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[project @ 2000-01-13 08:40:00 by jwe]
author jwe
date Thu, 13 Jan 2000 08:40:53 +0000
parents e4f4b2d26ee9
children 434790acb067
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1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik
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2 ##
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3 ## This program is free software; you can redistribute it and/or modify
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4 ## it under the terms of the GNU General Public License as published by
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5 ## the Free Software Foundation; either version 2, or (at your option)
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6 ## any later version.
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7 ##
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8 ## This program is distributed in the hope that it will be useful, but
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9 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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11 ## General Public License for more details.
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12 ##
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13 ## You should have received a copy of the GNU General Public License
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14 ## along with this file. If not, write to the Free Software Foundation,
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15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
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16
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17 ## usage: exponential_rnd (lambda [, r, c])
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18 ##
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19 ## exponential_rnd (lambda) returns a matrix of random samples from the
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20 ## exponential distribution with parameter lambda. The size of the
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21 ## matrix is the size of lambda.
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22 ##
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23 ## exponential_rnd (lambda, r, c) returns an r by c matrix of random
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24 ## samples from the exponential distribution with parameter lambda,
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25 ## which must be a scalar or of size r by c.
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26
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27 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
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28 ## Description: Random deviates from the exponential distribution
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29
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30 function rnd = exponential_rnd (l, r, c)
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31
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32 if (nargin == 3)
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33 if ( !(is_scalar (r) && (r > 0) && (r == round (r))) )
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34 error ("exponential_rnd: r must be a positive integer");
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35 endif
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36 if ( !(is_scalar (c) && (c > 0) && (c == round (c))) )
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37 error ("exponential_rnd: c must be a positive integer");
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38 endif
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39 [retval, l] = common_size (l, zeros (r, c));
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40 if (retval > 0)
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41 error (strcat("exponential_rnd: ",
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42 "lambda must be scalar or of size ",
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43 sprintf ("%d by %d", r, c)));
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44 endif
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45 elseif (nargin != 1)
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46 usage ("exponential_rnd (lambda [, r, c])");
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47 endif
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48
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49 [r, c] = size (l);
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50 s = r * c;
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51 l = reshape (l, 1, s);
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52 rnd = zeros (1, s);
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53
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54 k = find (!(l > 0) | !(l < Inf));
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55 if (any (k))
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56 rnd(k) = NaN * ones (1, length (k));
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57 endif
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58 k = find ((l > 0) & (l < Inf));
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59 if (any (k))
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60 rnd(k) = - log (1 - rand (1, length (k))) ./ l(k);
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61 endif
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62
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63 rnd = reshape (rnd, r, c);
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64
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65 endfunction