Mercurial > hg > octave-avbm
view scripts/statistics/distributions/gamma_rnd.m @ 4030:22bd65326ec1
[project @ 2002-08-09 18:58:13 by jwe]
author | jwe |
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date | Fri, 09 Aug 2002 19:00:16 +0000 |
parents | 38c61cbf086c |
children | 4b0f3b055331 |
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## 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, 59 Temple Place - Suite 330, Boston, MA ## 02111-1307, USA. ## -*- texinfo -*- ## @deftypefn {Function File} {} gamma_rnd (@var{a}, @var{b}, @var{r}, @var{c}) ## Return an @var{r} by @var{c} 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 == 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 [retval, a, b] = common_size (a, b, zeros (r, c)); if (retval > 0) error ("gamma_rnd: a and b must be scalar or of size %d by %d", r, c); endif elseif (nargin == 2) [retval, a, b] = common_size (a, b); if (retval > 0) error ("gamma_rnd: a and b must be of common size or scalar"); endif else usage ("gamma_rnd (a, b, r, c)"); endif [r, c] = size (a); s = r * c; a = reshape (a, 1, s); b = reshape (b, 1, s); rnd = zeros (1, s); k = find (!(a > 0) | !(a < Inf) | !(b > 0) | !(b < Inf)); if (any (k)) rnd(k) = NaN * ones (1, length (k)); endif k = find ((a > 0) & (a < Inf) & (b > 0) & (b < Inf)); if (any (k)) rnd(k) = gamma_inv (rand (1, length (k)), a(k), b(k)); endif rnd = reshape (rnd, r, c); endfunction