)
+
+ pdf =  lognpdf (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/lognormal_rnd.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,39 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} lognormal_rnd (@var{a}, @var{v}, @var{r}, @var{c})
+## @deftypefnx {Function File} {} lognormal_rnd (@var{a}, @var{v}, @var{sz})
+## Return an @var{r} by @var{c} matrix of random samples from the
+## lognormal distribution with parameters @var{a} and @var{v}. Both
+## @var{a} and @var{v} must be scalar or of size @var{r} by @var{c}.
+## Or if @var{sz} is a vector, create a matrix of size @var{sz}.
+##
+## If @var{r} and @var{c} are omitted, the size of the result matrix is
+## the common size of @var{a} and @var{v}.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Random deviates from the log normal distribution
+
+function rnd = lognormal_rnd (varargin)
+
+ rnd =  lognrnd (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/normal_cdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,36 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} normal_cdf (@var{x}, @var{m}, @var{v})
+## For each element of @var{x}, compute the cumulative distribution
+## function (CDF) at @var{x} of the normal distribution with mean
+## @var{m} and variance @var{v}.
+##
+## Default values are @var{m} = 0, @var{v} = 1.
+## @end deftypefn
+
+## Author: TT <Teresa.Twaroch@ci.tuwien.ac.at>
+## Description: CDF of the normal distribution
+
+function cdf = normal_cdf (varargin)
+
+ cdf =  normcdf (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/normal_inv.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,36 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} normal_inv (@var{x}, @var{m}, @var{v})
+## For each element of @var{x}, compute the quantile (the inverse of the
+## CDF) at @var{x} of the normal distribution with mean @var{m} and
+## variance @var{v}.
+##
+## Default values are @var{m} = 0, @var{v} = 1.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Quantile function of the normal distribution
+
+function inv = normal_inv (varargin)
+
+ inv =  norminv (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/normal_pdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,36 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} normal_pdf (@var{x}, @var{m}, @var{v})
+## For each element of @var{x}, compute the probability density function
+## (PDF) at @var{x} of the normal distribution with mean @var{m} and
+## variance @var{v}.
+##
+## Default values are @var{m} = 0, @var{v} = 1.
+## @end deftypefn
+
+## Author: TT <Teresa.Twaroch@ci.tuwien.ac.at>
+## Description: PDF of the normal distribution
+
+function pdf = normal_pdf (varargin)
+
+ pdf =  normpdf (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/normal_rnd.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,39 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} normal_rnd (@var{m}, @var{v}, @var{r}, @var{c})
+## @deftypefnx {Function File} {} normal_rnd (@var{m}, @var{v}, @var{sz})
+## Return an @var{r} by @var{c}  or @code{size (@var{sz})} matrix of
+## random samples from the normal distribution with parameters @var{m} 
+## and @var{v}.  Both @var{m} and @var{v} must be scalar or of size 
+## @var{r} by @var{c}.
+##
+## If @var{r} and @var{c} are omitted, the size of the result matrix is
+## the common size of @var{m} and @var{v}.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Random deviates from the normal distribution
+
+function rnd = normal_rnd (varargin)
+
+ rnd =  normrnd (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/poisson_cdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,34 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} poisson_cdf (@var{x}, @var{lambda})
+## For each element of @var{x}, compute the cumulative distribution
+## function (CDF) at @var{x} of the Poisson distribution with parameter
+## lambda.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: CDF of the Poisson distribution
+
+function cdf = poisson_cdf (varargin)
+
+ cdf =  poisscdf (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/poisson_inv.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,34 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} poisson_inv (@var{x}, @var{lambda})
+## For each component of @var{x}, compute the quantile (the inverse of
+## the CDF) at @var{x} of the Poisson distribution with parameter
+## @var{lambda}.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Quantile function of the Poisson distribution
+
+function inv = poisson_inv (varargin)
+
+ inv =  poissinv (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/poisson_pdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,33 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} poisson_pdf (@var{x}, @var{lambda})
+## For each element of @var{x}, compute the probability density function
+## (PDF) at @var{x} of the poisson distribution with parameter @var{lambda}.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: PDF of the Poisson distribution
+
+function pdf = poisson_pdf (varargin)
+
+ pdf =  poisspdf (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/poisson_rnd.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,37 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} poisson_rnd (@var{lambda}, @var{r}, @var{c})
+## Return an @var{r} by @var{c} matrix of random samples from the
+## Poisson distribution with parameter @var{lambda}, which must be a 
+## scalar or of size @var{r} by @var{c}.
+##
+## If @var{r} and @var{c} are omitted, the size of the result matrix is
+## the size of @var{lambda}.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Random deviates from the Poisson distribution
+
+function rnd = poisson_rnd (varargin)
+
+ rnd =  poissrnd (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/t_cdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,34 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} t_cdf (@var{x}, @var{n})
+## For each element of @var{x}, compute the CDF at @var{x} of the
+## t (Student) distribution with @var{n} degrees of freedom, i.e.,
+## PROB (t(@var{n}) <= @var{x}).
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: CDF of the t distribution
+
+function cdf = t_cdf (varargin)
+
+ cdf =  tcdf (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/t_inv.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,38 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} t_inv (@var{x}, @var{n})
+## For each component of @var{x}, compute the quantile (the inverse of
+## the CDF) at @var{x} of the t (Student) distribution with parameter
+## @var{n}.
+## @end deftypefn
+
+## For very large n, the "correct" formula does not really work well,
+## and the quantiles of the standard normal distribution are used
+## directly.
+
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Quantile function of the t distribution
+
+function inv = t_inv (varargin)
+
+ inv =  tinv (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/t_pdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,34 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} t_pdf (@var{x}, @var{n})
+## For each element of @var{x}, compute the probability density function
+## (PDF) at @var{x} of the @var{t} (Student) distribution with @var{n}
+## degrees of freedom. 
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: PDF of the t distribution
+
+function pdf = t_pdf (varargin)
+
+ pdf =  tpdf (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/t_rnd.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,39 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} t_rnd (@var{n}, @var{r}, @var{c})
+## @deftypefnx {Function File} {} t_rnd (@var{n}, @var{sz})
+## Return an @var{r} by @var{c} matrix of random samples from the t
+## (Student) distribution with @var{n} degrees of freedom.  @var{n} must
+## be a scalar or of size @var{r} by @var{c}. Or if @var{sz} is a
+## vector create a matrix of size @var{sz}.
+##
+## 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 t distribution
+
+function rnd = t_rnd (varargin)
+
+ rnd =  t_rnd (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/uniform_cdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,35 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} uniform_cdf (@var{x}, @var{a}, @var{b})
+## Return the CDF at @var{x} of the uniform distribution on [@var{a},
+## @var{b}], i.e., PROB (uniform (@var{a}, @var{b}) <= x).
+##
+## Default values are @var{a} = 0, @var{b} = 1.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: CDF of the uniform distribution
+
+function cdf = uniform_cdf (varargin)
+
+ cdf =  unifcdf (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/uniform_inv.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,35 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} uniform_inv (@var{x}, @var{a}, @var{b})
+## For each element of @var{x}, compute the quantile (the inverse of the
+## CDF) at @var{x} of the uniform distribution on [@var{a}, @var{b}].
+##
+## Default values are @var{a} = 0, @var{b} = 1.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Quantile function of the uniform distribution
+
+function inv = uniform_inv (varargin)
+
+ inv =  unifinv (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/uniform_pdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,35 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} uniform_pdf (@var{x}, @var{a}, @var{b})
+## For each element of @var{x}, compute the PDF at @var{x} of the uniform
+## distribution on [@var{a}, @var{b}].
+##
+## Default values are @var{a} = 0, @var{b} = 1.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: PDF of the uniform distribution
+
+function pdf = uniform_pdf (varargin)
+
+ pdf =  unifpdf (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/uniform_rnd.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,38 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} uniform_rnd (@var{a}, @var{b}, @var{r}, @var{c})
+## @deftypefnx {Function File} {} uniform_rnd (@var{a}, @var{b}, @var{sz})
+## Return an @var{r} by @var{c} or a @code{size (@var{sz})} matrix of 
+## random samples from the uniform distribution on [@var{a}, @var{b}]. 
+## Both @var{a} and @var{b} must be scalar or of size @var{r} by @var{c}.
+##
+## If @var{r} and @var{c} are omitted, the size of the result matrix is
+## the common size of @var{a} and @var{b}.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Random deviates from the uniform distribution
+
+function rnd = uniform_rnd (varargin)
+
+ rnd =  unifrnd (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/weibull_cdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,41 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} weibull_cdf (@var{x}, @var{alpha}, @var{sigma})
+## Compute the cumulative distribution function (CDF) at @var{x} of the
+## Weibull distribution with shape parameter @var{alpha} and scale
+## parameter @var{sigma}, which is
+##
+## @example
+## 1 - exp(-(x/sigma)^alpha)
+## @end example
+##
+## @noindent
+## for @var{x} >= 0.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: CDF of the Weibull distribution
+
+function cdf = weibull_cdf (varargin)
+
+ cdf =  weibcdf (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/weibull_inv.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,34 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} weibull_inv (@var{x}, @var{lambda}, @var{alpha})
+## Compute the quantile (the inverse of the CDF) at @var{x} of the
+## Weibull distribution with shape parameter @var{alpha} and scale
+## parameter @var{sigma}.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Quantile function of the Weibull distribution
+
+function inv = weibull_inv (varargin)
+
+ inv =  weibinv (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/weibull_pdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,41 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} weibull_pdf (@var{x}, @var{alpha}, @var{sigma})
+## Compute the probability density function (PDF) at @var{x} of the
+## Weibull distribution with shape parameter @var{alpha} and scale
+## parameter @var{sigma} which is given by
+##
+## @example
+##    alpha * sigma^(-alpha) * x^(alpha-1) * exp(-(x/sigma)^alpha)
+## @end example
+##
+## @noindent
+## for @var{x} > 0.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: PDF of the Weibull distribution
+
+function pdf = weibull_pdf (varargin)
+
+ pdf =  weibpdf (varargin{:});
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/deprecated/wiener_rnd.m	Wed Jul 13 17:53:49 2005 +0000
@@ -0,0 +1,39 @@
+## Copyright (C) 1995, 1996, 1997  Friedrich Leisch
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} wiener_rnd (@var{t}, @var{d}, @var{n})
+## Return a simulated realization of the @var{d}-dimensional Wiener Process
+## on the interval [0, @var{t}].  If @var{d} is omitted, @var{d} = 1 is
+## used. The first column of the return matrix contains time, the
+## remaining columns contain the Wiener process.
+##
+## The optional parameter @var{n} gives the number of summands used for
+## simulating the process over an interval of length 1.  If @var{n} is
+## omitted, @var{n} = 1000 is used.
+## @end deftypefn
+
+## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at>
+## Description: Simulate a Wiener process
+
+function retval = wiener_rnd (varargin)
+
+ retval =  wienrnd (varargin{:});
+
+endfunction
--- a/scripts/statistics/distributions/beta_cdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,65 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- 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
-
-function cdf = beta_cdf (x, a, b)
-
-  if (nargin != 3)
-    usage ("beta_cdf (a, b, x)");
-  endif
-
-  if (!isscalar (a) || !isscalar(b))
-    [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");
-    endif
-  endif
-
-  sz = size(x);
-  cdf = zeros (sz);
-
-  k = find (!(a > 0) | !(b > 0) | isnan (x));
-  if (any (k))
-    cdf (k) = NaN;
-  endif
-
-  k = find ((x >= 1) & (a > 0) & (b > 0));
-  if (any (k))
-    cdf (k) = 1;
-  endif
-
-  k = find ((x > 0) & (x < 1) & (a > 0) & (b > 0));
-  if (any (k))
-    if (isscalar (a) && isscalar(b))
-      cdf (k) = betainc (x(k), a, b);
-    else
-      cdf (k) = betainc (x(k), a(k), b(k));
-    endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/beta_inv.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,97 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- 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
-
-function inv = beta_inv (x, a, b)
-
-  if (nargin != 3)
-    usage ("beta_inv (x, a, b)");
-  endif
-
-  if (!isscalar (a) || !isscalar(b))
-    [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");
-    endif
-  endif
-  
-  sz = size (x);
-  inv = zeros (sz);
-
-  k = find ((x < 0) | (x > 1) | !(a > 0) | !(b > 0) | isnan (x));
-  if (any (k))
-    inv (k) = NaN;
-  endif
-
-  k = find ((x == 1) & (a > 0) & (b > 0));
-  if (any (k))
-    inv (k) = 1;
-  endif
-
-  k = find ((x > 0) & (x < 1) & (a > 0) & (b > 0));
-  if (any (k))
-    if (!isscalar(a) || !isscalar(b))
-      a = a (k);
-      b = b (k);
-      y = a ./ (a + b);
-    else
-      y = a / (a + b) * ones (size (k));
-    endif
-    x = x (k);
-    l = find (y < eps);
-    if (any (l))
-      y(l) = sqrt (eps) * ones (length (l), 1);
-    endif
-    l = find (y > 1 - eps);
-    if (any (l))
-      y(l) = 1 - sqrt (eps) * ones (length (l), 1);
-    endif
-
-    y_old = y;
-    for i = 1 : 10000
-      h     = (beta_cdf (y_old, a, b) - x) ./ beta_pdf (y_old, a, b);
-      y_new = y_old - h;
-      ind   = find (y_new <= eps);
-      if (any (ind))
-        y_new (ind) = y_old (ind) / 10;
-      endif
-      ind = find (y_new >= 1 - eps);
-      if (any (ind))
-        y_new (ind) = 1 - (1 - y_old (ind)) / 10;
-      endif
-      h = y_old - y_new;
-      if (max (abs (h)) < sqrt (eps))
-        break;
-      endif
-      y_old = y_new;
-    endfor
-
-    inv (k) = y_new;
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/beta_pdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,61 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- 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
-
-function pdf = beta_pdf (x, a, b)
-
-  if (nargin != 3)
-    usage ("beta_pdf (a, b, x)");
-  endif
-  
-  if (!isscalar (a) || !isscalar(b))
-    [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");
-    endif
-  endif
-
-  sz = size (x);
-  pdf = zeros (sz);
-
-  k = find (!(a > 0) | !(b > 0) | isnan (x));
-  if (any (k))
-    pdf (k) = NaN;
-  endif
-
-  k = find ((x > 0) & (x < 1) & (a > 0) & (b > 0));
-  if (any (k))
-    if (isscalar(a) && isscalar(b))
-      pdf(k) = exp ((a - 1) .* log (x(k))
-		    + (b - 1) .* log (1 - x(k))) ./ beta (a, b);
-    else
-      pdf(k) = exp ((a(k) - 1) .* log (x(k))
-		    + (b(k) - 1) .* log (1 - x(k))) ./ beta (a(k), b(k));
-    endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/beta_rnd.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,98 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} beta_rnd (@var{a}, @var{b}, @var{r}, @var{c})
-## @deftypefnx {Function File} {} beta_rnd (@var{a}, @var{b}, @var{sz})
-## Return an @var{r} by @var{c} or @code{size (@var{sz})} 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}.
-##
-## 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
-
-function rnd = beta_rnd (a, b, r, c)
-
-  if (nargin > 1)
-    if (!isscalar(a) || !isscalar(b)) 
-      [retval, a, b] = common_size (a, b);
-      if (retval > 0)
-	error ("beta_rnd: a and b must be of common size or scalar");
-      endif
-    endif
-  endif
-
-  if (nargin == 4)
-    if (! (isscalar (r) && (r > 0) && (r == round (r))))
-      error ("beta_rnd: r must be a positive integer");
-    endif
-    if (! (isscalar (c) && (c > 0) && (c == round (c))))
-      error ("beta_rnd: c must be a positive integer");
-    endif
-    sz = [r, c];
-
-    if (any (size (a) != 1)
-	&& (length (size (a)) != length (sz) || any (size (a) != sz)))
-      error ("beta_rnd: a and b must be scalar or of size [r,c]");
-    endif
-  elseif (nargin == 3)
-    if (isscalar (r) && (r > 0))
-      sz = [r, r];
-    elseif (isvector(r) && all (r > 0))
-      sz = r(:)';
-    else
-      error ("beta_rnd: r must be a postive integer or vector");
-    endif
-
-    if (any (size (a) != 1)
-	&& (length (size (a)) != length (sz) || any (size (a) != sz)))
-      error ("beta_rnd: a and b must be scalar or of size sz");
-    endif
-  elseif (nargin == 2)
-    sz = size(a);
-  else
-    usage ("beta_rnd (a, b, r, c)");
-  endif
-
-  if (isscalar(a) && isscalar(b))
-    if (find (!(a > 0) | !(a < Inf) | !(b > 0) | !(b < Inf)))
-      rnd = NaN * ones (sz);
-    else
-      rnd = beta_inv (rand(sz), a, b);
-    endif
-  else
-    rnd = zeros (sz);
-
-    k = find (!(a > 0) | !(a < Inf) | !(b > 0) | !(b < Inf));
-    if (any (k))
-      rnd(k) = NaN * ones (size (k));
-    endif
-
-    k = find ((a > 0) & (a < Inf) & (b > 0) & (b < Inf));
-    if (any (k))
-      rnd(k) = beta_inv (rand (size (k)), a(k), b(k));
-    endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/betacdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/betacdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} beta_cdf (@var{x}, @var{a}, @var{b})
+## @deftypefn {Function File} {} betacdf (@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}).
@@ -27,16 +27,16 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: CDF of the Beta distribution
 
-function cdf = beta_cdf (x, a, b)
+function cdf = betacdf (x, a, b)
 
   if (nargin != 3)
-    usage ("beta_cdf (a, b, x)");
+    usage ("betacdf (a, b, x)");
   endif
 
   if (!isscalar (a) || !isscalar(b))
     [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 ("betacdf: x, a and b must be of common size or scalar");
     endif
   endif
 
--- a/scripts/statistics/distributions/betainv.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/betainv.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} beta_inv (@var{x}, @var{a}, @var{b})
+## @deftypefn {Function File} {} betainv (@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}.
@@ -27,16 +27,16 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: Quantile function of the Beta distribution
 
-function inv = beta_inv (x, a, b)
+function inv = betainv (x, a, b)
 
   if (nargin != 3)
-    usage ("beta_inv (x, a, b)");
+    usage ("betainv (x, a, b)");
   endif
 
   if (!isscalar (a) || !isscalar(b))
     [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 ("betainv: x, a and b must be of common size or scalars");
     endif
   endif
   
@@ -74,7 +74,7 @@
 
     y_old = y;
     for i = 1 : 10000
-      h     = (beta_cdf (y_old, a, b) - x) ./ beta_pdf (y_old, a, b);
+      h     = (betacdf (y_old, a, b) - x) ./ betapdf (y_old, a, b);
       y_new = y_old - h;
       ind   = find (y_new <= eps);
       if (any (ind))
--- a/scripts/statistics/distributions/betapdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/betapdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} beta_pdf (@var{x}, @var{a}, @var{b})
+## @deftypefn {Function File} {} betapdf (@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
@@ -26,16 +26,16 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: PDF of the Beta distribution
 
-function pdf = beta_pdf (x, a, b)
+function pdf = betapdf (x, a, b)
 
   if (nargin != 3)
-    usage ("beta_pdf (a, b, x)");
+    usage ("betapdf (a, b, x)");
   endif
   
   if (!isscalar (a) || !isscalar(b))
     [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 ("betapdf: x, a and b must be of common size or scalar");
     endif
   endif
 
--- a/scripts/statistics/distributions/betarnd.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/betarnd.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,8 +18,8 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} beta_rnd (@var{a}, @var{b}, @var{r}, @var{c})
-## @deftypefnx {Function File} {} beta_rnd (@var{a}, @var{b}, @var{sz})
+## @deftypefn {Function File} {} betarnd (@var{a}, @var{b}, @var{r}, @var{c})
+## @deftypefnx {Function File} {} betarnd (@var{a}, @var{b}, @var{sz})
 ## Return an @var{r} by @var{c} or @code{size (@var{sz})} 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}
@@ -32,29 +32,29 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: Random deviates from the Beta distribution
 
-function rnd = beta_rnd (a, b, r, c)
+function rnd = betarnd (a, b, r, c)
 
   if (nargin > 1)
     if (!isscalar(a) || !isscalar(b)) 
       [retval, a, b] = common_size (a, b);
       if (retval > 0)
-	error ("beta_rnd: a and b must be of common size or scalar");
+	error ("betarnd: a and b must be of common size or scalar");
       endif
     endif
   endif
 
   if (nargin == 4)
     if (! (isscalar (r) && (r > 0) && (r == round (r))))
-      error ("beta_rnd: r must be a positive integer");
+      error ("betarnd: r must be a positive integer");
     endif
     if (! (isscalar (c) && (c > 0) && (c == round (c))))
-      error ("beta_rnd: c must be a positive integer");
+      error ("betarnd: c must be a positive integer");
     endif
     sz = [r, c];
 
     if (any (size (a) != 1)
 	&& (length (size (a)) != length (sz) || any (size (a) != sz)))
-      error ("beta_rnd: a and b must be scalar or of size [r,c]");
+      error ("betarnd: a and b must be scalar or of size [r,c]");
     endif
   elseif (nargin == 3)
     if (isscalar (r) && (r > 0))
@@ -62,24 +62,24 @@
     elseif (isvector(r) && all (r > 0))
       sz = r(:)';
     else
-      error ("beta_rnd: r must be a postive integer or vector");
+      error ("betarnd: r must be a postive integer or vector");
     endif
 
     if (any (size (a) != 1)
 	&& (length (size (a)) != length (sz) || any (size (a) != sz)))
-      error ("beta_rnd: a and b must be scalar or of size sz");
+      error ("betarnd: a and b must be scalar or of size sz");
     endif
   elseif (nargin == 2)
     sz = size(a);
   else
-    usage ("beta_rnd (a, b, r, c)");
+    usage ("betarnd (a, b, r, c)");
   endif
 
   if (isscalar(a) && isscalar(b))
     if (find (!(a > 0) | !(a < Inf) | !(b > 0) | !(b < Inf)))
       rnd = NaN * ones (sz);
     else
-      rnd = beta_inv (rand(sz), a, b);
+      rnd = betainv (rand(sz), a, b);
     endif
   else
     rnd = zeros (sz);
@@ -91,7 +91,7 @@
 
     k = find ((a > 0) & (a < Inf) & (b > 0) & (b < Inf));
     if (any (k))
-      rnd(k) = beta_inv (rand (size (k)), a(k), b(k));
+      rnd(k) = betainv (rand (size (k)), a(k), b(k));
     endif
   endif
 
--- a/scripts/statistics/distributions/binocdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/binocdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} binomial_cdf (@var{x}, @var{n}, @var{p})
+## @deftypefn {Function File} {} binocdf (@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
@@ -26,16 +26,16 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: CDF of the binomial distribution
 
-function cdf = binomial_cdf (x, n, p)
+function cdf = binocdf (x, n, p)
 
   if (nargin != 3)
-    usage ("binomial_cdf (x, n, p)");
+    usage ("binocdf (x, n, p)");
   endif
 
   if (!isscalar (n) || !isscalar (p))
     [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 ("binocdf: x, n and p must be of common size or scalar");
     endif
   endif
 
--- a/scripts/statistics/distributions/binoinv.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/binoinv.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} binomial_inv (@var{x}, @var{n}, @var{p})
+## @deftypefn {Function File} {} binoinv (@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
@@ -26,16 +26,16 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: Quantile function of the binomial distribution
 
-function inv = binomial_inv (x, n, p)
+function inv = binoinv (x, n, p)
 
   if (nargin != 3)
-    usage ("binomial_inv (x, n, p)");
+    usage ("binoinv (x, n, p)");
   endif
 
   if (!isscalar (n) || !isscalar (p))
     [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 ("binoinv: x, n and p must be of common size or scalars");
     endif
   endif
   
@@ -52,12 +52,12 @@
 	    & (p >= 0) & (p <= 1));
   if (any (k))
     if (isscalar (n) && isscalar (p))
-      cdf = binomial_pdf (0, n, p) * ones (size(k));
+      cdf = binopdf (0, n, p) * ones (size(k));
       while (any (inv(k) < n))
 	m = find (cdf < x(k));
 	if (any (m))
           inv(k(m)) = inv(k(m)) + 1;
-          cdf(m) = cdf(m) + binomial_pdf (inv(k(m)), n, p);
+          cdf(m) = cdf(m) + binopdf (inv(k(m)), n, p);
 	else
           break;
 	endif
@@ -68,7 +68,7 @@
 	m = find (cdf < x(k));
 	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)));
+          cdf(m) = cdf(m) + binopdf (inv(k(m)), n(k(m)), p(k(m)));
 	else
           break;
 	endif
--- a/scripts/statistics/distributions/binomial_cdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,68 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- 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
-
-function cdf = binomial_cdf (x, n, p)
-
-  if (nargin != 3)
-    usage ("binomial_cdf (x, n, p)");
-  endif
-
-  if (!isscalar (n) || !isscalar (p))
-    [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");
-    endif
-  endif
-
-  sz = size (x);
-  cdf = zeros (sz);
-
-  k = find (isnan (x) | !(n >= 0) | (n != round (n))
-	    | !(p >= 0) | !(p <= 1));
-  if (any (k))
-    cdf(k) = NaN;
-  endif
-
-  k = find ((x >= n) & (n >= 0) & (n == round (n))
-	    & (p >= 0) & (p <= 1));
-  if (any (k))
-    cdf(k) = 1;
-  endif
-
-  k = find ((x >= 0) & (x < n) & (n == round (n))
-	    & (p >= 0) & (p <= 1));
-  if (any (k))
-    tmp = floor (x(k));
-    if (isscalar (n) && isscalar (p))
-      cdf(k) = 1 - betainc (p, tmp + 1, n - tmp);
-    else
-      cdf(k) = 1 - betainc (p(k), tmp + 1, n(k) - tmp);
-    endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/binomial_inv.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,79 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- 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
-
-function inv = binomial_inv (x, n, p)
-
-  if (nargin != 3)
-    usage ("binomial_inv (x, n, p)");
-  endif
-
-  if (!isscalar (n) || !isscalar (p))
-    [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");
-    endif
-  endif
-  
-  sz = size (x);
-  inv = zeros (sz);
-
-  k = find (!(x >= 0) | !(x <= 1) | !(n >= 0) | (n != round (n))
-	    | !(p >= 0) | !(p <= 1));
-  if (any (k))
-    inv(k) = NaN;
-  endif
-
-  k = find ((x >= 0) & (x <= 1) & (n >= 0) & (n == round (n))
-	    & (p >= 0) & (p <= 1));
-  if (any (k))
-    if (isscalar (n) && isscalar (p))
-      cdf = binomial_pdf (0, n, p) * ones (size(k));
-      while (any (inv(k) < n))
-	m = find (cdf < x(k));
-	if (any (m))
-          inv(k(m)) = inv(k(m)) + 1;
-          cdf(m) = cdf(m) + binomial_pdf (inv(k(m)), n, p);
-	else
-          break;
-	endif
-      endwhile
-    else 
-      cdf = binomial_pdf (0, n(k), p(k));
-      while (any (inv(k) < n(k)))
-	m = find (cdf < x(k));
-	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
-          break;
-	endif
-      endwhile
-    endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/binomial_pdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,61 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- 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
-
-function pdf = binomial_pdf (x, n, p)
-
-  if (nargin != 3)
-    usage ("binomial_pdf (x, n, p)");
-  endif
-
-  if (! isscalar (n) || ! isscalar (p))
-    [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");
-    endif
-  endif
-
-  k = ((x >= 0) & (x <= n)
-       & (x == round (x)) & (n == round (n))
-       & (p >= 0) & (p <= 1));
-
-  pdf = zeros (size (x));
-  pdf(! k) = NaN;
-  if (any (k(:)))
-    x = x(k);
-    if (! isscalar (n))
-      n = n(k);
-    endif
-    if (! isscalar (p))
-      p = p(k);
-    endif
-    z = gammaln(n+1) - gammaln(x+1) - gammaln(n-x+1) + x.*log(p) + (n-x).*log(1-p);
-    pdf(k) = exp (z);
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/binomial_rnd.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,108 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} binomial_rnd (@var{n}, @var{p}, @var{r}, @var{c})
-## @deftypefnx {Function File} {} binomial_rnd (@var{n}, @var{p}, @var{sz})
-## Return an @var{r} by @var{c}  or a @code{size (@var{sz})} 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}.
-##
-## 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
-
-function rnd = binomial_rnd (n, p, r, c)
-
-  if (nargin > 1)
-    if (!isscalar(n) || !isscalar(p)) 
-      [retval, n, p] = common_size (n, p);
-      if (retval > 0)
-	error ("binomial_rnd: n and p must be of common size or scalar");
-      endif
-    endif
-  endif
-
-  if (nargin == 4)
-    if (! (isscalar (r) && (r > 0) && (r == round (r))))
-      error ("binomial_rnd: r must be a positive integer");
-    endif
-    if (! (isscalar (c) && (c > 0) && (c == round (c))))
-      error ("binomial_rnd: c must be a positive integer");
-    endif
-    sz = [r, c];
-
-    if (any (size (n) != 1)
-	&& (length (size (n)) != length (sz) ||	any (size (n) != sz)))
-      error ("binomial_rnd: n and must be scalar or of size [r, c]");
-    endif
-  elseif (nargin == 3)
-    if (isscalar (r) && (r > 0))
-      sz = [r, r];
-    elseif (isvector(r) && all (r > 0))
-      sz = r(:)';
-    else
-      error ("binomial_rnd: r must be a postive integer or vector");
-    endif
-
-    if (any (size (n) != 1)
-	&& (length (size (n)) != length (sz) || any (size (n) != sz)))
-      error ("binomial_rnd: n and must be scalar or of size sz");
-    endif
-  elseif (nargin == 2)
-    sz = size(n);
-  else
-    usage ("binomial_rnd (n, p, r, c)");
-  endif
-
-  if (isscalar (n) && isscalar (p))
-    if (find (!(n > 0) | !(n < Inf) | !(n == round (n)) |
-              !(p >= 0) | !(p <= 1)))
-      rnd = NaN * ones (sz);
-    else
-      nel = prod (sz);
-      tmp = rand (n, nel);
-      rnd = sum(tmp < ones (n, nel) * p, 1);
-      rnd = reshape(rnd, sz);
-    endif
-  else
-    rnd = zeros (sz);
-
-    k = find (!(n > 0) | !(n < Inf) | !(n == round (n)) |
-              !(p >= 0) | !(p <= 1));
-    if (any (k))
-      rnd(k) = NaN;
-    endif
-
-    k = find ((n > 0) & (n < Inf) & (n == round (n)) & (p >= 0) & (p <= 1));
-    if (any (k))
-      N = max (n(k));
-      L = length (k);
-      tmp = rand (N, L);
-      ind = (1 : N)' * ones (1, L);
-      rnd(k) = sum ((tmp < ones (N, 1) * p(k)(:)') &
-                    (ind <= ones (N, 1) * n(k)(:)'),1);
-    endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/binopdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/binopdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} binomial_pdf (@var{x}, @var{n}, @var{p})
+## @deftypefn {Function File} {} binopdf (@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}.
@@ -27,16 +27,16 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: PDF of the binomial distribution
 
-function pdf = binomial_pdf (x, n, p)
+function pdf = binopdf (x, n, p)
 
   if (nargin != 3)
-    usage ("binomial_pdf (x, n, p)");
+    usage ("binopdf (x, n, p)");
   endif
 
   if (! isscalar (n) || ! isscalar (p))
     [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 ("binopdf: x, n and p must be of common size or scalar");
     endif
   endif
 
--- a/scripts/statistics/distributions/binornd.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/binornd.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,8 +18,8 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} binomial_rnd (@var{n}, @var{p}, @var{r}, @var{c})
-## @deftypefnx {Function File} {} binomial_rnd (@var{n}, @var{p}, @var{sz})
+## @deftypefn {Function File} {} binornd (@var{n}, @var{p}, @var{r}, @var{c})
+## @deftypefnx {Function File} {} binornd (@var{n}, @var{p}, @var{sz})
 ## Return an @var{r} by @var{c}  or a @code{size (@var{sz})} 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
@@ -32,29 +32,29 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: Random deviates from the binomial distribution
 
-function rnd = binomial_rnd (n, p, r, c)
+function rnd = binornd (n, p, r, c)
 
   if (nargin > 1)
     if (!isscalar(n) || !isscalar(p)) 
       [retval, n, p] = common_size (n, p);
       if (retval > 0)
-	error ("binomial_rnd: n and p must be of common size or scalar");
+	error ("binornd: n and p must be of common size or scalar");
       endif
     endif
   endif
 
   if (nargin == 4)
     if (! (isscalar (r) && (r > 0) && (r == round (r))))
-      error ("binomial_rnd: r must be a positive integer");
+      error ("binornd: r must be a positive integer");
     endif
     if (! (isscalar (c) && (c > 0) && (c == round (c))))
-      error ("binomial_rnd: c must be a positive integer");
+      error ("binornd: c must be a positive integer");
     endif
     sz = [r, c];
 
     if (any (size (n) != 1)
 	&& (length (size (n)) != length (sz) ||	any (size (n) != sz)))
-      error ("binomial_rnd: n and must be scalar or of size [r, c]");
+      error ("binornd: n and must be scalar or of size [r, c]");
     endif
   elseif (nargin == 3)
     if (isscalar (r) && (r > 0))
@@ -62,17 +62,17 @@
     elseif (isvector(r) && all (r > 0))
       sz = r(:)';
     else
-      error ("binomial_rnd: r must be a postive integer or vector");
+      error ("binornd: r must be a postive integer or vector");
     endif
 
     if (any (size (n) != 1)
 	&& (length (size (n)) != length (sz) || any (size (n) != sz)))
-      error ("binomial_rnd: n and must be scalar or of size sz");
+      error ("binornd: n and must be scalar or of size sz");
     endif
   elseif (nargin == 2)
     sz = size(n);
   else
-    usage ("binomial_rnd (n, p, r, c)");
+    usage ("binornd (n, p, r, c)");
   endif
 
   if (isscalar (n) && isscalar (p))
--- a/scripts/statistics/distributions/chi2cdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/chi2cdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} chisquare_cdf (@var{x}, @var{n})
+## @deftypefn {Function File} {} chi2cdf (@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.
@@ -27,19 +27,19 @@
 ## Author: TT <Teresa.Twaroch@ci.tuwien.ac.at>
 ## Description: CDF of the chi-square distribution
 
-function cdf = chisquare_cdf (x, n)
+function cdf = chi2cdf (x, n)
 
   if (nargin != 2)
-    usage ("chisquare_cdf (x, n)");
+    usage ("chi2cdf (x, n)");
   endif
 
   if (!isscalar (n))
     [retval, x, n] = common_size (x, n);
     if (retval > 0)
-      error ("chisquare_cdf: x and n must be of common size or scalar");
+      error ("chi2cdf: x and n must be of common size or scalar");
     endif
   endif
 
-  cdf = gamma_cdf (x, n / 2, 1 / 2);
+  cdf = gamcdf (x, n / 2, 1 / 2);
 
 endfunction
--- a/scripts/statistics/distributions/chi2inv.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/chi2inv.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} chisquare_inv (@var{x}, @var{n})
+## @deftypefn {Function File} {} chi2inv (@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.
@@ -27,19 +27,19 @@
 ## Author: TT <Teresa.Twaroch@ci.tuwien.ac.at>
 ## Description: Quantile function of the chi-square distribution
 
-function inv = chisquare_inv (x, n)
+function inv = chi2inv (x, n)
 
   if (nargin != 2)
-    usage ("chisquare_inv (x, n)");
+    usage ("chi2inv (x, n)");
   endif
 
   if (!isscalar (n))
     [retval, x, n] = common_size (x, n);
     if (retval > 0)
-      error ("chisquare_inv: x and n must be of common size or scalar");
+      error ("chi2inv: x and n must be of common size or scalar");
     endif
   endif
 
-  inv = gamma_inv (x, n / 2, 1 / 2);
+  inv = gaminv (x, n / 2, 1 / 2);
 
 endfunction
--- a/scripts/statistics/distributions/chi2rnd.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/chi2rnd.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,8 +18,8 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} chisquare_rnd (@var{n}, @var{r}, @var{c})
-## @deftypefnx {Function File} {} chisquare_rnd (@var{n}, @var{sz})
+## @deftypefn {Function File} {} chi2rnd (@var{n}, @var{r}, @var{c})
+## @deftypefnx {Function File} {} chi2rnd (@var{n}, @var{sz})
 ## Return an @var{r} by @var{c}  or a @code{size (@var{sz})} 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}.
@@ -31,20 +31,20 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: Random deviates from the chi-square distribution
 
-function rnd = chisquare_rnd (n, r, c)
+function rnd = chi2rnd (n, r, c)
 
   if (nargin == 3)
     if (! (isscalar (r) && (r > 0) && (r == round (r))))
-      error ("chisquare_rnd: r must be a positive integer");
+      error ("chi2rnd: r must be a positive integer");
     endif
     if (! (isscalar (c) && (c > 0) && (c == round (c))))
-      error ("chisquare_rnd: c must be a positive integer");
+      error ("chi2rnd: c must be a positive integer");
     endif
     sz = [r, c];
 
     if (any (size (n) != 1)
 	&& (length (size (n)) != length (sz) ||	any (size (n) != sz)))
-      error ("chisquare_rnd: n must be scalar or of size [r, c]");
+      error ("chi2rnd: n must be scalar or of size [r, c]");
     endif
   elseif (nargin == 2)
     if (isscalar (r) && (r > 0))
@@ -52,29 +52,29 @@
     elseif (isvector(r) && all (r > 0))
       sz = r(:)';
     else
-      error ("chisquare_rnd: r must be a postive integer or vector");
+      error ("chi2rnd: r must be a postive integer or vector");
     endif
 
     if (any (size (n) != 1)
 	&& (length (size (n)) != length (sz) || any (size (n) != sz)))
-      error ("chisquare_rnd: n must be scalar or of size sz");
+      error ("chi2rnd: n must be scalar or of size sz");
     endif
   elseif (nargin == 1)
     sz = size(n);
   else
-    usage ("chisquare_rnd (n, r, c)");
+    usage ("chi2rnd (n, r, c)");
   endif
 
   if (isscalar (n))
      if (find (!(n > 0) | !(n < Inf)))
        rnd = NaN * ones (sz);
      else
-       rnd =  chisquare_inv (rand (sz), n);
+       rnd =  chi2inv (rand (sz), n);
      endif
   else
     [retval, n, dummy] = common_size (n, ones (sz));
     if (retval > 0)
-      error ("chisquare_rnd: a and b must be of common size or scalar");
+      error ("chi2rnd: a and b must be of common size or scalar");
     endif
 
     rnd = zeros (sz);
@@ -85,7 +85,7 @@
 
     k = find ((n > 0) & (n < Inf));
     if (any (k))
-      rnd(k) = chisquare_inv (rand (size (k)), n(k));
+      rnd(k) = chi2inv (rand (size (k)), n(k));
     endif
   endif
 
--- a/scripts/statistics/distributions/chisquare_cdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,45 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- 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
-
-function cdf = chisquare_cdf (x, n)
-
-  if (nargin != 2)
-    usage ("chisquare_cdf (x, n)");
-  endif
-
-  if (!isscalar (n))
-    [retval, x, n] = common_size (x, n);
-    if (retval > 0)
-      error ("chisquare_cdf: x and n must be of common size or scalar");
-    endif
-  endif
-
-  cdf = gamma_cdf (x, n / 2, 1 / 2);
-
-endfunction
--- a/scripts/statistics/distributions/chisquare_inv.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,45 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- 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
-
-function inv = chisquare_inv (x, n)
-
-  if (nargin != 2)
-    usage ("chisquare_inv (x, n)");
-  endif
-
-  if (!isscalar (n))
-    [retval, x, n] = common_size (x, n);
-    if (retval > 0)
-      error ("chisquare_inv: x and n must be of common size or scalar");
-    endif
-  endif
-
-  inv = gamma_inv (x, n / 2, 1 / 2);
-
-endfunction
--- a/scripts/statistics/distributions/chisquare_pdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,45 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- 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
-
-function pdf = chisquare_pdf (x, n)
-
-  if (nargin != 2)
-    usage ("chisquare_pdf (x, n)");
-  endif
-
-  if (!isscalar (n))
-    [retval, x, n] = common_size (x, n);
-    if (retval > 0)
-      error ("chisquare_pdf: x and n must be of common size or scalar");
-    endif
-  endif
-
-  pdf = gamma_pdf (x, n / 2, 1 / 2);
-
-endfunction
--- a/scripts/statistics/distributions/chisquare_rnd.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,92 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} chisquare_rnd (@var{n}, @var{r}, @var{c})
-## @deftypefnx {Function File} {} chisquare_rnd (@var{n}, @var{sz})
-## Return an @var{r} by @var{c}  or a @code{size (@var{sz})} 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}.
-##
-## 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
-
-function rnd = chisquare_rnd (n, r, c)
-
-  if (nargin == 3)
-    if (! (isscalar (r) && (r > 0) && (r == round (r))))
-      error ("chisquare_rnd: r must be a positive integer");
-    endif
-    if (! (isscalar (c) && (c > 0) && (c == round (c))))
-      error ("chisquare_rnd: c must be a positive integer");
-    endif
-    sz = [r, c];
-
-    if (any (size (n) != 1)
-	&& (length (size (n)) != length (sz) ||	any (size (n) != sz)))
-      error ("chisquare_rnd: n must be scalar or of size [r, c]");
-    endif
-  elseif (nargin == 2)
-    if (isscalar (r) && (r > 0))
-      sz = [r, r];
-    elseif (isvector(r) && all (r > 0))
-      sz = r(:)';
-    else
-      error ("chisquare_rnd: r must be a postive integer or vector");
-    endif
-
-    if (any (size (n) != 1)
-	&& (length (size (n)) != length (sz) || any (size (n) != sz)))
-      error ("chisquare_rnd: n must be scalar or of size sz");
-    endif
-  elseif (nargin == 1)
-    sz = size(n);
-  else
-    usage ("chisquare_rnd (n, r, c)");
-  endif
-
-  if (isscalar (n))
-     if (find (!(n > 0) | !(n < Inf)))
-       rnd = NaN * ones (sz);
-     else
-       rnd =  chisquare_inv (rand (sz), n);
-     endif
-  else
-    [retval, n, dummy] = common_size (n, ones (sz));
-    if (retval > 0)
-      error ("chisquare_rnd: a and b must be of common size or scalar");
-    endif
-
-    rnd = zeros (sz);
-    k = find (!(n > 0) | !(n < Inf));
-    if (any (k))
-      rnd(k) = NaN;
-    endif
-
-    k = find ((n > 0) & (n < Inf));
-    if (any (k))
-      rnd(k) = chisquare_inv (rand (size (k)), n(k));
-    endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/expcdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/expcdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} exponential_cdf (@var{x}, @var{lambda})
+## @deftypefn {Function File} {} expcdf (@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}.
@@ -29,16 +29,16 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: CDF of the exponential distribution
 
-function cdf = exponential_cdf (x, l)
+function cdf = expcdf (x, l)
 
   if (nargin != 2)
-    usage ("exponential_cdf (x, lambda)");
+    usage ("expcdf (x, lambda)");
   endif
 
   if (!isscalar (x) && !isscalar(l))
     [retval, x, l] = common_size (x, l);
     if (retval > 0)
-      error ("exponential_cdf: x and lambda must be of common size or scalar");
+      error ("expcdf: x and lambda must be of common size or scalar");
     endif
   endif
 
--- a/scripts/statistics/distributions/expinv.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/expinv.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} exponential_inv (@var{x}, @var{lambda})
+## @deftypefn {Function File} {} expinv (@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}.
@@ -27,16 +27,16 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: Quantile function of the exponential distribution
 
-function inv = exponential_inv (x, l)
+function inv = expinv (x, l)
 
   if (nargin != 2)
-    usage ("exponential_inv (x, lambda)");
+    usage ("expinv (x, lambda)");
   endif
 
   if (!isscalar (x) && !isscalar(l))
     [retval, x, l] = common_size (x, l);
     if (retval > 0)
-      error ("exponential_inv: x and lambda must be of common size or scalar");
+      error ("expinv: x and lambda must be of common size or scalar");
     endif
   endif
 
@@ -70,3 +70,4 @@
   endif
 
 endfunction
+
--- a/scripts/statistics/distributions/exponential_cdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,74 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- 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
-
-function cdf = exponential_cdf (x, l)
-
-  if (nargin != 2)
-    usage ("exponential_cdf (x, lambda)");
-  endif
-
-  if (!isscalar (x) && !isscalar(l))
-    [retval, x, l] = common_size (x, l);
-    if (retval > 0)
-      error ("exponential_cdf: x and lambda must be of common size or scalar");
-    endif
-  endif
-
-  if (isscalar (x))
-    sz = size (l);
-  else
-    sz = size (x);
-  endif
-
-  cdf = zeros (sz);
-
-  k = find (isnan (x) | !(l > 0));
-  if (any (k))
-    cdf(k) = NaN;
-  endif
-
-  k = find ((x == Inf) & (l > 0));
-  if (any (k))
-    cdf(k) = 1;
-  endif
-
-  k = find ((x > 0) & (x < Inf) & (l > 0));
-  if (any (k))
-    if isscalar (l)
-      cdf (k) = 1 - exp (- l .* x(k));
-    elseif isscalar (x)
-      cdf (k) = 1 - exp (- l(k) .* x);
-    else
-      cdf (k) = 1 - exp (- l(k) .* x(k));
-    endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/exponential_inv.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,72 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- 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
-
-function inv = exponential_inv (x, l)
-
-  if (nargin != 2)
-    usage ("exponential_inv (x, lambda)");
-  endif
-
-  if (!isscalar (x) && !isscalar(l))
-    [retval, x, l] = common_size (x, l);
-    if (retval > 0)
-      error ("exponential_inv: x and lambda must be of common size or scalar");
-    endif
-  endif
-
-  if (isscalar (x))
-    sz = size (l);
-  else
-    sz = size (x);
-  endif
-
-  inv = zeros (sz);
-
-  k = find (!(l > 0) | (x < 0) | (x > 1) | isnan (x));
-  if (any (k))
-    inv(k) = NaN;
-  endif
-
-  k = find ((x == 1) & (l > 0));
-  if (any (k))
-    inv(k) = Inf;
-  endif
-
-  k = find ((x > 0) & (x < 1) & (l > 0));
-  if (any (k))
-    if isscalar (l)
-      inv(k) = - log (1 - x(k)) ./ l;
-    elseif isscalar (x)
-      inv(k) = - log (1 - x) ./ l(k);
-    else
-      inv(k) = - log (1 - x(k)) ./ l(k);
-    endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/exponential_pdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,65 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- 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
-
-function pdf = exponential_pdf (x, l)
-
-  if (nargin != 2)
-    usage ("exponential_pdf (x, lambda)");
-  endif
-
-  if (!isscalar (x) && !isscalar(l))
-    [retval, x, l] = common_size (x, l);
-    if (retval > 0)
-      error ("exponential_pdf: x and lambda must be of common size or scalar");
-    endif
-  endif
-
-  if (isscalar (x))
-    sz = size (l);
-  else
-    sz = size (x);
-  endif
-  pdf = zeros (sz);
-
-  k = find (!(l > 0) | isnan (x));
-  if (any (k))
-    pdf(k) = NaN;
-  endif
-
-  k = find ((x > 0) & (x < Inf) & (l > 0));
-  if (any (k))
-    if isscalar (l)
-      pdf(k) = l .* exp (- l .* x(k));
-    elseif isscalar (x)
-      pdf(k) = l(k) .* exp (- l(k) .* x);
-    else
-      pdf(k) = l(k) .* exp (- l(k) .* x(k));
-    endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/exponential_rnd.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,88 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} exponential_rnd (@var{lambda}, @var{r}, @var{c})
-## @deftypefnx {Function File} {} exponential_rnd (@var{lambda}, @var{sz})
-## 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}. Or if @var{sz} is a vector, 
-## create a matrix of size @var{sz}.
-##
-## 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
-
-function rnd = exponential_rnd (l, r, c)
-
-  if (nargin == 3)
-    if (! (isscalar (r) && (r > 0) && (r == round (r))))
-      error ("exponential_rnd: r must be a positive integer");
-    endif
-    if (! (isscalar (c) && (c > 0) && (c == round (c))))
-      error ("exponential_rnd: c must be a positive integer");
-    endif
-    sz = [r, c];
-
-    if (any (size (l) != 1) && 
-	((length (size (nl)) != length (sz)) || any (size (l) != sz)))
-      error ("exponential_rnd: lambda must be scalar or of size [r, c]");
-    endif
-  elseif (nargin == 2)
-    if (isscalar (r) && (r > 0))
-      sz = [r, r];
-    elseif (isvector(r) && all (r > 0))
-      sz = r(:)';
-    else
-      error ("exponential_rnd: r must be a postive integer or vector");
-    endif
-
-    if (any (size (l) != 1) && 
-	((length (size (l)) != length (sz)) || any (size (l) != sz)))
-      error ("exponential_rnd: lambda must be scalar or of size sz");
-    endif
-  elseif (nargin == 1)
-    sz = size (l);
-  else
-    usage ("exponential_rnd (lambda, r, c)");
-  endif
-
-
-  if (isscalar (l))
-    if ((l > 0) && (l < Inf))
-      rnd = - log (1 - rand (sz)) ./ l;
-    else
-      rnd = NaN * ones (sz);
-    endif
-  else
-    rnd = zeros (sz);
-    k = find (!(l > 0) | !(l < Inf));
-    if (any (k))
-      rnd(k) = NaN;
-    endif
-    k = find ((l > 0) & (l < Inf));
-    if (any (k))
-      rnd(k) = - log (1 - rand (size (k))) ./ l(k);
-    endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/exppdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/exppdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} exponential_pdf (@var{x}, @var{lambda})
+## @deftypefn {Function File} {} exppdf (@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
@@ -26,16 +26,16 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: PDF of the exponential distribution
 
-function pdf = exponential_pdf (x, l)
+function pdf = exppdf (x, l)
 
   if (nargin != 2)
-    usage ("exponential_pdf (x, lambda)");
+    usage ("exppdf (x, lambda)");
   endif
 
   if (!isscalar (x) && !isscalar(l))
     [retval, x, l] = common_size (x, l);
     if (retval > 0)
-      error ("exponential_pdf: x and lambda must be of common size or scalar");
+      error ("exppdf: x and lambda must be of common size or scalar");
     endif
   endif
 
--- a/scripts/statistics/distributions/exprnd.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/exprnd.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,8 +18,8 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} exponential_rnd (@var{lambda}, @var{r}, @var{c})
-## @deftypefnx {Function File} {} exponential_rnd (@var{lambda}, @var{sz})
+## @deftypefn {Function File} {} exprnd (@var{lambda}, @var{r}, @var{c})
+## @deftypefnx {Function File} {} exprnd (@var{lambda}, @var{sz})
 ## 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}. Or if @var{sz} is a vector, 
@@ -32,20 +32,20 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: Random deviates from the exponential distribution
 
-function rnd = exponential_rnd (l, r, c)
+function rnd = exprnd (l, r, c)
 
   if (nargin == 3)
     if (! (isscalar (r) && (r > 0) && (r == round (r))))
-      error ("exponential_rnd: r must be a positive integer");
+      error ("exprnd: r must be a positive integer");
     endif
     if (! (isscalar (c) && (c > 0) && (c == round (c))))
-      error ("exponential_rnd: c must be a positive integer");
+      error ("exprnd: c must be a positive integer");
     endif
     sz = [r, c];
 
     if (any (size (l) != 1) && 
 	((length (size (nl)) != length (sz)) || any (size (l) != sz)))
-      error ("exponential_rnd: lambda must be scalar or of size [r, c]");
+      error ("exprnd: lambda must be scalar or of size [r, c]");
     endif
   elseif (nargin == 2)
     if (isscalar (r) && (r > 0))
@@ -53,17 +53,17 @@
     elseif (isvector(r) && all (r > 0))
       sz = r(:)';
     else
-      error ("exponential_rnd: r must be a postive integer or vector");
+      error ("exprnd: r must be a postive integer or vector");
     endif
 
     if (any (size (l) != 1) && 
 	((length (size (l)) != length (sz)) || any (size (l) != sz)))
-      error ("exponential_rnd: lambda must be scalar or of size sz");
+      error ("exprnd: lambda must be scalar or of size sz");
     endif
   elseif (nargin == 1)
     sz = size (l);
   else
-    usage ("exponential_rnd (lambda, r, c)");
+    usage ("exprnd (lambda, r, c)");
   endif
 
 
--- a/scripts/statistics/distributions/f_cdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,66 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- 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
-
-function cdf = f_cdf (x, m, n)
-
-  if (nargin != 3)
-    usage ("f_cdf (x, m, n)");
-  endif
-
-  if (!isscalar (m) || !isscalar (n))
-    [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");
-    endif
-  endif
-
-  sz = size (x);
-  cdf = zeros (sz);
-
-  k = find (!(m > 0) | !(n > 0) | isnan (x));
-  if (any (k))
-    cdf(k) = NaN;
-  endif
-
-  k = find ((x == Inf) & (m > 0) & (n > 0));
-  if (any (k))
-    cdf(k) = 1;
-  endif
-
-  k = find ((x > 0) & (x < Inf) & (m > 0) & (n > 0));
-  if (any (k))
-    if (isscalar (m) && isscalar (n))
-      cdf(k) = 1 - betainc (1 ./ (1 + m .* x(k) ./ n), n / 2, m / 2);
-    else
-      cdf(k) = 1 - betainc (1 ./ (1 + m(k) .* x(k) ./ n(k)), n(k) / 2, 
-			    m(k) / 2);
-    endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/f_inv.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,66 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- 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
-
-function inv = f_inv (x, m, n)
-
-  if (nargin != 3)
-    usage ("f_inv (x, m, n)");
-  endif
-
-  if (!isscalar (m) || !isscalar (n))
-    [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");
-    endif
-  endif
-
-  sz = size (x);
-  inv = zeros (sz);
-
-  k = find ((x < 0) | (x > 1) | isnan (x) | !(m > 0) | !(n > 0));
-  if (any (k))
-    inv(k) = NaN;
-  endif
-
-  k = find ((x == 1) & (m > 0) & (n > 0));
-  if (any (k))
-    inv(k) = Inf;
-  endif
-
-  k = find ((x > 0) & (x < 1) & (m > 0) & (n > 0));
-  if (any (k))
-    if (isscalar (m) && isscalar (n))
-      inv(k) = ((1 ./ beta_inv (1 - x(k), n / 2, m / 2) - 1) .* n ./ m);
-    else
-      inv(k) = ((1 ./ beta_inv (1 - x(k), n(k) / 2, m(k) / 2) - 1)
-		.* n(k) ./ m(k));
-    endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/f_pdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,66 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- 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
-
-function pdf = f_pdf (x, m, n)
-
-  if (nargin != 3)
-    usage ("f_pdf (x, m, n)");
-  endif
-
-  if (!isscalar (m) || !isscalar (n))
-    [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");
-    endif
-  endif
-
-  sz = size (x);
-  pdf = zeros (sz);
-
-  k = find (isnan (x) | !(m > 0) | !(n > 0));
-  if (any (k))
-    pdf(k) = NaN;
-  endif
-
-  k = find ((x > 0) & (x < Inf) & (m > 0) & (n > 0));
-  if (any (k))
-    if (isscalar (m) && isscalar (n))
-      tmp = m / n * x(k);
-      pdf(k) = (exp ((m / 2 - 1) .* log (tmp)
-		     - ((m + n) / 2) .* log (1 + tmp))
-		.* (m / n) ./ beta (m / 2, n / 2));
-    else
-      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));
-    endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/f_rnd.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,103 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} f_rnd (@var{m}, @var{n}, @var{r}, @var{c})
-## @deftypefnx {Function File} {} f_rnd (@var{m}, @var{n}, @var{sz})
-## 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}.
-## If @var{sz} is a vector the random samples are in a matrix of 
-## size @var{sz}.
-##
-## 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
-
-function rnd = f_rnd (m, n, r, c)
-
-  if (nargin > 1)
-    if (!isscalar(m) || !isscalar(n)) 
-      [retval, m, n] = common_size (m, n);
-      if (retval > 0)
-	error ("f_rnd: m and n must be of common size or scalar");
-      endif
-    endif
-  endif
-
-
-  if (nargin == 4)
-    if (! (isscalar (r) && (r > 0) && (r == round (r))))
-      error ("f_rnd: r must be a positive integer");
-    endif
-    if (! (isscalar (c) && (c > 0) && (c == round (c))))
-      error ("f_rnd: c must be a positive integer");
-    endif
-    sz = [r, c];
-
-    if (any (size (m) != 1) && 
-	((length (size (m)) != length (sz)) || any (size (m) != sz)))
-      error ("f_rnd: m and n must be scalar or of size [r,c]");
-    endif
-  elseif (nargin == 3)
-    if (isscalar (r) && (r > 0))
-      sz = [r, r];
-    elseif (isvector(r) && all (r > 0))
-      sz = r(:)';
-    else
-      error ("f_rnd: r must be a postive integer or vector");
-    endif
-
-    if (any (size (m) != 1) && 
-	((length (size (m)) != length (sz)) || any (size (m) != sz)))
-      error ("f_rnd: m and n must be scalar or of size sz");
-    endif
-  elseif (nargin == 2)
-    sz = size(a);
-  else
-    usage ("f_rnd (m, n, r, c)");
-  endif
-
-
-  if (isscalar (m) && isscalar (n))
-    if ((m > 0) && (m < Inf) && (n > 0) && (n < Inf))
-      rnd =  f_inv (rand (sz), m, n);
-    else
-      rnd = NaN * ones (sz);
-    endif
-  else
-    rnd = zeros (sz);
-
-    k = find (!(m > 0) | !(m < Inf) |
-              !(n > 0) | !(n < Inf));
-    if (any (k))
-      rnd(k) = NaN;
-    endif
-
-    k = find ((m > 0) & (m < Inf) &
-              (n > 0) & (n < Inf));
-    if (any (k))
-      rnd(k) = f_inv (rand (size (k)), m(k), n(k));
-    endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/fcdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/fcdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} f_cdf (@var{x}, @var{m}, @var{n})
+## @deftypefn {Function File} {} fcdf (@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}). 
@@ -27,16 +27,16 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: CDF of the F distribution
 
-function cdf = f_cdf (x, m, n)
+function cdf = fcdf (x, m, n)
 
   if (nargin != 3)
-    usage ("f_cdf (x, m, n)");
+    usage ("fcdf (x, m, n)");
   endif
 
   if (!isscalar (m) || !isscalar (n))
     [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 ("fcdf: x, m and n must be of common size or scalar");
     endif
   endif
 
--- a/scripts/statistics/distributions/finv.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/finv.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} f_inv (@var{x}, @var{m}, @var{n})
+## @deftypefn {Function File} {} finv (@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}.
@@ -27,16 +27,16 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: Quantile function of the F distribution
 
-function inv = f_inv (x, m, n)
+function inv = finv (x, m, n)
 
   if (nargin != 3)
-    usage ("f_inv (x, m, n)");
+    usage ("finv (x, m, n)");
   endif
 
   if (!isscalar (m) || !isscalar (n))
     [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 ("finv: x, m and n must be of common size or scalar");
     endif
   endif
 
@@ -56,9 +56,9 @@
   k = find ((x > 0) & (x < 1) & (m > 0) & (n > 0));
   if (any (k))
     if (isscalar (m) && isscalar (n))
-      inv(k) = ((1 ./ beta_inv (1 - x(k), n / 2, m / 2) - 1) .* n ./ m);
+      inv(k) = ((1 ./ betainv (1 - x(k), n / 2, m / 2) - 1) .* n ./ m);
     else
-      inv(k) = ((1 ./ beta_inv (1 - x(k), n(k) / 2, m(k) / 2) - 1)
+      inv(k) = ((1 ./ betainv (1 - x(k), n(k) / 2, m(k) / 2) - 1)
 		.* n(k) ./ m(k));
     endif
   endif
--- a/scripts/statistics/distributions/fpdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/fpdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} f_pdf (@var{x}, @var{m}, @var{n})
+## @deftypefn {Function File} {} fpdf (@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.
@@ -27,16 +27,16 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: PDF of the F distribution
 
-function pdf = f_pdf (x, m, n)
+function pdf = fpdf (x, m, n)
 
   if (nargin != 3)
-    usage ("f_pdf (x, m, n)");
+    usage ("fpdf (x, m, n)");
   endif
 
   if (!isscalar (m) || !isscalar (n))
     [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 ("fpdf: x, m and n must be of common size or scalar");
     endif
   endif
 
--- a/scripts/statistics/distributions/frnd.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/frnd.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,8 +18,8 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} f_rnd (@var{m}, @var{n}, @var{r}, @var{c})
-## @deftypefnx {Function File} {} f_rnd (@var{m}, @var{n}, @var{sz})
+## @deftypefn {Function File} {} frnd (@var{m}, @var{n}, @var{r}, @var{c})
+## @deftypefnx {Function File} {} frnd (@var{m}, @var{n}, @var{sz})
 ## 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}.
@@ -33,13 +33,13 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: Random deviates from the F distribution
 
-function rnd = f_rnd (m, n, r, c)
+function rnd = frnd (m, n, r, c)
 
   if (nargin > 1)
     if (!isscalar(m) || !isscalar(n)) 
       [retval, m, n] = common_size (m, n);
       if (retval > 0)
-	error ("f_rnd: m and n must be of common size or scalar");
+	error ("frnd: m and n must be of common size or scalar");
       endif
     endif
   endif
@@ -47,16 +47,16 @@
 
   if (nargin == 4)
     if (! (isscalar (r) && (r > 0) && (r == round (r))))
-      error ("f_rnd: r must be a positive integer");
+      error ("frnd: r must be a positive integer");
     endif
     if (! (isscalar (c) && (c > 0) && (c == round (c))))
-      error ("f_rnd: c must be a positive integer");
+      error ("frnd: c must be a positive integer");
     endif
     sz = [r, c];
 
     if (any (size (m) != 1) && 
 	((length (size (m)) != length (sz)) || any (size (m) != sz)))
-      error ("f_rnd: m and n must be scalar or of size [r,c]");
+      error ("frnd: m and n must be scalar or of size [r,c]");
     endif
   elseif (nargin == 3)
     if (isscalar (r) && (r > 0))
@@ -64,17 +64,17 @@
     elseif (isvector(r) && all (r > 0))
       sz = r(:)';
     else
-      error ("f_rnd: r must be a postive integer or vector");
+      error ("frnd: r must be a postive integer or vector");
     endif
 
     if (any (size (m) != 1) && 
 	((length (size (m)) != length (sz)) || any (size (m) != sz)))
-      error ("f_rnd: m and n must be scalar or of size sz");
+      error ("frnd: m and n must be scalar or of size sz");
     endif
   elseif (nargin == 2)
     sz = size(a);
   else
-    usage ("f_rnd (m, n, r, c)");
+    usage ("frnd (m, n, r, c)");
   endif
 
 
@@ -96,7 +96,7 @@
     k = find ((m > 0) & (m < Inf) &
               (n > 0) & (n < Inf));
     if (any (k))
-      rnd(k) = f_inv (rand (size (k)), m(k), n(k));
+      rnd(k) = finv (rand (size (k)), m(k), n(k));
     endif
   endif
 
--- a/scripts/statistics/distributions/gamcdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/gamcdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} gamma_cdf (@var{x}, @var{a}, @var{b})
+## @deftypefn {Function File} {} gamcdf (@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}.
@@ -27,16 +27,16 @@
 ## Author: TT <Teresa.Twaroch@ci.tuwien.ac.at>
 ## Description: CDF of the Gamma distribution
 
-function cdf = gamma_cdf (x, a, b)
+function cdf = gamcdf (x, a, b)
 
   if (nargin != 3)
-    usage ("gamma_cdf (x, a, b)");
+    usage ("gamcdf (x, a, b)");
   endif
 
   if (!isscalar (a) || !isscalar(b))
     [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 ("gamcdf: x, a and b must be of common size or scalars");
     endif
   endif
 
--- a/scripts/statistics/distributions/gaminv.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/gaminv.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} gamma_inv (@var{x}, @var{a}, @var{b})
+## @deftypefn {Function File} {} gaminv (@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}. 
@@ -27,16 +27,16 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: Quantile function of the Gamma distribution
 
-function inv = gamma_inv (x, a, b)
+function inv = gaminv (x, a, b)
 
   if (nargin != 3)
-    usage ("gamma_inv (x, a, b)");
+    usage ("gaminv (x, a, b)");
   endif
 
   if (!isscalar (a) || !isscalar(b))
     [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 ("gaminv: x, a and b must be of common size or scalars");
     endif
   endif
 
@@ -70,7 +70,7 @@
 
     y_old = y;
     for i = 1 : 100
-      h     = (gamma_cdf (y_old, a, b) - x) ./ gamma_pdf (y_old, a, b);
+      h     = (gamcdf (y_old, a, b) - x) ./ gampdf (y_old, a, b);
       y_new = y_old - h;
       ind   = find (y_new <= eps);
       if (any (ind))
--- a/scripts/statistics/distributions/gamma_cdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,60 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- 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
-
-function cdf = gamma_cdf (x, a, b)
-
-  if (nargin != 3)
-    usage ("gamma_cdf (x, a, b)");
-  endif
-
-  if (!isscalar (a) || !isscalar(b))
-    [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");
-    endif
-  endif
-
-  sz = size (x);
-  cdf = zeros (sz);
-
-  k = find (!(a > 0) | !(b > 0) | isnan (x));
-  if (any (k))
-    cdf (k) = NaN;
-  endif
-
-  k = find ((x > 0) & (a > 0) & (b > 0));
-  if (any (k))
-    if (isscalar (a) && isscalar(b))
-      cdf (k) = gammainc (b * x(k), a);
-    else
-      cdf (k) = gammainc (b(k) .* x(k), a(k));
-    endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/gamma_inv.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,89 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- 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
-
-function inv = gamma_inv (x, a, b)
-
-  if (nargin != 3)
-    usage ("gamma_inv (x, a, b)");
-  endif
-
-  if (!isscalar (a) || !isscalar(b))
-    [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");
-    endif
-  endif
-
-  sz = size (x);
-  inv = zeros (sz);
-
-  k = find ((x < 0) | (x > 1) | isnan (x) | !(a > 0) | !(b > 0));
-  if (any (k))
-    inv (k) = NaN;
-  endif
-
-  k = find ((x == 1) & (a > 0) & (b > 0));
-  if (any (k))
-    inv (k) = Inf;
-  endif
-
-  k = find ((x > 0) & (x < 1) & (a > 0) & (b > 0));
-  if (any (k))
-    if (!isscalar(a) || !isscalar(b))
-      a = a (k);
-      b = b (k);
-      y = a ./ b;
-    else
-      y = a / b * ones (size (k));
-    endif
-    x = x (k);
-    l = find (x < eps);
-    if (any (l))
-      y(l) = sqrt (eps) * ones (length (l), 1);
-    endif
-
-    y_old = y;
-    for i = 1 : 100
-      h     = (gamma_cdf (y_old, a, b) - x) ./ gamma_pdf (y_old, a, b);
-      y_new = y_old - h;
-      ind   = find (y_new <= eps);
-      if (any (ind))
-        y_new (ind) = y_old (ind) / 10;
-        h = y_old - y_new;
-      endif
-      if (max (abs (h)) < sqrt (eps))
-        break;
-      endif
-      y_old = y_new;
-    endfor
-
-    inv (k) = y_new;
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/gamma_pdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,73 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} gamma_pdf (@var{x}, @var{a}, @var{b})
-## For each element of @var{x}, return the probability density function
-## (PDF) 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: PDF of the Gamma distribution
-
-function pdf = gamma_pdf (x, a, b)
-
-  if (nargin != 3)
-    usage ("gamma_pdf (x, a, b)");
-  endif
-
-  if (!isscalar (a) || !isscalar(b))
-    [retval, x, a, b] = common_size (x, a, b);
-    if (retval > 0)
-      error ("gamma_pdf: x, a and b must be of common size or scalars");
-    endif
-  endif
-
-  sz = size(x);
-  pdf = zeros (sz);
-
-  k = find (!(a > 0) | !(b > 0) | isnan (x));
-  if (any (k))
-    pdf (k) = NaN;
-  endif
-
-  k = find ((x > 0) & (a > 0) & (a <= 1) & (b > 0));
-  if (any (k))
-    if (isscalar(a) && isscalar(b))
-      pdf(k) = ((b .^ a) .* (x(k) .^ (a - 1))
-		.* exp(-b .* x(k)) ./ gamma (a));
-    else
-      pdf(k) = ((b(k) .^ a(k)) .* (x(k) .^ (a(k) - 1))
-		.* exp(-b(k) .* x(k)) ./ gamma (a(k)));
-    endif
-  endif
-
-  k = find ((x > 0) & (a > 1) & (b > 0));
-  if (any (k))
-    if (isscalar(a) && isscalar(b))
-      pdf(k) = exp (a .* log (b) + (a-1) .* log (x(k))
-		    - b .* x(k) - gammaln (a));
-    else
-      pdf(k) = exp (a(k) .* log (b(k)) + (a(k)-1) .* log (x(k))
-		    - b(k) .* x(k) - gammaln (a(k)));
-    endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/gamma_rnd.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,97 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} gamma_rnd (@var{a}, @var{b}, @var{r}, @var{c})
-## @deftypefnx {Function File} {} gamma_rnd (@var{a}, @var{b}, @var{sz})
-## Return an @var{r} by @var{c} or a @code{size (@var{sz})} matrix of 
-## random samples from the Gamma 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}.
-##
-## 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 Gamma distribution
-
-function rnd = gamma_rnd (a, b, r, c)
-
-  if (nargin > 1)
-    if (!isscalar(a) || !isscalar(b)) 
-      [retval, a, b] = common_size (a, b);
-      if (retval > 0)
-	error ("gamma_rnd: a and b must be of common size or scalar");
-      endif
-    endif
-  endif
-
-  if (nargin == 4)
-    if (! (isscalar (r) && (r > 0) && (r == round (r))))
-      error ("gamma_rnd: r must be a positive integer");
-    endif
-    if (! (isscalar (c) && (c > 0) && (c == round (c))))
-      error ("gamma_rnd: c must be a positive integer");
-    endif
-    sz = [r, c];
-
-    if (any (size (a) != 1)
-	&& (length (size (a)) != length (sz) || any (size (a) != sz)))
-      error ("gamma_rnd: a and b must be scalar or of size [r, c]");
-    endif
-  elseif (nargin == 3)
-    if (isscalar (r) && (r > 0))
-      sz = [r, r];
-    elseif (isvector(r) && all (r > 0))
-      sz = r(:)';
-    else
-      error ("uniform_rnd: r must be a postive integer or vector");
-    endif
-
-    if (any (size (a) != 1)
-	&& (length (size (a)) != length (sz) || any (size (a) != sz)))
-      error ("gamma_rnd: a and b must be scalar or of size sz");
-    endif
-  elseif (nargin == 2)
-    sz = size(a);
-  else
-    usage ("gamma_rnd (a, b, r, c)");
-  endif
-
-  rnd = zeros (sz);
-
-  if (isscalar (a) && isscalar(b))
-    if (find (!(a > 0) | !(a < Inf) | !(b > 0) | !(b < Inf)))
-      rnd = NaN * ones (sz);
-    else
-      rnd =  gamma_inv (rand (sz), a, b);
-    endif
-  else 
-    k = find (!(a > 0) | !(a < Inf) | !(b > 0) | !(b < Inf));
-    if (any (k))
-      rnd(k) = NaN;
-    endif
-    k = find ((a > 0) & (a < Inf) & (b > 0) & (b < Inf));
-    if (any (k))
-      rnd(k) = gamma_inv (rand (size (k)), a(k), b(k));
-    endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/gampdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/gampdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} gamma_pdf (@var{x}, @var{a}, @var{b})
+## @deftypefn {Function File} {} gampdf (@var{x}, @var{a}, @var{b})
 ## For each element of @var{x}, return the probability density function
 ## (PDF) at @var{x} of the Gamma distribution with parameters @var{a}
 ## and @var{b}.
@@ -27,16 +27,16 @@
 ## Author: TT <Teresa.Twaroch@ci.tuwien.ac.at>
 ## Description: PDF of the Gamma distribution
 
-function pdf = gamma_pdf (x, a, b)
+function pdf = gampdf (x, a, b)
 
   if (nargin != 3)
-    usage ("gamma_pdf (x, a, b)");
+    usage ("gampdf (x, a, b)");
   endif
 
   if (!isscalar (a) || !isscalar(b))
     [retval, x, a, b] = common_size (x, a, b);
     if (retval > 0)
-      error ("gamma_pdf: x, a and b must be of common size or scalars");
+      error ("gampdf: x, a and b must be of common size or scalars");
     endif
   endif
 
--- a/scripts/statistics/distributions/gamrnd.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/gamrnd.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,8 +18,8 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} gamma_rnd (@var{a}, @var{b}, @var{r}, @var{c})
-## @deftypefnx {Function File} {} gamma_rnd (@var{a}, @var{b}, @var{sz})
+## @deftypefn {Function File} {} gamrnd (@var{a}, @var{b}, @var{r}, @var{c})
+## @deftypefnx {Function File} {} gamrnd (@var{a}, @var{b}, @var{sz})
 ## Return an @var{r} by @var{c} or a @code{size (@var{sz})} matrix of 
 ## random samples from the Gamma distribution with parameters @var{a}
 ## and @var{b}.  Both @var{a} and @var{b} must be scalar or of size 
@@ -32,29 +32,29 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: Random deviates from the Gamma distribution
 
-function rnd = gamma_rnd (a, b, r, c)
+function rnd = gamrnd (a, b, r, c)
 
   if (nargin > 1)
     if (!isscalar(a) || !isscalar(b)) 
       [retval, a, b] = common_size (a, b);
       if (retval > 0)
-	error ("gamma_rnd: a and b must be of common size or scalar");
+	error ("gamrnd: a and b must be of common size or scalar");
       endif
     endif
   endif
 
   if (nargin == 4)
     if (! (isscalar (r) && (r > 0) && (r == round (r))))
-      error ("gamma_rnd: r must be a positive integer");
+      error ("gamrnd: r must be a positive integer");
     endif
     if (! (isscalar (c) && (c > 0) && (c == round (c))))
-      error ("gamma_rnd: c must be a positive integer");
+      error ("gamrnd: c must be a positive integer");
     endif
     sz = [r, c];
 
     if (any (size (a) != 1)
 	&& (length (size (a)) != length (sz) || any (size (a) != sz)))
-      error ("gamma_rnd: a and b must be scalar or of size [r, c]");
+      error ("gamrnd: a and b must be scalar or of size [r, c]");
     endif
   elseif (nargin == 3)
     if (isscalar (r) && (r > 0))
@@ -62,17 +62,17 @@
     elseif (isvector(r) && all (r > 0))
       sz = r(:)';
     else
-      error ("uniform_rnd: r must be a postive integer or vector");
+      error ("gamrnd: r must be a postive integer or vector");
     endif
 
     if (any (size (a) != 1)
 	&& (length (size (a)) != length (sz) || any (size (a) != sz)))
-      error ("gamma_rnd: a and b must be scalar or of size sz");
+      error ("gamrnd: a and b must be scalar or of size sz");
     endif
   elseif (nargin == 2)
     sz = size(a);
   else
-    usage ("gamma_rnd (a, b, r, c)");
+    usage ("gamrnd (a, b, r, c)");
   endif
 
   rnd = zeros (sz);
@@ -81,7 +81,7 @@
     if (find (!(a > 0) | !(a < Inf) | !(b > 0) | !(b < Inf)))
       rnd = NaN * ones (sz);
     else
-      rnd =  gamma_inv (rand (sz), a, b);
+      rnd =  gaminv (rand (sz), a, b);
     endif
   else 
     k = find (!(a > 0) | !(a < Inf) | !(b > 0) | !(b < Inf));
@@ -90,7 +90,7 @@
     endif
     k = find ((a > 0) & (a < Inf) & (b > 0) & (b < Inf));
     if (any (k))
-      rnd(k) = gamma_inv (rand (size (k)), a(k), b(k));
+      rnd(k) = gaminv (rand (size (k)), a(k), b(k));
     endif
   endif
 
--- a/scripts/statistics/distributions/geocdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/geocdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} geometric_cdf (@var{x}, @var{p})
+## @deftypefn {Function File} {} geocdf (@var{x}, @var{p})
 ## For each element of @var{x}, compute the CDF at @var{x} of the
 ## geometric distribution with parameter @var{p}.
 ## @end deftypefn
@@ -26,16 +26,16 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: CDF of the geometric distribution
 
-function cdf = geometric_cdf (x, p)
+function cdf = geocdf (x, p)
 
   if (nargin != 2)
-    usage ("geometric_cdf (x, p)");
+    usage ("geocdf (x, p)");
   endif
 
   if (!isscalar (x) && !isscalar (p))
     [retval, x, p] = common_size (x, p);
     if (retval > 0)
-      error ("geometric_cdf: x and p must be of common size or scalar");
+      error ("geocdf: x and p must be of common size or scalar");
     endif
   endif
 
--- a/scripts/statistics/distributions/geoinv.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/geoinv.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} geometric_inv (@var{x}, @var{p})
+## @deftypefn {Function File} {} geoinv (@var{x}, @var{p})
 ## For each element of @var{x}, compute the quantile at @var{x} of the
 ## geometric distribution with parameter @var{p}.
 ## @end deftypefn
@@ -26,16 +26,16 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: Quantile function of the geometric distribution
 
-function inv = geometric_inv (x, p)
+function inv = geoinv (x, p)
 
   if (nargin != 2)
-    usage ("geometric_inv (x, p)");
+    usage ("geoinv (x, p)");
   endif
 
   if (!isscalar (x) && !isscalar (p))
     [retval, x, p] = common_size (x, p);
     if (retval > 0)
-      error ("geometric_inv: x and p must be of common size or scalar");
+      error ("geoinv: x and p must be of common size or scalar");
     endif
   endif
 
--- a/scripts/statistics/distributions/geometric_cdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,65 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} geometric_cdf (@var{x}, @var{p})
-## For each element of @var{x}, compute the CDF at @var{x} of the
-## geometric distribution with parameter @var{p}.
-## @end deftypefn
-
-## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description: CDF of the geometric distribution
-
-function cdf = geometric_cdf (x, p)
-
-  if (nargin != 2)
-    usage ("geometric_cdf (x, p)");
-  endif
-
-  if (!isscalar (x) && !isscalar (p))
-    [retval, x, p] = common_size (x, p);
-    if (retval > 0)
-      error ("geometric_cdf: x and p must be of common size or scalar");
-    endif
-  endif
-
-  cdf = zeros (size (x));
-
-  k = find (isnan (x) | !(p >= 0) | !(p <= 1));
-  if (any (k))
-    cdf(k) = NaN;
-  endif
-
-  k = find ((x == Inf) & (p >= 0) & (p <= 1));
-  if (any (k))
-    cdf(k) = 1;
-  endif
-
-  k = find ((x >= 0) & (x < Inf) & (x == round (x)) & (p > 0) & (p <= 1));
-  if (any (k))
-    if (isscalar (x))
-      cdf(k) = 1 - ((1 - p(k)) .^ (x + 1));
-    elseif (isscalar (p))
-      cdf(k) = 1 - ((1 - p) .^ (x(k) + 1));
-    else
-      cdf(k) = 1 - ((1 - p(k)) .^ (x(k) + 1));
-    endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/geometric_inv.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,65 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} geometric_inv (@var{x}, @var{p})
-## For each element of @var{x}, compute the quantile at @var{x} of the
-## geometric distribution with parameter @var{p}.
-## @end deftypefn
-
-## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description: Quantile function of the geometric distribution
-
-function inv = geometric_inv (x, p)
-
-  if (nargin != 2)
-    usage ("geometric_inv (x, p)");
-  endif
-
-  if (!isscalar (x) && !isscalar (p))
-    [retval, x, p] = common_size (x, p);
-    if (retval > 0)
-      error ("geometric_inv: x and p must be of common size or scalar");
-    endif
-  endif
-
-  inv = zeros (size (x));
-
-  k = find (!(x >= 0) | !(x <= 1) | !(p >= 0) | !(p <= 1));
-  if (any (k))
-    inv(k) = NaN;
-  endif
-
-  k = find ((x == 1) & (p >= 0) & (p <= 1));
-  if (any (k))
-    inv(k) = Inf;
-  endif
-
-  k = find ((x > 0) & (x < 1) & (p > 0) & (p <= 1));
-  if (any (k))
-    if (isscalar (x))
-      inv(k) = max (ceil (log (1 - x) ./ log (1 - p(k))) - 1, 0);
-    elseif (isscalar (p))
-      inv(k) = max (ceil (log (1 - x(k)) / log (1 - p)) - 1, 0);
-    else
-      inv(k) = max (ceil (log (1 - x(k)) ./ log (1 - p(k))) - 1, 0);
-    endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/geometric_pdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,66 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} geometric_pdf (@var{x}, @var{p})
-## For each element of @var{x}, compute the probability density function
-## (PDF) at @var{x} of the geometric distribution with parameter @var{p}.
-## @end deftypefn
-
-## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description: PDF of the geometric distribution
-
-function pdf = geometric_pdf (x, p)
-
-  if (nargin != 2)
-    usage ("geometric_pdf (x, p)");
-  endif
-
-  if (!isscalar (x) && !isscalar (p))
-    [retval, x, p] = common_size (x, p);
-    if (retval > 0)
-      error ("geometric_pdf: x and p must be of common size or scalar");
-    endif
-  endif
-
-  pdf = zeros (size (x));
-
-  k = find (isnan (x) | !(p >= 0) | !(p <= 1));
-  if (any (k))
-    pdf(k) = NaN;
-  endif
-
-  ## Just for the fun of it ...
-  k = find ((x == Inf) & (p == 0));
-  if (any (k))
-    pdf(k) = 1;
-  endif
-
-  k = find ((x >= 0) & (x < Inf) & (x == round (x)) & (p > 0) & (p <= 1));
-  if (any (k))
-    if (isscalar (x))
-      pdf(k) = p(k) .* ((1 - p(k)) .^ x);
-    elseif (isscalar (p))
-      pdf(k) = p .* ((1 - p) .^ x(k));
-    else
-      pdf(k) = p(k) .* ((1 - p(k)) .^ x(k));
-    endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/geometric_rnd.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,99 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} geometric_rnd (@var{p}, @var{r}, @var{c})
-## @deftypefnx {Function File} {} geometric_rnd (@var{p}, @var{sz})
-## Return an @var{r} by @var{c} matrix of random samples from the
-## geometric distribution with parameter @var{p}, which must be a scalar
-## or of size @var{r} by @var{c}.
-##
-## If @var{r} and @var{c} are given create a matrix with @var{r} rows and
-## @var{c} columns. Or if @var{sz} is a vector, create a matrix of size
-## @var{sz}.
-## @end deftypefn
-
-## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description: Random deviates from the geometric distribution
-
-function rnd = geometric_rnd (p, r, c)
-
-  if (nargin == 3)
-    if (! (isscalar (r) && (r > 0) && (r == round (r))))
-      error ("geometric_rnd: r must be a positive integer");
-    endif
-    if (! (isscalar (c) && (c > 0) && (c == round (c))))
-      error ("geometric_rnd: c must be a positive integer");
-    endif
-    sz = [r, c];
-
-    if (any (size (p) != 1) && ((length (size (p)) != length (sz)) ||
-				any (size (p) != sz)))
-      error ("geometric_rnd: p must be scalar or of size [r, c]");
-    endif
-  elseif (nargin == 2)
-    if (isscalar (r) && (r > 0))
-      sz = [r, r];
-    elseif (isvector(r) && all (r > 0))
-      sz = r(:)';
-    else
-      error ("geometric_rnd: r must be a postive integer or vector");
-    endif
-
-    if (any (size (p) != 1) && ((length (size (p)) != length (sz)) ||
-				any (size (p) != sz)))
-      error ("geometric_rnd: n must be scalar or of size sz");
-    endif
-  elseif (nargin == 1)
-    sz = size(n);
-  elseif (nargin != 1)
-    usage ("geometric_rnd (p, r, c)");
-  endif
-
-
-  if (isscalar (p))
-    if (!(p >= 0) || !(p <= 1))
-      rnd = NaN * ones (sz);
-    elseif (p == 0)
-      rnd = Inf * ones (sz);
-    elseif ((p > 0) & (p < 1));
-      rnd = floor (log (rand (sz)) / log (1 - p));
-    else
-      rnd = zeros (sz);
-    endif
-  else
-    rnd = zeros (sz);
-
-    k = find (!(p >= 0) | !(p <= 1));
-    if (any (k))
-      rnd(k) = NaN * ones (1, length (k));
-    endif
-
-    k = find (p == 0);
-    if (any (k))
-      rnd(k) = Inf * ones (1, length (k));
-    endif
-
-    k = find ((p > 0) & (p < 1));
-    if (any (k))
-      rnd(k) = floor (log (rand (size (k))) ./ log (1 - p(k)));
-    endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/geopdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/geopdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} geometric_pdf (@var{x}, @var{p})
+## @deftypefn {Function File} {} geopdf (@var{x}, @var{p})
 ## For each element of @var{x}, compute the probability density function
 ## (PDF) at @var{x} of the geometric distribution with parameter @var{p}.
 ## @end deftypefn
@@ -26,16 +26,16 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: PDF of the geometric distribution
 
-function pdf = geometric_pdf (x, p)
+function pdf = geopdf (x, p)
 
   if (nargin != 2)
-    usage ("geometric_pdf (x, p)");
+    usage ("geopdf (x, p)");
   endif
 
   if (!isscalar (x) && !isscalar (p))
     [retval, x, p] = common_size (x, p);
     if (retval > 0)
-      error ("geometric_pdf: x and p must be of common size or scalar");
+      error ("geopdf: x and p must be of common size or scalar");
     endif
   endif
 
--- a/scripts/statistics/distributions/geornd.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/geornd.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,8 +18,8 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} geometric_rnd (@var{p}, @var{r}, @var{c})
-## @deftypefnx {Function File} {} geometric_rnd (@var{p}, @var{sz})
+## @deftypefn {Function File} {} geornd (@var{p}, @var{r}, @var{c})
+## @deftypefnx {Function File} {} geornd (@var{p}, @var{sz})
 ## Return an @var{r} by @var{c} matrix of random samples from the
 ## geometric distribution with parameter @var{p}, which must be a scalar
 ## or of size @var{r} by @var{c}.
@@ -32,20 +32,20 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: Random deviates from the geometric distribution
 
-function rnd = geometric_rnd (p, r, c)
+function rnd = geornd (p, r, c)
 
   if (nargin == 3)
     if (! (isscalar (r) && (r > 0) && (r == round (r))))
-      error ("geometric_rnd: r must be a positive integer");
+      error ("geornd: r must be a positive integer");
     endif
     if (! (isscalar (c) && (c > 0) && (c == round (c))))
-      error ("geometric_rnd: c must be a positive integer");
+      error ("geornd: c must be a positive integer");
     endif
     sz = [r, c];
 
     if (any (size (p) != 1) && ((length (size (p)) != length (sz)) ||
 				any (size (p) != sz)))
-      error ("geometric_rnd: p must be scalar or of size [r, c]");
+      error ("geornd: p must be scalar or of size [r, c]");
     endif
   elseif (nargin == 2)
     if (isscalar (r) && (r > 0))
@@ -53,17 +53,17 @@
     elseif (isvector(r) && all (r > 0))
       sz = r(:)';
     else
-      error ("geometric_rnd: r must be a postive integer or vector");
+      error ("geornd: r must be a postive integer or vector");
     endif
 
     if (any (size (p) != 1) && ((length (size (p)) != length (sz)) ||
 				any (size (p) != sz)))
-      error ("geometric_rnd: n must be scalar or of size sz");
+      error ("geornd: n must be scalar or of size sz");
     endif
   elseif (nargin == 1)
     sz = size(n);
   elseif (nargin != 1)
-    usage ("geometric_rnd (p, r, c)");
+    usage ("geornd (p, r, c)");
   endif
 
 
--- a/scripts/statistics/distributions/hygecdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/hygecdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} hypergeometric_cdf (@var{x}, @var{m}, @var{t}, @var{n})
+## @deftypefn {Function File} {} hygecdf (@var{x}, @var{m}, @var{t}, @var{n})
 ## Compute the cumulative distribution function (CDF) at @var{x} of the
 ## hypergeometric distribution with parameters @var{m}, @var{t}, and
 ## @var{n}.  This is the probability of obtaining not more than @var{x}
@@ -33,21 +33,21 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: CDF of the hypergeometric distribution
 
-function cdf = hypergeometric_cdf (x, m, t, n)
+function cdf = hygecdf (x, m, t, n)
 
   if (nargin != 4)
-    usage ("hypergeometric_cdf (x, m, t, n)");
+    usage ("hygecdf (x, m, t, n)");
   endif
 
   if (!isscalar (m) || !isscalar (t) || !isscalar (n))
-    error ("hypergeometric_cdf: m, t and n must all be positive integers");
+    error ("hygecdf: m, t and n must all be positive integers");
   endif
 
   if ((m < 0) | (t < 0) | (n <= 0) | (m != round (m)) |
       (t != round (t)) | (n != round (n)) | (m > t) | (n > t))
     cdf = NaN * ones (size (x))
   else
-    cdf = discrete_cdf (x, 0 : n, hypergeometric_pdf (0 : n, m, t, n));
+    cdf = discrete_cdf (x, 0 : n, hygepdf (0 : n, m, t, n));
   endif
 
 endfunction
--- a/scripts/statistics/distributions/hygeinv.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/hygeinv.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} hypergeometric_inv (@var{x}, @var{m}, @var{t}, @var{n})
+## @deftypefn {Function File} {} hygeinv (@var{x}, @var{m}, @var{t}, @var{n})
 ## For each element of @var{x}, compute the quantile at @var{x} of the
 ## hypergeometric distribution with parameters @var{m}, @var{t}, and
 ## @var{n}.
@@ -30,21 +30,21 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: Random deviates from the hypergeometric distribution
 
-function inv = hypergeometric_inv (x, m, t, n)
+function inv = hygeinv (x, m, t, n)
 
   if (nargin != 4)
-    usage ("hypergeometric_inv (x, m, t, n)");
+    usage ("hygeinv (x, m, t, n)");
   endif
 
   if (!isscalar (m) || !isscalar (t) || !isscalar (n))
-    error ("hypergeometrix_inv: m, t and n must all be positive integers");
+    error ("hygeinv: m, t and n must all be positive integers");
   endif
 
   if ((m < 0) | (t < 0) | (n <= 0) | (m != round (m)) |
       (t != round (t)) | (n != round (n)) | (m > t) | (n > t))
     inv = NaN * ones (size (x))
   else
-    inv = discrete_inv (x, 0 : n, hypergeometric_pdf (0 : n, m, t, n));
+    inv = discrete_inv (x, 0 : n, hygepdf (0 : n, m, t, n));
   endif
 
 endfunction
--- a/scripts/statistics/distributions/hygepdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/hygepdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} hypergeometric_pdf (@var{x}, @var{m}, @var{t}, @var{n})
+## @deftypefn {Function File} {} hygepdf (@var{x}, @var{m}, @var{t}, @var{n})
 ## Compute the probability density function (PDF) at @var{x} of the
 ## hypergeometric distribution with parameters @var{m}, @var{t}, and
 ## @var{n}. This is the probability of obtaining @var{x} marked items
@@ -31,16 +31,16 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: PDF of the hypergeometric distribution
 
-function pdf = hypergeometric_pdf (x, m, t, n)
+function pdf = hygepdf (x, m, t, n)
 
   if (nargin != 4)
-    usage ("hypergeometric_pdf (x, m, t, n)");
+    usage ("hygepdf (x, m, t, n)");
   endif
 
   if (!isscalar (m) || !isscalar (t) || !isscalar (n))
     [retval, x, m, t, n] = common_size (x, m, t, n);
     if (retval > 0)
-      error ("hypergeometric_pdf: x, m, t, and n must be of common size or scalar");
+      error ("hygepdf: x, m, t, and n must be of common size or scalar");
     endif
   endif
 
--- a/scripts/statistics/distributions/hygernd.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/hygernd.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,9 +18,9 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} hypergeometric_rnd (@var{n_size}, @var{m}, @var{t}, @var{n})
-## @deftypefnx {Function File} {} hypergeometric_rnd (@var{m}, @var{t}, @var{n}, @var{r}, @var{c})
-## @deftypefnx {Function File} {} hypergeometric_rnd (@var{m}, @var{t}, @var{n}, @var{sz})
+## @deftypefn {Function File} {} hygernd (@var{n_size}, @var{m}, @var{t}, @var{n})
+## @deftypefnx {Function File} {} hygernd (@var{m}, @var{t}, @var{n}, @var{r}, @var{c})
+## @deftypefnx {Function File} {} hygernd (@var{m}, @var{t}, @var{n}, @var{sz})
 ## Generate a row vector containing a random sample of size @var{n_size}
 ## from the hypergeometric distribution with parameters @var{m}, @var{t},
 ## and @var{n}.
@@ -33,15 +33,15 @@
 ## with @var{m} and @var{n} not greater than @var{t}.
 ## @end deftypefn
 
-## function rnd = hypergeometric_rnd (N, m, t, n)
-function rnd = hypergeometric_rnd (m, t, n, r, c)
+## function rnd = hygernd (N, m, t, n)
+function rnd = hygernd (m, t, n, r, c)
 
   if (nargin == 5)
     if (! (isscalar (r) && (r > 0) && (r == round (r))))
-      error ("hypergeometric_rnd: r must be a positive integer");
+      error ("hygernd: r must be a positive integer");
     endif
     if (! (isscalar (c) && (c > 0) && (c == round (c))))
-      error ("hypergeometric_rnd: c must be a positive integer");
+      error ("hygernd: c must be a positive integer");
     endif
     sz = [r, c];
   elseif (nargin == 4)
@@ -59,21 +59,21 @@
     elseif (isvector(r) && all (r > 0))
       sz = r(:)';
     else
-      error ("hypergeometric_rnd: r must be a vector of positive integers");
+      error ("hygernd: r must be a vector of positive integers");
     endif
   else
-    usage ("hypergeometric_rnd (N, m, t, n) | hypergeometric_rnd (m, t, n, r, c)");
+    usage ("hygernd (N, m, t, n) | hygernd (m, t, n, r, c)");
   endif
 
   if (!isscalar (m) || !isscalar (t) || !isscalar (n))
-    error ("hypergeometric_cdf: m, t and n must all be positive integers");
+    error ("hygernd: m, t and n must all be positive integers");
   endif
 
   if ((m < 0) | (t < 0) | (n <= 0) | (m != round (m)) |
       (t != round (t)) | (n != round (n)) | (m > t) | (n > t))
     rnd = NaN * ones (sz)
   else
-    rnd = discrete_rnd (0 : n, hypergeometric_pdf (0 : n, m, t, n), sz);
+    rnd = discrete_rnd (0 : n, hygepdf (0 : n, m, t, n), sz);
   endif
 
 endfunction
--- a/scripts/statistics/distributions/hypergeometric_cdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,55 +0,0 @@
-## Copyright (C) 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} hypergeometric_cdf (@var{x}, @var{m}, @var{t}, @var{n})
-## Compute the cumulative distribution function (CDF) at @var{x} of the
-## hypergeometric distribution with parameters @var{m}, @var{t}, and
-## @var{n}.  This is the probability of obtaining not more than @var{x}
-## marked items when randomly drawing a sample of size @var{n} without
-## replacement from a population of total size @var{t} containing
-## @var{m} marked items.
-##
-## The parameters @var{m}, @var{t}, and @var{n} must positive integers
-## with @var{m} and @var{n} not greater than @var{t}.
-## @end deftypefn
-
-## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description: CDF of the hypergeometric distribution
-
-function cdf = hypergeometric_cdf (x, m, t, n)
-
-  if (nargin != 4)
-    usage ("hypergeometric_cdf (x, m, t, n)");
-  endif
-
-  if (!isscalar (m) || !isscalar (t) || !isscalar (n))
-    error ("hypergeometric_cdf: m, t and n must all be positive integers");
-  endif
-
-  if ((m < 0) | (t < 0) | (n <= 0) | (m != round (m)) |
-      (t != round (t)) | (n != round (n)) | (m > t) | (n > t))
-    cdf = NaN * ones (size (x))
-  else
-    cdf = discrete_cdf (x, 0 : n, hypergeometric_pdf (0 : n, m, t, n));
-  endif
-
-endfunction
-
-
--- a/scripts/statistics/distributions/hypergeometric_inv.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,50 +0,0 @@
-## Copyright (C) 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} hypergeometric_inv (@var{x}, @var{m}, @var{t}, @var{n})
-## For each element of @var{x}, compute the quantile at @var{x} of the
-## hypergeometric distribution with parameters @var{m}, @var{t}, and
-## @var{n}.
-##
-## The parameters @var{m}, @var{t}, and @var{n} must positive integers
-## with @var{m} and @var{n} not greater than @var{t}.
-## @end deftypefn
-
-## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description: Random deviates from the hypergeometric distribution
-
-function inv = hypergeometric_inv (x, m, t, n)
-
-  if (nargin != 4)
-    usage ("hypergeometric_inv (x, m, t, n)");
-  endif
-
-  if (!isscalar (m) || !isscalar (t) || !isscalar (n))
-    error ("hypergeometrix_inv: m, t and n must all be positive integers");
-  endif
-
-  if ((m < 0) | (t < 0) | (n <= 0) | (m != round (m)) |
-      (t != round (t)) | (n != round (n)) | (m > t) | (n > t))
-    inv = NaN * ones (size (x))
-  else
-    inv = discrete_inv (x, 0 : n, hypergeometric_pdf (0 : n, m, t, n));
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/hypergeometric_pdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,73 +0,0 @@
-## Copyright (C) 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} hypergeometric_pdf (@var{x}, @var{m}, @var{t}, @var{n})
-## Compute the probability density function (PDF) at @var{x} of the
-## hypergeometric distribution with parameters @var{m}, @var{t}, and
-## @var{n}. This is the probability of obtaining @var{x} marked items
-## when randomly drawing a sample of size @var{n} without replacement
-## from a population of total size @var{t} containing @var{m} marked items.
-##
-## The arguments must be of common size or scalar.
-## @end deftypefn
-
-## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description: PDF of the hypergeometric distribution
-
-function pdf = hypergeometric_pdf (x, m, t, n)
-
-  if (nargin != 4)
-    usage ("hypergeometric_pdf (x, m, t, n)");
-  endif
-
-  if (!isscalar (m) || !isscalar (t) || !isscalar (n))
-    [retval, x, m, t, n] = common_size (x, m, t, n);
-    if (retval > 0)
-      error ("hypergeometric_pdf: x, m, t, and n must be of common size or scalar");
-    endif
-  endif
-
-  pdf = zeros (size (x));
-
-  ## everything in i1 gives NaN
-  i1 = ((m < 0) | (t < 0) | (n <= 0) | (m != round (m)) |
-        (t != round (t)) | (n != round (n)) | (m > t) | (n > t));
-  ## everything in i2 gives 0 unless in i1
-  i2 = ((x != round (x)) | (x < 0) | (x > m) | (n < x) | (n-x > t-m));
-  k = find (i1);
-  if (any (k))
-    if (isscalar (m) && isscalar (t) && isscalar (n))
-      pdf = NaN * ones ( size (x));
-    else
-      pdf (k) = NaN;
-    endif
-  endif
-  k = find (!i1 & !i2);
-  if (any (k))
-    if (isscalar (m) && isscalar (t) && isscalar (n))
-      pdf (k) = (bincoeff (m, x(k)) .* bincoeff (t-m, n-x(k))
-		 / bincoeff (t, n));
-    else
-      pdf (k) = (bincoeff (m(k), x(k)) .* bincoeff (t(k)-m(k), n(k)-x(k))
-		 ./ bincoeff (t(k), n(k)));
-    endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/hypergeometric_rnd.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,79 +0,0 @@
-## Copyright (C) 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} hypergeometric_rnd (@var{n_size}, @var{m}, @var{t}, @var{n})
-## @deftypefnx {Function File} {} hypergeometric_rnd (@var{m}, @var{t}, @var{n}, @var{r}, @var{c})
-## @deftypefnx {Function File} {} hypergeometric_rnd (@var{m}, @var{t}, @var{n}, @var{sz})
-## Generate a row vector containing a random sample of size @var{n_size}
-## from the hypergeometric distribution with parameters @var{m}, @var{t},
-## and @var{n}.
-##
-## If  @var{r} and @var{c} are given create a matrix with @var{r} rows and
-## @var{c} columns. Or if @var{sz} is a vector, create a matrix of size
-## @var{sz}.
-##
-## The parameters @var{m}, @var{t}, and @var{n} must positive integers
-## with @var{m} and @var{n} not greater than @var{t}.
-## @end deftypefn
-
-## function rnd = hypergeometric_rnd (N, m, t, n)
-function rnd = hypergeometric_rnd (m, t, n, r, c)
-
-  if (nargin == 5)
-    if (! (isscalar (r) && (r > 0) && (r == round (r))))
-      error ("hypergeometric_rnd: r must be a positive integer");
-    endif
-    if (! (isscalar (c) && (c > 0) && (c == round (c))))
-      error ("hypergeometric_rnd: c must be a positive integer");
-    endif
-    sz = [r, c];
-  elseif (nargin == 4)
-    ## A potential problem happens here if all args are scalar, as
-    ## we can distiguish between the command syntax. This is quite
-    ## ambigous! I assume that if the last arg is a vector then 
-    ## then third form is assumed. This means that you can't define
-    ## and r-by-r matrix with a single scalar!
-
-    if (isscalar (r))
-      sz = [1, floor(m)];
-      m = t;
-      t = n;
-      n = r;
-    elseif (isvector(r) && all (r > 0))
-      sz = r(:)';
-    else
-      error ("hypergeometric_rnd: r must be a vector of positive integers");
-    endif
-  else
-    usage ("hypergeometric_rnd (N, m, t, n) | hypergeometric_rnd (m, t, n, r, c)");
-  endif
-
-  if (!isscalar (m) || !isscalar (t) || !isscalar (n))
-    error ("hypergeometric_cdf: m, t and n must all be positive integers");
-  endif
-
-  if ((m < 0) | (t < 0) | (n <= 0) | (m != round (m)) |
-      (t != round (t)) | (n != round (n)) | (m > t) | (n > t))
-    rnd = NaN * ones (sz)
-  else
-    rnd = discrete_rnd (0 : n, hypergeometric_pdf (0 : n, m, t, n), sz);
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/logncdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/logncdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} lognormal_cdf (@var{x}, @var{a}, @var{v})
+## @deftypefn {Function File} {} logncdf (@var{x}, @var{a}, @var{v})
 ## For each element of @var{x}, compute the cumulative distribution
 ## function (CDF) at @var{x} of the lognormal distribution with
 ## parameters @var{a} and @var{v}.  If a random variable follows this
@@ -31,10 +31,10 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: CDF of the log normal distribution
 
-function cdf = lognormal_cdf (x, a, v)
+function cdf = logncdf (x, a, v)
 
   if (! ((nargin == 1) || (nargin == 3)))
-    usage ("lognormal_cdf (x, a, v)");
+    usage ("logncdf (x, a, v)");
   endif
 
   if (nargin == 1)
@@ -50,7 +50,7 @@
   if (!isscalar (a) || !isscalar (v))
     [retval, x, a, v] = common_size (x, a, v);
     if (retval > 0)
-      error ("lognormal_cdf: x, a and v must be of common size or scalars");
+      error ("logncdf: x, a and v must be of common size or scalars");
     endif
   endif
 
--- a/scripts/statistics/distributions/logninv.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/logninv.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} lognormal_inv (@var{x}, @var{a}, @var{v})
+## @deftypefn {Function File} {} logninv (@var{x}, @var{a}, @var{v})
 ## For each element of @var{x}, compute the quantile (the inverse of the
 ## CDF) at @var{x} of the lognormal distribution with parameters @var{a}
 ## and @var{v}.  If a random variable follows this distribution, its
@@ -31,10 +31,10 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: Quantile function of the log normal distribution
 
-function inv = lognormal_inv (x, a, v)
+function inv = logninv (x, a, v)
 
   if (! ((nargin == 1) || (nargin == 3)))
-    usage ("lognormal_inv (x, a, v)");
+    usage ("logninv (x, a, v)");
   endif
 
   if (nargin == 1)
@@ -50,7 +50,7 @@
   if (!isscalar (a) || !isscalar (v))
     [retval, x, a, v] = common_size (x, a, v);
     if (retval > 0)
-      error ("lognormal_inv: x, a and v must be of common size or scalars");
+      error ("logninv: x, a and v must be of common size or scalars");
     endif
   endif
 
--- a/scripts/statistics/distributions/lognormal_cdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,78 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} lognormal_cdf (@var{x}, @var{a}, @var{v})
-## For each element of @var{x}, compute the cumulative distribution
-## function (CDF) at @var{x} of the lognormal distribution with
-## parameters @var{a} and @var{v}.  If a random variable follows this
-## distribution, its logarithm is normally distributed with mean
-## @code{log (@var{a})} and variance @var{v}.
-##
-## Default values are @var{a} = 1, @var{v} = 1.
-## @end deftypefn
-
-## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description: CDF of the log normal distribution
-
-function cdf = lognormal_cdf (x, a, v)
-
-  if (! ((nargin == 1) || (nargin == 3)))
-    usage ("lognormal_cdf (x, a, v)");
-  endif
-
-  if (nargin == 1)
-    a = 1;
-    v = 1;
-  endif
-
-  ## The following "straightforward" implementation unfortunately does
-  ## not work (because exp (Inf) -> NaN etc):
-  ## cdf = normal_cdf (log (x), log (a), v);
-  ## Hence ...
-
-  if (!isscalar (a) || !isscalar (v))
-    [retval, x, a, v] = common_size (x, a, v);
-    if (retval > 0)
-      error ("lognormal_cdf: x, a and v must be of common size or scalars");
-    endif
-  endif
-
-  cdf = zeros (size (x));
-
-  k = find (isnan (x) | !(a > 0) | !(a < Inf) | !(v > 0) | !(v < Inf));
-  if (any (k))
-    cdf(k) = NaN;
-  endif
-
-  k = find ((x == Inf) & (a > 0) & (a < Inf) & (v > 0) & (v < Inf));
-  if (any (k))
-    cdf(k) = 1;
-  endif
-
-  k = find ((x > 0) & (x < Inf) & (a > 0) & (a < Inf) & (v > 0) & (v < Inf));
-  if (any (k))
-    if (isscalar (a) && isscalar (v))
-      cdf(k) = stdnormal_cdf ((log (x(k)) - log (a)) / sqrt (v));
-    else
-      cdf(k) = stdnormal_cdf ((log (x(k)) - log (a(k))) ./ sqrt (v(k)));
-    endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/lognormal_inv.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,79 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} lognormal_inv (@var{x}, @var{a}, @var{v})
-## For each element of @var{x}, compute the quantile (the inverse of the
-## CDF) at @var{x} of the lognormal distribution with parameters @var{a}
-## and @var{v}.  If a random variable follows this distribution, its
-## logarithm is normally distributed with mean @code{log (@var{a})} and
-## variance @var{v}.
-##
-## Default values are @var{a} = 1, @var{v} = 1.
-## @end deftypefn
-
-## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description: Quantile function of the log normal distribution
-
-function inv = lognormal_inv (x, a, v)
-
-  if (! ((nargin == 1) || (nargin == 3)))
-    usage ("lognormal_inv (x, a, v)");
-  endif
-
-  if (nargin == 1)
-    a = 1;
-    v = 1;
-  endif
-
-  ## The following "straightforward" implementation unfortunately does
-  ## not work (because exp (Inf) -> NaN):
-  ## inv = exp (normal_inv (x, log (a), v));
-  ## Hence ...
-
-  if (!isscalar (a) || !isscalar (v))
-    [retval, x, a, v] = common_size (x, a, v);
-    if (retval > 0)
-      error ("lognormal_inv: x, a and v must be of common size or scalars");
-    endif
-  endif
-
-  inv = zeros (size (x));
-
-  k = find (!(x >= 0) | !(x <= 1) | !(a > 0) | !(a < Inf)
-	    | !(v > 0) | !(v < Inf));
-  if (any (k))
-    inv(k) = NaN;
-  endif
-
-  k = find ((x == 1) & (a > 0) & (a < Inf) & (v > 0) & (v < Inf));
-  if (any (k))
-    inv(k) = Inf;
-  endif
-
-  k = find ((x > 0) & (x < 1) & (a > 0) & (a < Inf) & (v > 0) & (v < Inf));
-  if (any (k))
-    if (isscalar (a) && isscalar (v))
-      inv(k) = a .* exp (sqrt (v) .* stdnormal_inv (x(k)));
-    else
-      inv(k) = a(k) .* exp (sqrt (v(k)) .* stdnormal_inv (x(k)));
-    endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/lognormal_pdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,73 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} lognormal_pdf (@var{x}, @var{a}, @var{v})
-## For each element of @var{x}, compute the probability density function
-## (PDF) at @var{x} of the lognormal distribution with parameters
-## @var{a} and @var{v}.  If a random variable follows this distribution,
-## its logarithm is normally distributed with mean @code{log (@var{a})}
-## and variance @var{v}.
-##
-## Default values are @var{a} = 1, @var{v} = 1.
-## @end deftypefn
-
-## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description: PDF of the log normal distribution
-
-function pdf = lognormal_pdf (x, a, v)
-
-  if (! ((nargin == 1) || (nargin == 3)))
-    usage ("lognormal_pdf (x, a, v)");
-  endif
-
-  if (nargin == 1)
-    a = 1;
-    v = 1;
-  endif
-
-  ## The following "straightforward" implementation unfortunately does
-  ## not work for the special cases (Inf, ...)
-  ## pdf = (x > 0) ./ x .* normal_pdf (log (x), log (a), v);
-  ## Hence ...
-
-  if (!isscalar (a) || !isscalar (v))
-    [retval, x, a, v] = common_size (x, a, v);
-    if (retval > 0)
-      error ("lognormal_pdf: x, a and v must be of common size or scalars");
-    endif
-  endif
-
-  pdf = zeros (size (x));
-
-  k = find (isnan (x) | !(a > 0) | !(a < Inf) | !(v > 0) | !(v < Inf));
-  if (any (k))
-    pdf(k) = NaN;
-  endif
-
-  k = find ((x > 0) & (x < Inf) & (a > 0) & (a < Inf) & (v > 0) & (v < Inf));
-  if (any (k))
-    if (isscalar (a) && isscalar (v))
-      pdf(k) = normal_pdf (log (x(k)), log (a), v) ./ x(k);
-    else
-      pdf(k) = normal_pdf (log (x(k)), log (a(k)), v(k)) ./ x(k);
-  endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/lognormal_rnd.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,100 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} lognormal_rnd (@var{a}, @var{v}, @var{r}, @var{c})
-## @deftypefnx {Function File} {} lognormal_rnd (@var{a}, @var{v}, @var{sz})
-## Return an @var{r} by @var{c} matrix of random samples from the
-## lognormal distribution with parameters @var{a} and @var{v}. Both
-## @var{a} and @var{v} must be scalar or of size @var{r} by @var{c}.
-## Or if @var{sz} is a vector, create a matrix of size @var{sz}.
-##
-## If @var{r} and @var{c} are omitted, the size of the result matrix is
-## the common size of @var{a} and @var{v}.
-## @end deftypefn
-
-## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description: Random deviates from the log normal distribution
-
-function rnd = lognormal_rnd (a, v, r, c)
-
-  if (nargin > 1)
-    if (!isscalar(a) || !isscalar(v)) 
-      [retval, a, v] = common_size (a, v);
-      if (retval > 0)
-	error ("lognormal_rnd: a and v must be of common size or scalar");
-      endif
-    endif
-  endif
-
-  if (nargin == 4)
-    if (! (isscalar (r) && (r > 0) && (r == round (r))))
-      error ("lognormal_rnd: r must be a positive integer");
-    endif
-    if (! (isscalar (c) && (c > 0) && (c == round (c))))
-      error ("lognormal_rnd: c must be a positive integer");
-    endif
-    sz = [r, c];
-
-    if (any (size (a) != 1) && 
-	((length (size (a)) != length (sz)) || any (size (a) != sz)))
-      error ("lognormal_rnd: a and b must be scalar or of size [r, c]");
-    endif
-
-  elseif (nargin == 3)
-    if (isscalar (r) && (r > 0))
-      sz = [r, r];
-    elseif (isvector(r) && all (r > 0))
-      sz = r(:)';
-    else
-      error ("lognormal_rnd: r must be a postive integer or vector");
-    endif
-
-    if (any (size (a) != 1) && 
-	((length (size (a)) != length (sz)) || any (size (a) != sz)))
-      error ("lognormal_rnd: a and b must be scalar or of size sz");
-    endif
-  elseif (nargin == 2)
-    sz = size(a);
-  else
-    usage ("lognormal_rnd (a, v, r, c)");
-  endif
-
-  if (isscalar (a) && isscalar (v))
-    if  (!(a > 0) | !(a < Inf) | !(v > 0) | !(v < Inf))
-      rnd = NaN * ones (sz);
-    elseif find ((a > 0) & (a < Inf) & (v > 0) & (v < Inf));
-      rnd = a * exp (sqrt (v) .* randn (sz));
-    else
-      rnd = zeros (sz);
-    endif
-  else
-    rnd = zeros (sz);
-    k = find (!(a > 0) | !(a < Inf) | !(v > 0) | !(v < Inf));
-    if (any (k))
-      rnd(k) = NaN * ones (1, length (k));
-    endif
-
-    k = find ((a > 0) & (a < Inf) & (v > 0) & (v < Inf));
-    if (any (k))
-      rnd(k) = a(k) .* exp (sqrt (v(k)) .* randn (1, length (k)));
-    endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/lognpdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/lognpdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} lognormal_pdf (@var{x}, @var{a}, @var{v})
+## @deftypefn {Function File} {} lognpdf (@var{x}, @var{a}, @var{v})
 ## For each element of @var{x}, compute the probability density function
 ## (PDF) at @var{x} of the lognormal distribution with parameters
 ## @var{a} and @var{v}.  If a random variable follows this distribution,
@@ -31,10 +31,10 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: PDF of the log normal distribution
 
-function pdf = lognormal_pdf (x, a, v)
+function pdf = lognpdf (x, a, v)
 
   if (! ((nargin == 1) || (nargin == 3)))
-    usage ("lognormal_pdf (x, a, v)");
+    usage ("lognpdf (x, a, v)");
   endif
 
   if (nargin == 1)
@@ -50,7 +50,7 @@
   if (!isscalar (a) || !isscalar (v))
     [retval, x, a, v] = common_size (x, a, v);
     if (retval > 0)
-      error ("lognormal_pdf: x, a and v must be of common size or scalars");
+      error ("lognpdf: x, a and v must be of common size or scalars");
     endif
   endif
 
@@ -64,9 +64,9 @@
   k = find ((x > 0) & (x < Inf) & (a > 0) & (a < Inf) & (v > 0) & (v < Inf));
   if (any (k))
     if (isscalar (a) && isscalar (v))
-      pdf(k) = normal_pdf (log (x(k)), log (a), v) ./ x(k);
+      pdf(k) = normpdf (log (x(k)), log (a), v) ./ x(k);
     else
-      pdf(k) = normal_pdf (log (x(k)), log (a(k)), v(k)) ./ x(k);
+      pdf(k) = normpdf (log (x(k)), log (a(k)), v(k)) ./ x(k);
   endif
   endif
 
--- a/scripts/statistics/distributions/lognrnd.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/lognrnd.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,8 +18,8 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} lognormal_rnd (@var{a}, @var{v}, @var{r}, @var{c})
-## @deftypefnx {Function File} {} lognormal_rnd (@var{a}, @var{v}, @var{sz})
+## @deftypefn {Function File} {} lognrnd (@var{a}, @var{v}, @var{r}, @var{c})
+## @deftypefnx {Function File} {} lognrnd (@var{a}, @var{v}, @var{sz})
 ## Return an @var{r} by @var{c} matrix of random samples from the
 ## lognormal distribution with parameters @var{a} and @var{v}. Both
 ## @var{a} and @var{v} must be scalar or of size @var{r} by @var{c}.
@@ -32,29 +32,29 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: Random deviates from the log normal distribution
 
-function rnd = lognormal_rnd (a, v, r, c)
+function rnd = lognrnd (a, v, r, c)
 
   if (nargin > 1)
     if (!isscalar(a) || !isscalar(v)) 
       [retval, a, v] = common_size (a, v);
       if (retval > 0)
-	error ("lognormal_rnd: a and v must be of common size or scalar");
+	error ("lognrnd: a and v must be of common size or scalar");
       endif
     endif
   endif
 
   if (nargin == 4)
     if (! (isscalar (r) && (r > 0) && (r == round (r))))
-      error ("lognormal_rnd: r must be a positive integer");
+      error ("lognrnd: r must be a positive integer");
     endif
     if (! (isscalar (c) && (c > 0) && (c == round (c))))
-      error ("lognormal_rnd: c must be a positive integer");
+      error ("lognrnd: c must be a positive integer");
     endif
     sz = [r, c];
 
     if (any (size (a) != 1) && 
 	((length (size (a)) != length (sz)) || any (size (a) != sz)))
-      error ("lognormal_rnd: a and b must be scalar or of size [r, c]");
+      error ("lognrnd: a and b must be scalar or of size [r, c]");
     endif
 
   elseif (nargin == 3)
@@ -63,17 +63,17 @@
     elseif (isvector(r) && all (r > 0))
       sz = r(:)';
     else
-      error ("lognormal_rnd: r must be a postive integer or vector");
+      error ("lognrnd: r must be a postive integer or vector");
     endif
 
     if (any (size (a) != 1) && 
 	((length (size (a)) != length (sz)) || any (size (a) != sz)))
-      error ("lognormal_rnd: a and b must be scalar or of size sz");
+      error ("lognrnd: a and b must be scalar or of size sz");
     endif
   elseif (nargin == 2)
     sz = size(a);
   else
-    usage ("lognormal_rnd (a, v, r, c)");
+    usage ("lognrnd (a, v, r, c)");
   endif
 
   if (isscalar (a) && isscalar (v))
--- a/scripts/statistics/distributions/normal_cdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,73 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} normal_cdf (@var{x}, @var{m}, @var{v})
-## For each element of @var{x}, compute the cumulative distribution
-## function (CDF) at @var{x} of the normal distribution with mean
-## @var{m} and variance @var{v}.
-##
-## Default values are @var{m} = 0, @var{v} = 1.
-## @end deftypefn
-
-## Author: TT <Teresa.Twaroch@ci.tuwien.ac.at>
-## Description: CDF of the normal distribution
-
-function cdf = normal_cdf (x, m, v)
-
-  if (! ((nargin == 1) || (nargin == 3)))
-    usage ("normal_cdf (x, m, v)");
-  endif
-
-  if (nargin == 1)
-    m = 0;
-    v = 1;
-  endif
-
-  if (!isscalar (m) || !isscalar(v))
-    [retval, x, m, v] = common_size (x, m, v);
-    if (retval > 0)
-      error ("normal_cdf: x, m and v must be of common size or scalar");
-    endif
-  endif
-
-  sz = size (x);
-  cdf = zeros (sz);
-
-  if (isscalar (m) && isscalar(v))
-    if (find (isinf (m) | isnan (m) | !(v >= 0) | !(v < Inf)))
-      cdf = NaN * ones (sz);
-    else
-      cdf =  stdnormal_cdf ((x - m) ./ sqrt (v));
-    endif
-  else
-    k = find (isinf (m) | isnan (m) | !(v >= 0) | !(v < Inf));
-    if (any (k))
-      cdf(k) = NaN;
-    endif
-
-    k = find (!isinf (m) & !isnan (m) & (v >= 0) & (v < Inf));
-    if (any (k))
-      cdf(k) = stdnormal_cdf ((x(k) - m(k)) ./ sqrt (v(k)));
-    endif
-  endif
-
-  cdf((v == 0) & (x == m)) = 0.5;
-
-endfunction
--- a/scripts/statistics/distributions/normal_inv.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,79 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} normal_inv (@var{x}, @var{m}, @var{v})
-## For each element of @var{x}, compute the quantile (the inverse of the
-## CDF) at @var{x} of the normal distribution with mean @var{m} and
-## variance @var{v}.
-##
-## Default values are @var{m} = 0, @var{v} = 1.
-## @end deftypefn
-
-## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description: Quantile function of the normal distribution
-
-function inv = normal_inv (x, m, v)
-
-  if (nargin != 1 && nargin != 3)
-    usage ("normal_inv (x, m, v)");
-  endif
-
-  if (nargin == 1)
-    m = 0;
-    v = 1;
-  endif
-
-  if (!isscalar (m) || !isscalar(v))
-    [retval, x, m, v] = common_size (x, m, v);
-    if (retval > 0)
-      error ("normal_inv: x, m and v must be of common size or scalars");
-    endif
-  endif
-
-  sz = size (x);
-  inv = zeros (sz);
-
-  if (isscalar (m) && isscalar(v))
-    if (find (isinf (m) | isnan (m) | !(v > 0) | !(v < Inf)))
-      inv = NaN * ones (sz);
-    else
-      inv =  m + sqrt (v) .* stdnormal_inv (x);
-    endif
-  else
-    k = find (isinf (m) | isnan (m) | !(v > 0) | !(v < Inf));
-    if (any (k))
-      inv(k) = NaN;
-    endif
-
-    k = find (!isinf (m) & !isnan (m) & (v > 0) & (v < Inf));
-    if (any (k))
-      inv(k) = m(k) + sqrt (v(k)) .* stdnormal_inv (x(k));
-    endif
-  endif
-
-  k = find ((v == 0) & (x > 0) & (x < 1));
-  if (any (k))
-    inv(k) = m(k);
-  endif
-
-  inv((v == 0) & (x == 0)) = -Inf;
-  inv((v == 0) & (x == 1)) = Inf;
-
-endfunction
--- a/scripts/statistics/distributions/normal_pdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,74 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} normal_pdf (@var{x}, @var{m}, @var{v})
-## For each element of @var{x}, compute the probability density function
-## (PDF) at @var{x} of the normal distribution with mean @var{m} and
-## variance @var{v}.
-##
-## Default values are @var{m} = 0, @var{v} = 1.
-## @end deftypefn
-
-## Author: TT <Teresa.Twaroch@ci.tuwien.ac.at>
-## Description: PDF of the normal distribution
-
-function pdf = normal_pdf (x, m, v)
-
-  if (nargin != 1 && nargin != 3)
-    usage ("normal_pdf (x, m, v)");
-  endif
-
-  if (nargin == 1)
-    m = 0;
-    v = 1;
-  endif
-
-  if (!isscalar (m) || !isscalar(v))
-    [retval, x, m, v] = common_size (x, m, v);
-    if (retval > 0)
-      error ("normal_pdf: x, m and v must be of common size or scalars");
-    endif
-  endif
-
-  sz = size (x);
-  pdf = zeros (sz);
-
-  if (isscalar (m) && isscalar(v))
-    if (find (isinf (m) | isnan (m) | !(v >= 0) | !(v < Inf)))
-      pdf = NaN * ones (sz);
-    else
-      pdf = stdnormal_pdf ((x - m) ./ sqrt (v)) ./ sqrt (v);
-    endif
-  else
-    k = find (isinf (m) | isnan (m) | !(v >= 0) | !(v < Inf));
-    if (any (k))
-      pdf(k) = NaN;
-    endif
-
-    k = find (!isinf (m) & !isnan (m) & (v >= 0) & (v < Inf));
-    if (any (k))
-      pdf(k) = stdnormal_pdf ((x(k) - m(k)) ./ sqrt (v(k))) ./ sqrt (v(k));
-    endif
-  endif
-
-  pdf((v == 0) & (x == m)) = Inf;
-  pdf((v == 0) & ((x < m) | (x > m))) = 0;
-
-endfunction
--- a/scripts/statistics/distributions/normal_rnd.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,92 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} normal_rnd (@var{m}, @var{v}, @var{r}, @var{c})
-## @deftypefnx {Function File} {} normal_rnd (@var{m}, @var{v}, @var{sz})
-## Return an @var{r} by @var{c}  or @code{size (@var{sz})} matrix of
-## random samples from the normal distribution with parameters @var{m} 
-## and @var{v}.  Both @var{m} and @var{v} must be scalar or of size 
-## @var{r} by @var{c}.
-##
-## If @var{r} and @var{c} are omitted, the size of the result matrix is
-## the common size of @var{m} and @var{v}.
-## @end deftypefn
-
-## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description: Random deviates from the normal distribution
-
-function rnd = normal_rnd (m, v, r, c)
-
-  if (nargin > 1)
-    if (!isscalar(m) || !isscalar(v)) 
-      [retval, m, v] = common_size (m, v);
-      if (retval > 0)
-	error ("normal_rnd: m and v must be of common size or scalar");
-      endif
-    endif
-  endif
-
-  if (nargin == 4)
-    if (! (isscalar (r) && (r > 0) && (r == round (r))))
-      error ("normal_rnd: r must be a positive integer");
-    endif
-    if (! (isscalar (c) && (c > 0) && (c == round (c))))
-      error ("normal_rnd: c must be a positive integer");
-    endif
-    sz = [r, c];
-
-    if (any (size (m) != 1)
-	&& (length (size (m)) != length (sz) || any (size (m) != sz)))
-      error ("normal_rnd: m and v must be scalar or of size [r, c]");
-    endif
-  elseif (nargin == 3)
-    if (isscalar (r) && (r > 0))
-      sz = [r, r];
-    elseif (isvector(r) && all (r > 0))
-      sz = r(:)';
-    else
-      error ("normal_rnd: r must be a postive integer or vector");
-    endif
-
-    if (any (size (m) != 1)
-	&& (length (size (m)) != length (sz) || any (size (m) != sz)))
-      error ("normal_rnd: m and v must be scalar or of size sz");
-    endif
-  elseif (nargin == 2)
-    sz = size(m);
-  else
-    usage ("normal_rnd (m, v, r, c)");
-  endif
-
-  if (isscalar (m) && isscalar (v))
-    if (find (isnan (m) | isinf (m) | !(v > 0) | !(v < Inf)))
-      rnd = NaN * ones (sz);
-    else
-      rnd =  m + sqrt (v) .* randn (sz);
-    endif
-  else
-    rnd = m + sqrt (v) .* randn (sz);
-    k = find (isnan (m) | isinf (m) | !(v > 0) | !(v < Inf));
-    if (any (k))
-      rnd(k) = NaN;
-    endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/normcdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/normcdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} normal_cdf (@var{x}, @var{m}, @var{v})
+## @deftypefn {Function File} {} normcdf (@var{x}, @var{m}, @var{v})
 ## For each element of @var{x}, compute the cumulative distribution
 ## function (CDF) at @var{x} of the normal distribution with mean
 ## @var{m} and variance @var{v}.
@@ -29,10 +29,10 @@
 ## Author: TT <Teresa.Twaroch@ci.tuwien.ac.at>
 ## Description: CDF of the normal distribution
 
-function cdf = normal_cdf (x, m, v)
+function cdf = normcdf (x, m, v)
 
   if (! ((nargin == 1) || (nargin == 3)))
-    usage ("normal_cdf (x, m, v)");
+    usage ("normcdf (x, m, v)");
   endif
 
   if (nargin == 1)
@@ -43,7 +43,7 @@
   if (!isscalar (m) || !isscalar(v))
     [retval, x, m, v] = common_size (x, m, v);
     if (retval > 0)
-      error ("normal_cdf: x, m and v must be of common size or scalar");
+      error ("normcdf: x, m and v must be of common size or scalar");
     endif
   endif
 
--- a/scripts/statistics/distributions/norminv.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/norminv.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} normal_inv (@var{x}, @var{m}, @var{v})
+## @deftypefn {Function File} {} norminv (@var{x}, @var{m}, @var{v})
 ## For each element of @var{x}, compute the quantile (the inverse of the
 ## CDF) at @var{x} of the normal distribution with mean @var{m} and
 ## variance @var{v}.
@@ -29,10 +29,10 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: Quantile function of the normal distribution
 
-function inv = normal_inv (x, m, v)
+function inv = norminv (x, m, v)
 
   if (nargin != 1 && nargin != 3)
-    usage ("normal_inv (x, m, v)");
+    usage ("norminv (x, m, v)");
   endif
 
   if (nargin == 1)
@@ -43,7 +43,7 @@
   if (!isscalar (m) || !isscalar(v))
     [retval, x, m, v] = common_size (x, m, v);
     if (retval > 0)
-      error ("normal_inv: x, m and v must be of common size or scalars");
+      error ("norminv: x, m and v must be of common size or scalars");
     endif
   endif
 
--- a/scripts/statistics/distributions/normpdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/normpdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} normal_pdf (@var{x}, @var{m}, @var{v})
+## @deftypefn {Function File} {} normpdf (@var{x}, @var{m}, @var{v})
 ## For each element of @var{x}, compute the probability density function
 ## (PDF) at @var{x} of the normal distribution with mean @var{m} and
 ## variance @var{v}.
@@ -29,10 +29,10 @@
 ## Author: TT <Teresa.Twaroch@ci.tuwien.ac.at>
 ## Description: PDF of the normal distribution
 
-function pdf = normal_pdf (x, m, v)
+function pdf = normpdf (x, m, v)
 
   if (nargin != 1 && nargin != 3)
-    usage ("normal_pdf (x, m, v)");
+    usage ("normpdf (x, m, v)");
   endif
 
   if (nargin == 1)
@@ -43,7 +43,7 @@
   if (!isscalar (m) || !isscalar(v))
     [retval, x, m, v] = common_size (x, m, v);
     if (retval > 0)
-      error ("normal_pdf: x, m and v must be of common size or scalars");
+      error ("normpdf: x, m and v must be of common size or scalars");
     endif
   endif
 
--- a/scripts/statistics/distributions/normrnd.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/normrnd.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,8 +18,8 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} normal_rnd (@var{m}, @var{v}, @var{r}, @var{c})
-## @deftypefnx {Function File} {} normal_rnd (@var{m}, @var{v}, @var{sz})
+## @deftypefn {Function File} {} normrnd (@var{m}, @var{v}, @var{r}, @var{c})
+## @deftypefnx {Function File} {} normrnd (@var{m}, @var{v}, @var{sz})
 ## Return an @var{r} by @var{c}  or @code{size (@var{sz})} matrix of
 ## random samples from the normal distribution with parameters @var{m} 
 ## and @var{v}.  Both @var{m} and @var{v} must be scalar or of size 
@@ -32,29 +32,29 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: Random deviates from the normal distribution
 
-function rnd = normal_rnd (m, v, r, c)
+function rnd = normrnd (m, v, r, c)
 
   if (nargin > 1)
     if (!isscalar(m) || !isscalar(v)) 
       [retval, m, v] = common_size (m, v);
       if (retval > 0)
-	error ("normal_rnd: m and v must be of common size or scalar");
+	error ("normrnd: m and v must be of common size or scalar");
       endif
     endif
   endif
 
   if (nargin == 4)
     if (! (isscalar (r) && (r > 0) && (r == round (r))))
-      error ("normal_rnd: r must be a positive integer");
+      error ("normrnd: r must be a positive integer");
     endif
     if (! (isscalar (c) && (c > 0) && (c == round (c))))
-      error ("normal_rnd: c must be a positive integer");
+      error ("normrnd: c must be a positive integer");
     endif
     sz = [r, c];
 
     if (any (size (m) != 1)
 	&& (length (size (m)) != length (sz) || any (size (m) != sz)))
-      error ("normal_rnd: m and v must be scalar or of size [r, c]");
+      error ("normrnd: m and v must be scalar or of size [r, c]");
     endif
   elseif (nargin == 3)
     if (isscalar (r) && (r > 0))
@@ -62,17 +62,17 @@
     elseif (isvector(r) && all (r > 0))
       sz = r(:)';
     else
-      error ("normal_rnd: r must be a postive integer or vector");
+      error ("normrnd: r must be a postive integer or vector");
     endif
 
     if (any (size (m) != 1)
 	&& (length (size (m)) != length (sz) || any (size (m) != sz)))
-      error ("normal_rnd: m and v must be scalar or of size sz");
+      error ("normrnd: m and v must be scalar or of size sz");
     endif
   elseif (nargin == 2)
     sz = size(m);
   else
-    usage ("normal_rnd (m, v, r, c)");
+    usage ("normrnd (m, v, r, c)");
   endif
 
   if (isscalar (m) && isscalar (v))
--- a/scripts/statistics/distributions/poisscdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/poisscdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} poisson_cdf (@var{x}, @var{lambda})
+## @deftypefn {Function File} {} poisscdf (@var{x}, @var{lambda})
 ## For each element of @var{x}, compute the cumulative distribution
 ## function (CDF) at @var{x} of the Poisson distribution with parameter
 ## lambda.
@@ -27,16 +27,16 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: CDF of the Poisson distribution
 
-function cdf = poisson_cdf (x, l)
+function cdf = poisscdf (x, l)
 
   if (nargin != 2)
-    usage ("poisson_cdf (x, lambda)");
+    usage ("poisscdf (x, lambda)");
   endif
 
   if (!isscalar (l))
     [retval, x, l] = common_size (x, l);
     if (retval > 0)
-      error ("poisson_cdf: x and lambda must be of common size or scalar");
+      error ("poisscdf: x and lambda must be of common size or scalar");
     endif
   endif
 
--- a/scripts/statistics/distributions/poissinv.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/poissinv.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} poisson_inv (@var{x}, @var{lambda})
+## @deftypefn {Function File} {} poissinv (@var{x}, @var{lambda})
 ## For each component of @var{x}, compute the quantile (the inverse of
 ## the CDF) at @var{x} of the Poisson distribution with parameter
 ## @var{lambda}.
@@ -27,16 +27,16 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: Quantile function of the Poisson distribution
 
-function inv = poisson_inv (x, l)
+function inv = poissinv (x, l)
 
   if (nargin != 2)
-    usage ("poisson_inv (x, lambda)");
+    usage ("poissinv (x, lambda)");
   endif
 
   if (!isscalar (l))
     [retval, x, l] = common_size (x, l);
     if (retval > 0)
-      error ("poisson_inv: x and lambda must be of common size or scalar");
+      error ("poissinv: x and lambda must be of common size or scalar");
     endif
   endif
 
--- a/scripts/statistics/distributions/poisson_cdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,64 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} poisson_cdf (@var{x}, @var{lambda})
-## For each element of @var{x}, compute the cumulative distribution
-## function (CDF) at @var{x} of the Poisson distribution with parameter
-## lambda.
-## @end deftypefn
-
-## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description: CDF of the Poisson distribution
-
-function cdf = poisson_cdf (x, l)
-
-  if (nargin != 2)
-    usage ("poisson_cdf (x, lambda)");
-  endif
-
-  if (!isscalar (l))
-    [retval, x, l] = common_size (x, l);
-    if (retval > 0)
-      error ("poisson_cdf: x and lambda must be of common size or scalar");
-    endif
-  endif
-
-  cdf = zeros (size (x));
-
-  k = find (isnan (x) | !(l > 0));
-  if (any (k))
-    cdf(k) = NaN;
-  endif
-
-  k = find ((x == Inf) & (l > 0));
-  if (any (k))
-    cdf(k) = 1;
-  endif
-
-  k = find ((x >= 0) & (x < Inf) & (l > 0));
-  if (any (k))
-    if (isscalar (l))
-      cdf(k) = 1 - gammainc (l, floor (x(k)) + 1);
-    else
-      cdf(k) = 1 - gammainc (l(k), floor (x(k)) + 1);
-    endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/poisson_inv.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,77 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} poisson_inv (@var{x}, @var{lambda})
-## For each component of @var{x}, compute the quantile (the inverse of
-## the CDF) at @var{x} of the Poisson distribution with parameter
-## @var{lambda}.
-## @end deftypefn
-
-## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description: Quantile function of the Poisson distribution
-
-function inv = poisson_inv (x, l)
-
-  if (nargin != 2)
-    usage ("poisson_inv (x, lambda)");
-  endif
-
-  if (!isscalar (l))
-    [retval, x, l] = common_size (x, l);
-    if (retval > 0)
-      error ("poisson_inv: x and lambda must be of common size or scalar");
-    endif
-  endif
-
-  inv = zeros (size (x));
-
-  k = find ((x < 0) | (x > 1) | isnan (x) | !(l > 0));
-  if (any (k))
-    inv(k) = NaN;
-  endif
-
-  k = find ((x == 1) & (l > 0));
-  if (any (k))
-    inv(k) = Inf;
-  endif
-
-  k = find ((x > 0) & (x < 1) & (l > 0));
-  if (any (k))
-    if (isscalar (l))
-      cdf = exp (-l) * ones (size (k));
-    else
-      cdf = exp (-l(k));
-    endif
-    while (1)
-      m = find (cdf < x(k));
-      if (any (m))
-        inv(k(m)) = inv(k(m)) + 1;
-	if (isscalar (l))
-          cdf(m) = cdf(m) + poisson_pdf (inv(k(m)), l);
-	else
-          cdf(m) = cdf(m) + poisson_pdf (inv(k(m)), l(k(m)));
-	endif
-      else
-        break;
-      endif
-    endwhile
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/poisson_pdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,58 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} poisson_pdf (@var{x}, @var{lambda})
-## For each element of @var{x}, compute the probability density function
-## (PDF) at @var{x} of the poisson distribution with parameter @var{lambda}.
-## @end deftypefn
-
-## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description: PDF of the Poisson distribution
-
-function pdf = poisson_pdf (x, l)
-
-  if (nargin != 2)
-    usage ("poisson_pdf (x, lambda)");
-  endif
-
-  if (!isscalar (l))
-    [retval, x, l] = common_size (x, l);
-    if (retval > 0)
-      error ("poisson_pdf: x and lambda must be of common size or scalar");
-    endif
-  endif
-
-  pdf = zeros (size (x));
-
-  k = find (!(l > 0) | isnan (x));
-  if (any (k))
-    pdf(k) = NaN;
-  endif
-
-  k = find ((x >= 0) & (x < Inf) & (x == round (x)) & (l > 0));
-  if (any (k))
-    if (isscalar (l))
-      pdf(k) = exp (x(k) .* log (l) - l - gammaln (x(k) + 1));
-    else
-      pdf(k) = exp (x(k) .* log (l(k)) - l(k) - gammaln (x(k) + 1));
-    endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/poisson_rnd.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,114 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} poisson_rnd (@var{lambda}, @var{r}, @var{c})
-## Return an @var{r} by @var{c} matrix of random samples from the
-## Poisson distribution with parameter @var{lambda}, which must be a 
-## scalar or of size @var{r} by @var{c}.
-##
-## If @var{r} and @var{c} are omitted, the size of the result matrix is
-## the size of @var{lambda}.
-## @end deftypefn
-
-## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description: Random deviates from the Poisson distribution
-
-function rnd = poisson_rnd (l, r, c)
-
-  if (nargin == 3)
-    if (! (isscalar (r) && (r > 0) && (r == round (r))))
-      error ("poisson_rnd: r must be a positive integer");
-    endif
-    if (! (isscalar (c) && (c > 0) && (c == round (c))))
-      error ("poisson_rnd: c must be a positive integer");
-    endif
-    sz = [r, c];
-
-    if (any (size (l) != 1) && 
-	((length (size (l)) != length (sz)) || any (size (l) != sz)))
-      error ("poisson_rnd: lambda must be scalar or of size [r, c]");
-    endif
-  elseif (nargin == 2)
-    if (isscalar (r) && (r > 0))
-      sz = [r, r];
-    elseif (isvector(r) && all (r > 0))
-      sz = r(:)';
-    else
-      error ("poisson_rnd: r must be a postive integer or vector");
-    endif
-
-    if (any (size (l) != 1) && 
-	((length (size (l)) != length (sz)) || any (size (l) != sz)))
-      error ("poisson_rnd: lambda must be scalar or of size sz");
-    endif
-  elseif (nargin == 1)
-    sz = size (l);
-  else
-    usage ("poisson_rnd (lambda, r, c)");
-  endif
-
-  if (isscalar (l))
-
-    if (!(l >= 0) | !(l < Inf))
-      rnd = NaN * ones (sz);
-    elseif ((l > 0) & (l < Inf))
-      num = zeros (sz);
-      sum = - log (1 - rand (sz)) ./ l;
-      while (1)
-	ind = find (sum < 1);
-	if (any (ind))
-          sum(ind) = (sum(ind) - log (1 - rand (size (ind))) / l);
-          num(ind) = num(ind) + 1;
-	else
-          break;
-	endif
-      endwhile
-      rnd = num;
-    else
-      rnd = zeros (sz);
-    endif
-  else
-    rnd = zeros (sz);
-
-    k = find (!(l >= 0) | !(l < Inf));
-    if (any (k))
-      rnd(k) = NaN;
-    endif
-
-    k = find ((l > 0) & (l < Inf));
-    if (any (k))
-      l = l(k);
-      num = zeros (size (k));
-      sum = - log (1 - rand (size (k))) ./ l;
-      while (1)
-	ind = find (sum < 1);
-	if (any (ind))
-          sum(ind) = (sum(ind)
-                      - log (1 - rand (size (ind))) ./ l(ind));
-          num(ind) = num(ind) + 1;
-	else
-          break;
-	endif
-      endwhile
-      rnd(k) = num;
-    endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/poisspdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/poisspdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} poisson_pdf (@var{x}, @var{lambda})
+## @deftypefn {Function File} {} poisspdf (@var{x}, @var{lambda})
 ## For each element of @var{x}, compute the probability density function
 ## (PDF) at @var{x} of the poisson distribution with parameter @var{lambda}.
 ## @end deftypefn
@@ -26,16 +26,16 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: PDF of the Poisson distribution
 
-function pdf = poisson_pdf (x, l)
+function pdf = poisspdf (x, l)
 
   if (nargin != 2)
-    usage ("poisson_pdf (x, lambda)");
+    usage ("poisspdf (x, lambda)");
   endif
 
   if (!isscalar (l))
     [retval, x, l] = common_size (x, l);
     if (retval > 0)
-      error ("poisson_pdf: x and lambda must be of common size or scalar");
+      error ("poisspdf: x and lambda must be of common size or scalar");
     endif
   endif
 
--- a/scripts/statistics/distributions/poissrnd.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/poissrnd.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} poisson_rnd (@var{lambda}, @var{r}, @var{c})
+## @deftypefn {Function File} {} poissrnd (@var{lambda}, @var{r}, @var{c})
 ## Return an @var{r} by @var{c} matrix of random samples from the
 ## Poisson distribution with parameter @var{lambda}, which must be a 
 ## scalar or of size @var{r} by @var{c}.
@@ -30,20 +30,20 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: Random deviates from the Poisson distribution
 
-function rnd = poisson_rnd (l, r, c)
+function rnd = poissrnd (l, r, c)
 
   if (nargin == 3)
     if (! (isscalar (r) && (r > 0) && (r == round (r))))
-      error ("poisson_rnd: r must be a positive integer");
+      error ("poissrnd: r must be a positive integer");
     endif
     if (! (isscalar (c) && (c > 0) && (c == round (c))))
-      error ("poisson_rnd: c must be a positive integer");
+      error ("poissrnd: c must be a positive integer");
     endif
     sz = [r, c];
 
     if (any (size (l) != 1) && 
 	((length (size (l)) != length (sz)) || any (size (l) != sz)))
-      error ("poisson_rnd: lambda must be scalar or of size [r, c]");
+      error ("poissrnd: lambda must be scalar or of size [r, c]");
     endif
   elseif (nargin == 2)
     if (isscalar (r) && (r > 0))
@@ -51,17 +51,17 @@
     elseif (isvector(r) && all (r > 0))
       sz = r(:)';
     else
-      error ("poisson_rnd: r must be a postive integer or vector");
+      error ("poissrnd: r must be a postive integer or vector");
     endif
 
     if (any (size (l) != 1) && 
 	((length (size (l)) != length (sz)) || any (size (l) != sz)))
-      error ("poisson_rnd: lambda must be scalar or of size sz");
+      error ("poissrnd: lambda must be scalar or of size sz");
     endif
   elseif (nargin == 1)
     sz = size (l);
   else
-    usage ("poisson_rnd (lambda, r, c)");
+    usage ("poissrnd (lambda, r, c)");
   endif
 
   if (isscalar (l))
--- a/scripts/statistics/distributions/t_cdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,68 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} t_cdf (@var{x}, @var{n})
-## For each element of @var{x}, compute the CDF at @var{x} of the
-## t (Student) distribution with @var{n} degrees of freedom, i.e.,
-## PROB (t(@var{n}) <= @var{x}).
-## @end deftypefn
-
-## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description: CDF of the t distribution
-
-function cdf = t_cdf (x, n)
-
-  if (nargin != 2)
-    usage ("t_cdf (x, n)");
-  endif
-
-  if (!isscalar (n))
-    [retval, x, n] = common_size (x, n);
-    if (retval > 0)
-      error ("t_cdf: x and n must be of common size or scalar");
-    endif
-  endif
-
-  cdf = zeros (size (x));
-
-  k = find (isnan (x) | !(n > 0));
-  if (any (k))
-    cdf(k) = NaN;
-  endif
-
-  k = find ((x == Inf) & (n > 0));
-  if (any (k))
-    cdf(k) = 1;
-  endif
-
-  k = find ((x > -Inf) & (x < Inf) & (n > 0));
-  if (any (k))
-    if (isscalar (n))
-      cdf(k) = betainc (1 ./ (1 + x(k) .^ 2 ./ n), n / 2, 1 / 2) / 2;
-    else
-      cdf(k) = betainc (1 ./ (1 + x(k) .^ 2 ./ n(k)), n(k) / 2, 1 / 2) / 2;
-    endif
-    ind = find (x(k) > 0);
-    if (any (ind))
-      cdf(k(ind)) = 1 - cdf(k(ind));
-    endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/t_inv.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,83 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} t_inv (@var{x}, @var{n})
-## For each component of @var{x}, compute the quantile (the inverse of
-## the CDF) at @var{x} of the t (Student) distribution with parameter
-## @var{n}.
-## @end deftypefn
-
-## For very large n, the "correct" formula does not really work well,
-## and the quantiles of the standard normal distribution are used
-## directly.
-
-## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description: Quantile function of the t distribution
-
-function inv = t_inv (x, n)
-
-  if (nargin != 2)
-    usage ("t_inv (x, n)");
-  endif
-
-  if (!isscalar (n))
-    [retval, x, n] = common_size (x, n);
-    if (retval > 0)
-      error ("t_inv: x and n must be of common size or scalar");
-    endif
-  endif
-
-  inv = zeros (size (x));
-
-  k = find ((x < 0) | (x > 1) | isnan (x) | !(n > 0));
-  if (any (k))
-    inv(k) = NaN;
-  endif
-
-  k = find ((x == 0) & (n > 0));
-  if (any (k))
-    inv(k) = -Inf;
-  endif
-
-  k = find ((x == 1) & (n > 0));
-  if (any (k))
-    inv(k) = Inf;
-  endif
-
-  k = find ((x > 0) & (x < 1) & (n > 0) & (n < 10000));
-  if (any (k))
-    if (isscalar (n))
-      inv(k) = (sign (x(k) - 1/2)
-		.* sqrt (n .* (1 ./ beta_inv (2*min (x(k), 1 - x(k)),
-						 n/2, 1/2) - 1)));
-    else
-      inv(k) = (sign (x(k) - 1/2)
-		.* sqrt (n(k) .* (1 ./ beta_inv (2*min (x(k), 1 - x(k)),
-						 n(k)/2, 1/2) - 1)));
-    endif
-  endif
-
-  ## For large n, use the quantiles of the standard normal
-  k = find ((x > 0) & (x < 1) & (n >= 10000));
-  if (any (k))
-    inv(k) = stdnormal_inv (x(k));
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/t_pdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,61 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} t_pdf (@var{x}, @var{n})
-## For each element of @var{x}, compute the probability density function
-## (PDF) at @var{x} of the @var{t} (Student) distribution with @var{n}
-## degrees of freedom. 
-## @end deftypefn
-
-## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description: PDF of the t distribution
-
-function pdf = t_pdf (x, n)
-
-  if (nargin != 2)
-    usage ("t_pdf (x, n)");
-  endif
-
-  if (!isscalar (n))
-    [retval, x, n] = common_size (x, n);
-    if (retval > 0)
-      error ("t_pdf: x and n must be of common size or scalar");
-    endif
-  endif
-
-  pdf = zeros (size (x));
-
-  k = find (isnan (x) | !(n > 0) | !(n < Inf));
-  if (any (k))
-    pdf(k) = NaN;
-  endif
-
-  k = find (!isinf (x) & !isnan (x) & (n > 0) & (n < Inf));
-  if (any (k))
-    if (isscalar (n))
-      pdf(k) = (exp (- (n + 1) .* log (1 + x(k) .^ 2 ./ n)/2)
-		/ (sqrt (n) * beta (n/2, 1/2)));
-    else
-      pdf(k) = (exp (- (n(k) + 1) .* log (1 + x(k) .^ 2 ./ n(k))/2)
-		./ (sqrt (n(k)) .* beta (n(k)/2, 1/2)));
-    endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/t_rnd.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,91 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} t_rnd (@var{n}, @var{r}, @var{c})
-## @deftypefnx {Function File} {} t_rnd (@var{n}, @var{sz})
-## Return an @var{r} by @var{c} matrix of random samples from the t
-## (Student) distribution with @var{n} degrees of freedom.  @var{n} must
-## be a scalar or of size @var{r} by @var{c}. Or if @var{sz} is a
-## vector create a matrix of size @var{sz}.
-##
-## 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 t distribution
-
-function rnd = t_rnd (n, r, c)
-
-  if (nargin == 3)
-    if (! (isscalar (r) && (r > 0) && (r == round (r))))
-      error ("t_rnd: r must be a positive integer");
-    endif
-    if (! (isscalar (c) && (c > 0) && (c == round (c))))
-      error ("t_rnd: c must be a positive integer");
-    endif
-    sz = [r, c];
-
-    if (any (size (n) != 1) && 
-	((length (size (n)) != length (sz)) || any (size (n) != sz)))
-      error ("t_rnd: n must be scalar or of size sz");
-    endif
-  elseif (nargin == 2)
-    if (isscalar (r) && (r > 0))
-      sz = [r, r];
-    elseif (isvector(r) && all (r > 0))
-      sz = r(:)';
-    else
-      error ("t_rnd: r must be a postive integer or vector");
-    endif
-
-    if (any (size (n) != 1) && 
-	((length (size (n)) != length (sz)) || any (size (n) != sz)))
-      error ("t_rnd: n must be scalar or of size sz");
-    endif
-  elseif (nargin == 1)
-    sz = size (n);
-  else
-    usage ("t_rnd (n, r, c)");
-  endif
-
-  if (isscalar (n))
-    if (!(n > 0) || !(n < Inf))
-      rnd = NaN * ones (sz);
-    elseif ((n > 0) && (n < Inf))
-      rnd = t_inv (rand (sz), n);
-    else
-      rnd = zeros (size (n));
-    endif
-  else
-    rnd = zeros (size (n));
-
-    k = find (!(n > 0) | !(n < Inf));
-    if (any (k))
-      rnd(k) = NaN;
-    endif
-
-    k = find ((n > 0) & (n < Inf));
-    if (any (k))
-      rnd(k) = t_inv (rand (size (k)), n(k));
-    endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/tcdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/tcdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} t_cdf (@var{x}, @var{n})
+## @deftypefn {Function File} {} tcdf (@var{x}, @var{n})
 ## For each element of @var{x}, compute the CDF at @var{x} of the
 ## t (Student) distribution with @var{n} degrees of freedom, i.e.,
 ## PROB (t(@var{n}) <= @var{x}).
@@ -27,16 +27,16 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: CDF of the t distribution
 
-function cdf = t_cdf (x, n)
+function cdf = tcdf (x, n)
 
   if (nargin != 2)
-    usage ("t_cdf (x, n)");
+    usage ("tcdf (x, n)");
   endif
 
   if (!isscalar (n))
     [retval, x, n] = common_size (x, n);
     if (retval > 0)
-      error ("t_cdf: x and n must be of common size or scalar");
+      error ("tcdf: x and n must be of common size or scalar");
     endif
   endif
 
--- a/scripts/statistics/distributions/tinv.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/tinv.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} t_inv (@var{x}, @var{n})
+## @deftypefn {Function File} {} tinv (@var{x}, @var{n})
 ## For each component of @var{x}, compute the quantile (the inverse of
 ## the CDF) at @var{x} of the t (Student) distribution with parameter
 ## @var{n}.
@@ -31,16 +31,16 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: Quantile function of the t distribution
 
-function inv = t_inv (x, n)
+function inv = tinv (x, n)
 
   if (nargin != 2)
-    usage ("t_inv (x, n)");
+    usage ("tinv (x, n)");
   endif
 
   if (!isscalar (n))
     [retval, x, n] = common_size (x, n);
     if (retval > 0)
-      error ("t_inv: x and n must be of common size or scalar");
+      error ("tinv: x and n must be of common size or scalar");
     endif
   endif
 
--- a/scripts/statistics/distributions/tpdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/tpdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} t_pdf (@var{x}, @var{n})
+## @deftypefn {Function File} {} tpdf (@var{x}, @var{n})
 ## For each element of @var{x}, compute the probability density function
 ## (PDF) at @var{x} of the @var{t} (Student) distribution with @var{n}
 ## degrees of freedom. 
@@ -27,16 +27,16 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: PDF of the t distribution
 
-function pdf = t_pdf (x, n)
+function pdf = tpdf (x, n)
 
   if (nargin != 2)
-    usage ("t_pdf (x, n)");
+    usage ("tpdf (x, n)");
   endif
 
   if (!isscalar (n))
     [retval, x, n] = common_size (x, n);
     if (retval > 0)
-      error ("t_pdf: x and n must be of common size or scalar");
+      error ("tpdf: x and n must be of common size or scalar");
     endif
   endif
 
--- a/scripts/statistics/distributions/trnd.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/trnd.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,8 +18,8 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} t_rnd (@var{n}, @var{r}, @var{c})
-## @deftypefnx {Function File} {} t_rnd (@var{n}, @var{sz})
+## @deftypefn {Function File} {} trnd (@var{n}, @var{r}, @var{c})
+## @deftypefnx {Function File} {} trnd (@var{n}, @var{sz})
 ## Return an @var{r} by @var{c} matrix of random samples from the t
 ## (Student) distribution with @var{n} degrees of freedom.  @var{n} must
 ## be a scalar or of size @var{r} by @var{c}. Or if @var{sz} is a
@@ -32,20 +32,20 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: Random deviates from the t distribution
 
-function rnd = t_rnd (n, r, c)
+function rnd = trnd (n, r, c)
 
   if (nargin == 3)
     if (! (isscalar (r) && (r > 0) && (r == round (r))))
-      error ("t_rnd: r must be a positive integer");
+      error ("trnd: r must be a positive integer");
     endif
     if (! (isscalar (c) && (c > 0) && (c == round (c))))
-      error ("t_rnd: c must be a positive integer");
+      error ("trnd: c must be a positive integer");
     endif
     sz = [r, c];
 
     if (any (size (n) != 1) && 
 	((length (size (n)) != length (sz)) || any (size (n) != sz)))
-      error ("t_rnd: n must be scalar or of size sz");
+      error ("trnd: n must be scalar or of size sz");
     endif
   elseif (nargin == 2)
     if (isscalar (r) && (r > 0))
@@ -53,17 +53,17 @@
     elseif (isvector(r) && all (r > 0))
       sz = r(:)';
     else
-      error ("t_rnd: r must be a postive integer or vector");
+      error ("trnd: r must be a postive integer or vector");
     endif
 
     if (any (size (n) != 1) && 
 	((length (size (n)) != length (sz)) || any (size (n) != sz)))
-      error ("t_rnd: n must be scalar or of size sz");
+      error ("trnd: n must be scalar or of size sz");
     endif
   elseif (nargin == 1)
     sz = size (n);
   else
-    usage ("t_rnd (n, r, c)");
+    usage ("trnd (n, r, c)");
   endif
 
   if (isscalar (n))
--- a/scripts/statistics/distributions/unifcdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/unifcdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} uniform_cdf (@var{x}, @var{a}, @var{b})
+## @deftypefn {Function File} {} unifcdf (@var{x}, @var{a}, @var{b})
 ## Return the CDF at @var{x} of the uniform distribution on [@var{a},
 ## @var{b}], i.e., PROB (uniform (@var{a}, @var{b}) <= x).
 ##
@@ -28,10 +28,10 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: CDF of the uniform distribution
 
-function cdf = uniform_cdf (x, a, b)
+function cdf = unifcdf (x, a, b)
 
   if (nargin != 1 && nargin != 3)
-    usage ("uniform_cdf (x, a, b)");
+    usage ("unifcdf (x, a, b)");
   endif
 
   if (nargin == 1)
@@ -42,7 +42,7 @@
   if (!isscalar (a) || !isscalar(b))
     [retval, x, a, b] = common_size (x, a, b);
     if (retval > 0)
-      error ("uniform_cdf: x, a and b must be of common size or scalar");
+      error ("unifcdf: x, a and b must be of common size or scalar");
     endif
   endif
 
--- a/scripts/statistics/distributions/unifinv.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/unifinv.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} uniform_inv (@var{x}, @var{a}, @var{b})
+## @deftypefn {Function File} {} unifinv (@var{x}, @var{a}, @var{b})
 ## For each element of @var{x}, compute the quantile (the inverse of the
 ## CDF) at @var{x} of the uniform distribution on [@var{a}, @var{b}].
 ##
@@ -28,10 +28,10 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: Quantile function of the uniform distribution
 
-function inv = uniform_inv (x, a, b)
+function inv = unifinv (x, a, b)
 
   if (nargin != 1 && nargin != 3)
-    usage ("uniform_inv (x, a, b)");
+    usage ("unifinv (x, a, b)");
   endif
 
   if (nargin == 1)
--- a/scripts/statistics/distributions/uniform_cdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,71 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} uniform_cdf (@var{x}, @var{a}, @var{b})
-## Return the CDF at @var{x} of the uniform distribution on [@var{a},
-## @var{b}], i.e., PROB (uniform (@var{a}, @var{b}) <= x).
-##
-## Default values are @var{a} = 0, @var{b} = 1.
-## @end deftypefn
-
-## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description: CDF of the uniform distribution
-
-function cdf = uniform_cdf (x, a, b)
-
-  if (nargin != 1 && nargin != 3)
-    usage ("uniform_cdf (x, a, b)");
-  endif
-
-  if (nargin == 1)
-    a = 0;
-    b = 1;
-  endif
-
-  if (!isscalar (a) || !isscalar(b))
-    [retval, x, a, b] = common_size (x, a, b);
-    if (retval > 0)
-      error ("uniform_cdf: x, a and b must be of common size or scalar");
-    endif
-  endif
-
-  sz = size (x);
-  cdf = zeros (sz);
-
-  k = find (isnan (x) | !(a < b));
-  if (any (k))
-    cdf(k) = NaN;
-  endif
-
-  k = find ((x >= b) & (a < b));
-  if (any (k))
-    cdf(k) = 1;
-  endif
-  
-  k = find ((x > a) & (x < b));
-  if (any (k))
-    if (isscalar (a) && isscalar(b))
-      cdf(k) = (x(k) < b) .* (x(k) - a) ./ (b - a);
-    else
-      cdf(k) = (x(k) < b(k)) .* (x(k) - a(k)) ./ (b(k) - a(k));
-    endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/uniform_inv.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,66 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} uniform_inv (@var{x}, @var{a}, @var{b})
-## For each element of @var{x}, compute the quantile (the inverse of the
-## CDF) at @var{x} of the uniform distribution on [@var{a}, @var{b}].
-##
-## Default values are @var{a} = 0, @var{b} = 1.
-## @end deftypefn
-
-## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description: Quantile function of the uniform distribution
-
-function inv = uniform_inv (x, a, b)
-
-  if (nargin != 1 && nargin != 3)
-    usage ("uniform_inv (x, a, b)");
-  endif
-
-  if (nargin == 1)
-    a = 0;
-    b = 1;
-  endif
-
-  if (!isscalar (a) || !isscalar(b))
-    [retval, x, a, b] = common_size (x, a, b);
-    if (retval > 0)
-      error ("uniform_cdf: x, a and b must be of common size or scalar");
-    endif
-  endif
-
-  sz = size (x);
-  inv = zeros (sz);
-
-  k = find ((x < 0) | (x > 1) | isnan (x) | !(a < b));
-  if (any (k))
-    inv(k) = NaN;
-  endif
-
-  k = find ((x >= 0) & (x <= 1) & (a < b));
-  if (any (k))
-    if (isscalar (a) && isscalar(b))
-      inv(k) = a + x(k) .* (b - a);
-    else
-      inv(k) = a(k) + x(k) .* (b(k) - a(k));
-    endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/uniform_pdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,66 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} uniform_pdf (@var{x}, @var{a}, @var{b})
-## For each element of @var{x}, compute the PDF at @var{x} of the uniform
-## distribution on [@var{a}, @var{b}].
-##
-## Default values are @var{a} = 0, @var{b} = 1.
-## @end deftypefn
-
-## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description: PDF of the uniform distribution
-
-function pdf = uniform_pdf (x, a, b)
-
-  if (nargin != 1 && nargin != 3)
-    usage ("uniform_pdf (x, a, b)");
-  endif
-
-  if (nargin == 1)
-    a = 0;
-    b = 1;
-  endif
-
-  if (!isscalar (a) || !isscalar(b))
-    [retval, x, a, b] = common_size (x, a, b);
-    if (retval > 0)
-      error ("uniform_pdf: x, a and b must be of common size or scalars");
-    endif
-  endif
-
-  sz = size (x);
-  pdf = zeros (sz);
-
-  k = find (isnan (x) | !(a < b));
-  if (any (k))
-    pdf(k) = NaN;
-  endif
-
-  k = find ((x > a) & (x < b));
-  if (any (k))
-    if (isscalar (a) && isscalar(b))
-      pdf(k) = 1 ./ (b - a);
-    else
-      pdf(k) = 1 ./ (b(k) - a(k));
-    endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/uniform_rnd.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,92 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} uniform_rnd (@var{a}, @var{b}, @var{r}, @var{c})
-## @deftypefnx {Function File} {} uniform_rnd (@var{a}, @var{b}, @var{sz})
-## Return an @var{r} by @var{c} or a @code{size (@var{sz})} matrix of 
-## random samples from the uniform distribution on [@var{a}, @var{b}]. 
-## Both @var{a} and @var{b} must be scalar or of size @var{r} by @var{c}.
-##
-## If @var{r} and @var{c} are omitted, the size of the result matrix is
-## the common size of @var{a} and @var{b}.
-## @end deftypefn
-
-## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description: Random deviates from the uniform distribution
-
-function rnd = uniform_rnd (a, b, r, c)
-
-  if (nargin > 1)
-    if (!isscalar(a) || !isscalar(b)) 
-      [retval, a, b] = common_size (a, b);
-      if (retval > 0)
-	error ("uniform_rnd: a and b must be of common size or scalar");
-      endif
-    endif
-  endif
-
-  if (nargin == 4)
-    if (! (isscalar (r) && (r > 0) && (r == round (r))))
-      error ("uniform_rnd: r must be a positive integer");
-    endif
-    if (! (isscalar (c) && (c > 0) && (c == round (c))))
-      error ("uniform_rnd: c must be a positive integer");
-    endif
-    sz = [r, c];
-
-    if (any (size (a) != 1)
-	&& (length (size (a)) != length (sz) || any (size (a) != sz)))
-      error ("uniform_rnd: a and b must be scalar or of size [r, c]");
-    endif
-  elseif (nargin == 3)
-    if (isscalar (r) && (r > 0))
-      sz = [r, r];
-    elseif (isvector(r) && all (r > 0))
-      sz = r(:)';
-    else
-      error ("uniform_rnd: r must be a postive integer or vector");
-    endif
-
-    if (any (size (a) != 1)
-	&& (length (size (a)) != length (sz) || any (size (a) != sz)))
-      error ("uniform_rnd: a and b must be scalar or of size sz");
-    endif
-  elseif (nargin == 2)
-    sz = size(a);
-  else
-    usage ("uniform_rnd (a, b, r, c)");
-  endif
-
-  if (isscalar(a) && isscalar(b))
-    if (find (!(-Inf < a) | !(a < b) | !(b < Inf)))
-      rnd = NaN * ones(sz);
-    else
-      rnd =  a + (b - a) .* rand (sz);
-    endif
-  else
-    rnd =  a + (b - a) .* rand (sz);
-
-    k = find (!(-Inf < a) | !(a < b) | !(b < Inf));
-    if (any (k))
-      rnd(k) = NaN;
-    endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/unifpdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/unifpdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} uniform_pdf (@var{x}, @var{a}, @var{b})
+## @deftypefn {Function File} {} unifpdf (@var{x}, @var{a}, @var{b})
 ## For each element of @var{x}, compute the PDF at @var{x} of the uniform
 ## distribution on [@var{a}, @var{b}].
 ##
@@ -28,10 +28,10 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: PDF of the uniform distribution
 
-function pdf = uniform_pdf (x, a, b)
+function pdf = unifpdf (x, a, b)
 
   if (nargin != 1 && nargin != 3)
-    usage ("uniform_pdf (x, a, b)");
+    usage ("unifpdf (x, a, b)");
   endif
 
   if (nargin == 1)
@@ -42,7 +42,7 @@
   if (!isscalar (a) || !isscalar(b))
     [retval, x, a, b] = common_size (x, a, b);
     if (retval > 0)
-      error ("uniform_pdf: x, a and b must be of common size or scalars");
+      error ("unifpdf: x, a and b must be of common size or scalars");
     endif
   endif
 
--- a/scripts/statistics/distributions/unifrnd.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/unifrnd.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,8 +18,8 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} uniform_rnd (@var{a}, @var{b}, @var{r}, @var{c})
-## @deftypefnx {Function File} {} uniform_rnd (@var{a}, @var{b}, @var{sz})
+## @deftypefn {Function File} {} unifrnd (@var{a}, @var{b}, @var{r}, @var{c})
+## @deftypefnx {Function File} {} unifrnd (@var{a}, @var{b}, @var{sz})
 ## Return an @var{r} by @var{c} or a @code{size (@var{sz})} matrix of 
 ## random samples from the uniform distribution on [@var{a}, @var{b}]. 
 ## Both @var{a} and @var{b} must be scalar or of size @var{r} by @var{c}.
@@ -31,29 +31,29 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: Random deviates from the uniform distribution
 
-function rnd = uniform_rnd (a, b, r, c)
+function rnd = unifrnd (a, b, r, c)
 
   if (nargin > 1)
     if (!isscalar(a) || !isscalar(b)) 
       [retval, a, b] = common_size (a, b);
       if (retval > 0)
-	error ("uniform_rnd: a and b must be of common size or scalar");
+	error ("unifrnd: a and b must be of common size or scalar");
       endif
     endif
   endif
 
   if (nargin == 4)
     if (! (isscalar (r) && (r > 0) && (r == round (r))))
-      error ("uniform_rnd: r must be a positive integer");
+      error ("unifrnd: r must be a positive integer");
     endif
     if (! (isscalar (c) && (c > 0) && (c == round (c))))
-      error ("uniform_rnd: c must be a positive integer");
+      error ("unifrnd: c must be a positive integer");
     endif
     sz = [r, c];
 
     if (any (size (a) != 1)
 	&& (length (size (a)) != length (sz) || any (size (a) != sz)))
-      error ("uniform_rnd: a and b must be scalar or of size [r, c]");
+      error ("unifrnd: a and b must be scalar or of size [r, c]");
     endif
   elseif (nargin == 3)
     if (isscalar (r) && (r > 0))
@@ -61,17 +61,17 @@
     elseif (isvector(r) && all (r > 0))
       sz = r(:)';
     else
-      error ("uniform_rnd: r must be a postive integer or vector");
+      error ("unifrnd: r must be a postive integer or vector");
     endif
 
     if (any (size (a) != 1)
 	&& (length (size (a)) != length (sz) || any (size (a) != sz)))
-      error ("uniform_rnd: a and b must be scalar or of size sz");
+      error ("unifrnd: a and b must be scalar or of size sz");
     endif
   elseif (nargin == 2)
     sz = size(a);
   else
-    usage ("uniform_rnd (a, b, r, c)");
+    usage ("unifrnd (a, b, r, c)");
   endif
 
   if (isscalar(a) && isscalar(b))
--- a/scripts/statistics/distributions/weibcdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/weibcdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} weibull_cdf (@var{x}, @var{alpha}, @var{sigma})
+## @deftypefn {Function File} {} weibcdf (@var{x}, @var{alpha}, @var{sigma})
 ## Compute the cumulative distribution function (CDF) at @var{x} of the
 ## Weibull distribution with shape parameter @var{alpha} and scale
 ## parameter @var{sigma}, which is
@@ -34,16 +34,16 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: CDF of the Weibull distribution
 
-function cdf = weibull_cdf (x, shape, scale)
+function cdf = weibcdf (x, shape, scale)
 
   if (nargin != 3)
-    usage ("weibull_cdf (x, alpha, sigma)");
+    usage ("weibcdf (x, alpha, sigma)");
   endif
 
   if (!isscalar (shape) || !isscalar (scale))
     [retval, x, shape, scale] = common_size (x, shape, scale);
     if (retval > 0)
-      error ("weibull_cdf: x, alpha and sigma must be of common size or scalar");
+      error ("weibcdf: x, alpha and sigma must be of common size or scalar");
     endif
   endif
 
--- a/scripts/statistics/distributions/weibinv.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/weibinv.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} weibull_inv (@var{x}, @var{lambda}, @var{alpha})
+## @deftypefn {Function File} {} weibinv (@var{x}, @var{lambda}, @var{alpha})
 ## Compute the quantile (the inverse of the CDF) at @var{x} of the
 ## Weibull distribution with shape parameter @var{alpha} and scale
 ## parameter @var{sigma}.
@@ -27,16 +27,16 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: Quantile function of the Weibull distribution
 
-function inv = weibull_inv (x, shape, scale)
+function inv = weibinv (x, shape, scale)
 
   if (nargin != 3)
-    usage ("weibull_inv (x, alpha, sigma)");
+    usage ("weibinv (x, alpha, sigma)");
   endif
 
   if (!isscalar (shape) || !isscalar (scale))
     [retval, x, shape, scale] = common_size (x, shape, scale);
     if (retval > 0)
-      error ("weibull_inv: x, alpha and sigma must be of common size or scalar");
+      error ("weibinv: x, alpha and sigma must be of common size or scalar");
     endif
   endif
 
--- a/scripts/statistics/distributions/weibpdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/weibpdf.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} weibull_pdf (@var{x}, @var{alpha}, @var{sigma})
+## @deftypefn {Function File} {} weibpdf (@var{x}, @var{alpha}, @var{sigma})
 ## Compute the probability density function (PDF) at @var{x} of the
 ## Weibull distribution with shape parameter @var{alpha} and scale
 ## parameter @var{sigma} which is given by
@@ -34,16 +34,16 @@
 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description: PDF of the Weibull distribution
 
-function pdf = weibull_pdf (x, shape, scale)
+function pdf = weibpdf (x, shape, scale)
 
   if (nargin != 3)
-    usage ("weibull_pdf (x, alpha, sigma)");
+    usage ("weibpdf (x, alpha, sigma)");
   endif
 
   if (!isscalar (shape) || !isscalar (scale))
     [retval, x, shape, scale] = common_size (x, shape, scale);
     if (retval > 0)
-      error ("weibull_pdf: x, alpha and sigma must be of common size or scalar");
+      error ("weibpdf: x, alpha and sigma must be of common size or scalar");
     endif
   endif
 
--- a/scripts/statistics/distributions/weibull_cdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,73 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} weibull_cdf (@var{x}, @var{alpha}, @var{sigma})
-## Compute the cumulative distribution function (CDF) at @var{x} of the
-## Weibull distribution with shape parameter @var{alpha} and scale
-## parameter @var{sigma}, which is
-##
-## @example
-## 1 - exp(-(x/sigma)^alpha)
-## @end example
-##
-## @noindent
-## for @var{x} >= 0.
-## @end deftypefn
-
-## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description: CDF of the Weibull distribution
-
-function cdf = weibull_cdf (x, shape, scale)
-
-  if (nargin != 3)
-    usage ("weibull_cdf (x, alpha, sigma)");
-  endif
-
-  if (!isscalar (shape) || !isscalar (scale))
-    [retval, x, shape, scale] = common_size (x, shape, scale);
-    if (retval > 0)
-      error ("weibull_cdf: x, alpha and sigma must be of common size or scalar");
-    endif
-  endif
-
-  cdf = NaN * ones (size (x));
-
-  ok = ((shape > 0) & (shape < Inf) & (scale > 0) & (scale < Inf));
-
-  k = find ((x <= 0) & ok);
-  if (any (k))
-    cdf(k) = 0;
-  endif
-
-  k = find ((x > 0) & (x < Inf) & ok);
-  if (any (k))
-    if (isscalar (shape) && isscalar (scale))
-      cdf(k) = 1 - exp (- (x(k) / scale) .^ shape);
-    else
-      cdf(k) = 1 - exp (- (x(k) ./ scale(k)) .^ shape(k));
-    endif
-  endif
-
-  k = find ((x == Inf) & ok);
-  if (any (k))
-    cdf(k) = 1;
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/weibull_inv.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,66 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} weibull_inv (@var{x}, @var{lambda}, @var{alpha})
-## Compute the quantile (the inverse of the CDF) at @var{x} of the
-## Weibull distribution with shape parameter @var{alpha} and scale
-## parameter @var{sigma}.
-## @end deftypefn
-
-## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description: Quantile function of the Weibull distribution
-
-function inv = weibull_inv (x, shape, scale)
-
-  if (nargin != 3)
-    usage ("weibull_inv (x, alpha, sigma)");
-  endif
-
-  if (!isscalar (shape) || !isscalar (scale))
-    [retval, x, shape, scale] = common_size (x, shape, scale);
-    if (retval > 0)
-      error ("weibull_inv: x, alpha and sigma must be of common size or scalar");
-    endif
-  endif
-
-  inv = NaN * ones (size (x));
-
-  ok = ((shape > 0) & (shape < Inf) & (scale > 0) & (scale < Inf));
-
-  k = find ((x == 0) & ok);
-  if (any (k))
-    inv(k) = -Inf;
-  endif
-
-  k = find ((x > 0) & (x < 1) & ok);
-  if (any (k))
-    if (isscalar (shape) && isscalar (scale))
-      inv(k) = scale * (- log (1 - x(k))) .^ (1 / shape);
-    else
-      inv(k) = scale(k) .* (- log (1 - x(k))) .^ (1 ./ shape(k));
-    endif
-  endif
-
-  k = find ((x == 1) & ok);
-  if (any (k))
-    inv(k) = Inf;
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/weibull_pdf.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,71 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Kurt Hornik
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} weibull_pdf (@var{x}, @var{alpha}, @var{sigma})
-## Compute the probability density function (PDF) at @var{x} of the
-## Weibull distribution with shape parameter @var{alpha} and scale
-## parameter @var{sigma} which is given by
-##
-## @example
-##    alpha * sigma^(-alpha) * x^(alpha-1) * exp(-(x/sigma)^alpha)
-## @end example
-##
-## @noindent
-## for @var{x} > 0.
-## @end deftypefn
-
-## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
-## Description: PDF of the Weibull distribution
-
-function pdf = weibull_pdf (x, shape, scale)
-
-  if (nargin != 3)
-    usage ("weibull_pdf (x, alpha, sigma)");
-  endif
-
-  if (!isscalar (shape) || !isscalar (scale))
-    [retval, x, shape, scale] = common_size (x, shape, scale);
-    if (retval > 0)
-      error ("weibull_pdf: x, alpha and sigma must be of common size or scalar");
-    endif
-  endif
-
-  pdf = NaN * ones (size (x));
-  ok = ((shape > 0) & (shape < Inf) & (scale > 0) & (scale < Inf));
-
-  k = find ((x > -Inf) & (x <= 0) & ok);
-  if (any (k))
-    pdf(k) = 0;
-  endif
-
-  k = find ((x > 0) & (x < Inf) & ok);
-  if (any (k))
-    if (isscalar (shape) && isscalar (scale))
-      pdf(k) = (shape .* (scale .^ -shape)
-		.* (x(k) .^ (shape - 1))
-		.* exp(- (x(k) / scale) .^ shape));
-    else
-      pdf(k) = (shape(k) .* (scale(k) .^ -shape(k))
-		.* (x(k) .^ (shape(k) - 1))
-		.* exp(- (x(k) ./ scale(k)) .^ shape(k)));
-    endif
-  endif
-
-endfunction
--- a/scripts/statistics/distributions/wiener_rnd.m	Wed Jul 13 17:43:35 2005 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,55 +0,0 @@
-## Copyright (C) 1995, 1996, 1997  Friedrich Leisch
-##
-## This file is part of Octave.
-##
-## Octave is free software; you can redistribute it and/or modify it
-## under the terms of the GNU General Public License as published by
-## the Free Software Foundation; either version 2, or (at your option)
-## any later version.
-##
-## Octave is distributed in the hope that it will be useful, but
-## WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with Octave; see the file COPYING.  If not, write to the Free
-## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-## 02110-1301, USA.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {} wiener_rnd (@var{t}, @var{d}, @var{n})
-## Return a simulated realization of the @var{d}-dimensional Wiener Process
-## on the interval [0, @var{t}].  If @var{d} is omitted, @var{d} = 1 is
-## used. The first column of the return matrix contains time, the
-## remaining columns contain the Wiener process.
-##
-## The optional parameter @var{n} gives the number of summands used for
-## simulating the process over an interval of length 1.  If @var{n} is
-## omitted, @var{n} = 1000 is used.
-## @end deftypefn
-
-## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at>
-## Description: Simulate a Wiener process
-
-function retval = wiener_rnd (t, d, n)
-
-  if (nargin == 1)
-    d = 1;
-    n = 1000;
-  elseif (nargin == 2)
-    n = 1000;
-  elseif (nargin > 3)
-    usage ("wiener_rnd (t, d, n)");
-  endif
-
-  if (!isscalar (t) || !isscalar (d) || !isscalar (n))
-    error ("wiener_rnd: t, d and n must all be positive integers");
-  endif
-
-  retval = randn (n * t, d);
-  retval = cumsum (retval) / sqrt (n);
-
-  retval = [((1: n*t)' / n), retval];
-
-endfunction
--- a/scripts/statistics/distributions/wienrnd.m	Wed Jul 13 17:43:35 2005 +0000
+++ b/scripts/statistics/distributions/wienrnd.m	Wed Jul 13 17:53:49 2005 +0000
@@ -18,7 +18,7 @@
 ## 02110-1301, USA.
 
 ## -*- texinfo -*-
-## @deftypefn {Function File} {} wiener_rnd (@var{t}, @var{d}, @var{n})
+## @deftypefn {Function File} {} wienrnd (@var{t}, @var{d}, @var{n})
 ## Return a simulated realization of the @var{d}-dimensional Wiener Process
 ## on the interval [0, @var{t}].  If @var{d} is omitted, @var{d} = 1 is
 ## used. The first column of the return matrix contains time, the
@@ -32,7 +32,7 @@
 ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at>
 ## Description: Simulate a Wiener process
 
-function retval = wiener_rnd (t, d, n)
+function retval = wienrnd (t, d, n)
 
   if (nargin == 1)
     d = 1;
@@ -40,11 +40,11 @@
   elseif (nargin == 2)
     n = 1000;
   elseif (nargin > 3)
-    usage ("wiener_rnd (t, d, n)");
+    usage ("wienrnd (t, d, n)");
   endif
 
   if (!isscalar (t) || !isscalar (d) || !isscalar (n))
-    error ("wiener_rnd: t, d and n must all be positive integers");
+    error ("wienrnd: t, d and n must all be positive integers");
   endif
 
   retval = randn (n * t, d);