## Copyright (C) 1995, 1996, 1997  Kurt Hornik
## 
## This program is free software; you can redistribute it and/or modify
## it under the terms of the GNU General Public License as published by
## the Free Software Foundation; either version 2, or (at your option)
## any later version.
## 
## This program is distributed in the hope that it will be useful, but
## WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
## General Public License for more details. 
## 
## You should have received a copy of the GNU General Public License
## along with this file.  If not, write to the Free Software Foundation,
## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.

## usage:  cauchy_rnd (lambda, sigma [, r, c])
##
## cauchy_rnd (lambda, sigma) returns a matrix of random samples from
## the Cauchy distribution with parameters lambda and sigma.  The size
## of the matrix is the common size of the parameters.
##
## cauchy_rnd (lambda, sigma, r, c) returns an r by c matrix of random
## samples from the Cauchy distribution with parameters lambda and sigma
## which must both be scalar or of size r by c.
  
## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
## Description:  Random deviates from the Cauchy distribution

function rnd = cauchy_rnd (l, scale, r, c)
  
  if (nargin == 4)
    if ( !(is_scalar (r) && (r > 0) && (r == round (r))) )
      error ("cauchy_rnd:  r must be a positive integer");
    endif
    if ( !(is_scalar (c) && (c > 0) && (c == round (c))) )
      error ("cauchy_rnd:  c must be a positive integer");
    endif
    [retval, l, scale] = common_size (l, scale, zeros (r, c));
    if (retval > 0)
      error (strcat("cauchy_rnd:  ",
		    "lambda and sigma must be scalar or of size",
		    sprintf ("%d by %d.", r, c)));
    endif
  elseif (nargin == 2)
    [retval, l, scale] = common_size (l, scale);
    if (retval > 0)
      error (["cauchy_rnd:  ", ...
	      "lambda and sigma must be of common size or scalar"]);
    endif
    [r, c] = size (l);
  else
    usage ("cauchy_rnd (lambda, sigma [, r, c])");
  endif
      
  s = r * c;
  l = reshape (l, 1, s);
  scale = reshape (scale, 1, s);
  
  rnd = NaN * ones (1, s);
  
  k = find ((l > -Inf) & (l < Inf) & (scale > 0) & (scale < Inf));
  if (any (k))
    rnd(k) = l(k) - cot (pi * rand (1, length (k))) .* scale(k);
  endif

  rnd = reshape (rnd, r, c);
  
endfunction