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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 ## -*- texinfo -*- |
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18 ## @deftypefn {Function File} {} cauchy_rnd (@var{lambda}, @var{sigma}, @var{r}, @var{c}) |
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19 ## Return an @var{r} by @var{c} matrix of random samples from the Cauchy |
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20 ## distribution with parameters @var{lambda} and @var{sigma} which must |
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21 ## both be scalar or of size @var{r} by @var{c}. |
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22 ## |
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23 ## If @var{r} and @var{c} are omitted, the size of the result matrix is |
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24 ## the common size of @var{lambda} and @var{sigma}. |
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25 ## @end deftypefn |
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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 Cauchy distribution |
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29 |
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30 function rnd = cauchy_rnd (l, scale, r, c) |
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31 |
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32 if (nargin == 4) |
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33 if (! (is_scalar (r) && (r > 0) && (r == round (r)))) |
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34 error ("cauchy_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 ("cauchy_rnd: c must be a positive integer"); |
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38 endif |
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39 [retval, l, scale] = common_size (l, scale, zeros (r, c)); |
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40 if (retval > 0) |
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41 error ("cauchy_rnd: lambda and sigma must be scalar or of size %d by %d", |
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42 r, c); |
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43 endif |
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44 elseif (nargin == 2) |
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45 [retval, l, scale] = common_size (l, scale); |
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46 if (retval > 0) |
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47 error ("cauchy_rnd: lambda and sigma must be of common size or scalar"); |
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48 endif |
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49 [r, c] = size (l); |
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50 else |
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51 usage ("cauchy_rnd (lambda, sigma, r, c)"); |
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52 endif |
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53 |
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54 s = r * c; |
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55 l = reshape (l, 1, s); |
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56 scale = reshape (scale, 1, s); |
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57 |
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58 rnd = NaN * ones (1, s); |
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59 |
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60 k = find ((l > -Inf) & (l < Inf) & (scale > 0) & (scale < Inf)); |
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61 if (any (k)) |
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62 rnd(k) = l(k) - cot (pi * rand (1, length (k))) .* scale(k); |
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63 endif |
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64 |
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65 rnd = reshape (rnd, r, c); |
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66 |
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67 endfunction |
