Mercurial > octave
view scripts/statistics/distributions/exponential_rnd.m @ 3426:f8dde1807dee
[project @ 2000-01-13 08:40:00 by jwe]
author | jwe |
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date | Thu, 13 Jan 2000 08:40:53 +0000 |
parents | e4f4b2d26ee9 |
children | 434790acb067 |
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## 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: exponential_rnd (lambda [, r, c]) ## ## exponential_rnd (lambda) returns a matrix of random samples from the ## exponential distribution with parameter lambda. The size of the ## matrix is the size of lambda. ## ## exponential_rnd (lambda, r, c) returns an r by c matrix of random ## samples from the exponential distribution with parameter lambda, ## which must be a scalar or of size r by c. ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> ## Description: Random deviates from the exponential distribution function rnd = exponential_rnd (l, r, c) if (nargin == 3) if ( !(is_scalar (r) && (r > 0) && (r == round (r))) ) error ("exponential_rnd: r must be a positive integer"); endif if ( !(is_scalar (c) && (c > 0) && (c == round (c))) ) error ("exponential_rnd: c must be a positive integer"); endif [retval, l] = common_size (l, zeros (r, c)); if (retval > 0) error (strcat("exponential_rnd: ", "lambda must be scalar or of size ", sprintf ("%d by %d", r, c))); endif elseif (nargin != 1) usage ("exponential_rnd (lambda [, r, c])"); endif [r, c] = size (l); s = r * c; l = reshape (l, 1, s); rnd = zeros (1, s); k = find (!(l > 0) | !(l < Inf)); if (any (k)) rnd(k) = NaN * ones (1, length (k)); endif k = find ((l > 0) & (l < Inf)); if (any (k)) rnd(k) = - log (1 - rand (1, length (k))) ./ l(k); endif rnd = reshape (rnd, r, c); endfunction