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1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik |
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2 ## |
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3 ## This file is part of Octave. |
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4 ## |
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5 ## Octave is free software; you can redistribute it and/or modify it |
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6 ## under the terms of the GNU General Public License as published by |
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7 ## the Free Software Foundation; either version 2, or (at your option) |
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8 ## any later version. |
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9 ## |
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10 ## Octave is distributed in the hope that it will be useful, but |
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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13 ## General Public License for more details. |
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14 ## |
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15 ## You should have received a copy of the GNU General Public License |
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16 ## along with Octave; see the file COPYING. If not, write to the Free |
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17 ## Software Foundation, 59 Temple Place - Suite 330, Boston, MA |
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18 ## 02111-1307, USA. |
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19 |
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20 ## -*- texinfo -*- |
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21 ## @deftypefn {Function File} {} cauchy_rnd (@var{lambda}, @var{sigma}, @var{r}, @var{c}) |
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22 ## Return an @var{r} by @var{c} matrix of random samples from the Cauchy |
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23 ## distribution with parameters @var{lambda} and @var{sigma} which must |
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24 ## both be scalar or of size @var{r} by @var{c}. |
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25 ## |
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26 ## If @var{r} and @var{c} are omitted, the size of the result matrix is |
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27 ## the common size of @var{lambda} and @var{sigma}. |
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28 ## @end deftypefn |
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29 |
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30 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> |
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31 ## Description: Random deviates from the Cauchy distribution |
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32 |
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33 function rnd = cauchy_rnd (l, scale, r, c) |
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34 |
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35 if (nargin == 4) |
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36 if (! (is_scalar (r) && (r > 0) && (r == round (r)))) |
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37 error ("cauchy_rnd: r must be a positive integer"); |
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38 endif |
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39 if (! (is_scalar (c) && (c > 0) && (c == round (c)))) |
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40 error ("cauchy_rnd: c must be a positive integer"); |
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41 endif |
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42 [retval, l, scale] = common_size (l, scale, zeros (r, c)); |
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43 if (retval > 0) |
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44 error ("cauchy_rnd: lambda and sigma must be scalar or of size %d by %d", |
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45 r, c); |
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46 endif |
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47 elseif (nargin == 2) |
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48 [retval, l, scale] = common_size (l, scale); |
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49 if (retval > 0) |
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50 error ("cauchy_rnd: lambda and sigma must be of common size or scalar"); |
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51 endif |
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52 [r, c] = size (l); |
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53 else |
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54 usage ("cauchy_rnd (lambda, sigma, r, c)"); |
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55 endif |
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56 |
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57 s = r * c; |
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58 l = reshape (l, 1, s); |
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59 scale = reshape (scale, 1, s); |
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60 |
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61 rnd = NaN * ones (1, s); |
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62 |
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63 k = find ((l > -Inf) & (l < Inf) & (scale > 0) & (scale < Inf)); |
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64 if (any (k)) |
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65 rnd(k) = l(k) - cot (pi * rand (1, length (k))) .* scale(k); |
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66 endif |
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67 |
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68 rnd = reshape (rnd, r, c); |
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69 |
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70 endfunction |
