Mercurial > hg > octave-lyh
view scripts/statistics/distributions/discrete_rnd.m @ 5307:4c8a2e4e0717
[project @ 2005-04-26 19:24:27 by jwe]
author | jwe |
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date | Tue, 26 Apr 2005 19:24:47 +0000 |
parents | 265d566cc770 |
children | 2a16423e4aa0 |
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## Copyright (C) 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, Inc., 51 Franklin Street, Fifth Floor, Boston, MA ## 02110-1301, USA. ## -*- texinfo -*- ## @deftypefn {Function File} {} discrete_rnd (@var{n}, @var{v}, @var{p}) ## @deftypefnx {Function File} {} discrete_rnd (@var{v}, @var{p}, @var{r}, @var{c}) ## @deftypefnx {Function File} {} discrete_rnd (@var{v}, @var{p}, @var{sz}) ## Generate a row vector containing a random sample of size @var{n} from ## the univariate distribution which assumes the values in @var{v} with ## probabilities @var{p}. @var{n} must be a scalar. ## ## If @var{r} and @var{c} are given create a matrix with @var{r} rows and ## @var{c} columns. Or if @var{sz} is a vector, create a matrix of size ## @var{sz}. ## @end deftypefn ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> ## Description: Random deviates from a discrete distribution function rnd = discrete_rnd (v, p, r, c) if (nargin == 4) if (! (isscalar (r) && (r > 0) && (r == round (r)))) error ("discrete_rnd: r must be a positive integer"); endif if (! (isscalar (c) && (c > 0) && (c == round (c)))) error ("discrete_rnd: c must be a positive integer"); endif sz = [r, c]; elseif (nargin == 3) ## A potential problem happens here if all args are scalar, as ## we can't distiguish between the command syntax. Thankfully this ## case doesn't make much sense. So we assume the first syntax ## if the first arg is scalar if (isscalar (v)) sz = [1, floor(v)]; v = p; p = r; else if (isscalar (r) && (r > 0)) sz = [r, r]; elseif (isvector(r) && all (r > 0)) sz = r(:)'; else error ("discrete_rnd: r must be a postive integer or vector"); endif endif else usage ("discrete_rnd (n, v, p) | discrete_rnd (v, p, r, c)"); endif if (! isvector (v)) error ("discrete_rnd: v must be a vector"); elseif (! isvector (p) || (length (p) != length (v))) error ("discrete_rnd: p must be a vector with length (v) elements"); elseif (! (all (p >= 0) && any (p))) error ("discrete_rnd: p must be a nonzero, nonnegative vector"); endif n = prod (sz); m = length (v); u = rand (1, n); s = reshape (cumsum (p / sum (p)), m, 1); ## The following loop is a space/time tradeoff in favor of space, ## since the dataset may be large. ## ## Vectorized code is: ## rnd = v (1 + sum ((s * ones (1, n)) <= ((ones (m, 1) * u)))); rnd = reshape (rnd, sz); ## ## Non-vectorized code is: ## ## rnd = zeros (sz); ## for q=1:n ## rnd (q) = v (sum (s <= u (q)) + 1); ## endfor endfunction