Mercurial > hg > octave-thorsten
view scripts/statistics/distributions/frnd.m @ 13171:19b9f17d22af
Overhaul of statistical distribution functions
Support class "single"
75% reduction in memory usage
More Matlab compatibility for corner cases
* betacdf.m, betainv.m, betapdf.m, betarnd.m, binocdf.m, binoinv.m, binopdf.m,
binornd.m, cauchy_cdf.m, cauchy_inv.m, cauchy_pdf.m, cauchy_rnd.m, chi2cdf.m,
chi2inv.m, chi2pdf.m, chi2rnd.m, discrete_cdf.m, discrete_inv.m,
discrete_pdf.m, discrete_rnd.m, empirical_cdf.m, empirical_inv.m,
empirical_pdf.m, empirical_rnd.m, expcdf.m, expinv.m, exppdf.m, exprnd.m,
fcdf.m, finv.m, fpdf.m, frnd.m, gamcdf.m, gaminv.m, gampdf.m, gamrnd.m,
geocdf.m, geoinv.m, geopdf.m, geornd.m, hygecdf.m, hygeinv.m, hygepdf.m,
hygernd.m, kolmogorov_smirnov_cdf.m, laplace_cdf.m, laplace_inv.m,
laplace_pdf.m, laplace_rnd.m, logistic_cdf.m, logistic_inv.m, logistic_pdf.m,
logistic_rnd.m, logncdf.m, logninv.m, lognpdf.m, lognrnd.m, nbincdf.m,
nbininv.m, nbinpdf.m, nbinrnd.m, normcdf.m, norminv.m, normpdf.m, normrnd.m,
poisscdf.m, poissinv.m, poisspdf.m, poissrnd.m, stdnormal_cdf.m,
stdnormal_inv.m, stdnormal_pdf.m, stdnormal_rnd.m, tcdf.m, tinv.m, tpdf.m,
trnd.m, unidcdf.m, unidinv.m, unidpdf.m, unidrnd.m, unifcdf.m, unifinv.m,
unifpdf.m, unifrnd.m, wblcdf.m, wblinv.m, wblpdf.m, wblrnd.m:
Return "single" outputs for "single" inputs,
Use logical indexing rather than find() for 75% memory savings,
Add tests for all functions,
Use consistent documentation across all functions,
More Matlab compatibilitcy for corner cases.
author | Rik <octave@nomad.inbox5.com> |
---|---|
date | Tue, 20 Sep 2011 12:13:13 -0700 |
parents | c21eb9c02c31 |
children | 72c96de7a403 |
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## Copyright (C) 2011 Rik Wehbring ## Copyright (C) 1995-2011 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 3 of the License, 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, see ## <http://www.gnu.org/licenses/>. ## -*- texinfo -*- ## @deftypefn {Function File} {} frnd (@var{m}, @var{n}) ## @deftypefnx {Function File} {} frnd (@var{m}, @var{n}, @var{r}) ## @deftypefnx {Function File} {} frnd (@var{m}, @var{n}, @var{r}, @var{c}, @dots{}) ## @deftypefnx {Function File} {} frnd (@var{m}, @var{n}, [@var{sz}]) ## Return a matrix of random samples from the F distribution with ## @var{m} and @var{n} degrees of freedom. ## ## When called with a single size argument, return a square matrix with ## the dimension specified. When called with more than one scalar argument the ## first two arguments are taken as the number of rows and columns and any ## further arguments specify additional matrix dimensions. The size may also ## be specified with a vector of dimensions @var{sz}. ## ## If no size arguments are given then the result matrix is the common size of ## @var{m} and @var{n}. ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: Random deviates from the F distribution function rnd = frnd (m, n, varargin) if (nargin < 2) print_usage (); endif if (!isscalar (m) || !isscalar (n)) [retval, m, n] = common_size (m, n); if (retval > 0) error ("frnd: M and N must be of common size or scalars"); endif endif if (iscomplex (m) || iscomplex (n)) error ("frnd: M and N must not be complex"); endif if (nargin == 2) sz = size (m); elseif (nargin == 3) if (isscalar (varargin{1}) && varargin{1} >= 0) sz = [varargin{1}, varargin{1}]; elseif (isrow (varargin{1}) && all (varargin{1} >= 0)) sz = varargin{1}; else error ("frnd: dimension vector must be row vector of non-negative integers"); endif elseif (nargin > 3) if (any (cellfun (@(x) (!isscalar (x) || x < 0), varargin))) error ("frnd: dimensions must be non-negative integers"); endif sz = [varargin{:}]; endif if (!isscalar (m) && !isequal (size (m), sz)) error ("frnd: M and N must be scalar or of size SZ"); endif if (isa (m, "single") || isa (n, "single")) cls = "single"; else cls = "double"; endif if (isscalar (m) && isscalar (n)) if ((m > 0) && (m < Inf) && (n > 0) && (n < Inf)) rnd = n/m * randg (m/2, sz) ./ randg (n/2, sz); else rnd = NaN (sz, cls); endif else rnd = NaN (sz, cls); k = (m > 0) & (m < Inf) & (n > 0) & (n < Inf); rnd(k) = n(k) ./ m(k) .* randg (m(k)/2) ./ randg (n(k)/2); endif endfunction %!assert(size (frnd (1,2)), [1, 1]); %!assert(size (frnd (ones(2,1), 2)), [2, 1]); %!assert(size (frnd (ones(2,2), 2)), [2, 2]); %!assert(size (frnd (1, 2*ones(2,1))), [2, 1]); %!assert(size (frnd (1, 2*ones(2,2))), [2, 2]); %!assert(size (frnd (1, 2, 3)), [3, 3]); %!assert(size (frnd (1, 2, [4 1])), [4, 1]); %!assert(size (frnd (1, 2, 4, 1)), [4, 1]); %% Test class of input preserved %!assert(class (frnd (1, 2)), "double"); %!assert(class (frnd (single(1), 2)), "single"); %!assert(class (frnd (single([1 1]), 2)), "single"); %!assert(class (frnd (1, single(2))), "single"); %!assert(class (frnd (1, single([2 2]))), "single"); %% Test input validation %!error frnd () %!error frnd (1) %!error frnd (ones(3),ones(2)) %!error frnd (ones(2),ones(3)) %!error frnd (i, 2) %!error frnd (2, i) %!error frnd (1,2, -1) %!error frnd (1,2, ones(2)) %!error frnd (1, 2, [2 -1 2]) %!error frnd (1,2, 1, ones(2)) %!error frnd (1,2, 1, -1) %!error frnd (ones(2,2), 2, 3) %!error frnd (ones(2,2), 2, [3, 2]) %!error frnd (ones(2,2), 2, 2, 3)