Mercurial > hg > octave-thorsten
view scripts/statistics/distributions/hygernd.m @ 14817:8d3ab19f8599
Fix logncdf tests to use more accurate expected result.
* scripts/statistics/distributions/logncdf.m: use erf(1/sqrt(2)*1/sqrt(2))
instead of erf(1/2) to avoid floating point errors that are below eps
(alternate solution would be to add tolerance to the tests).
author | Michael Goffioul <michael.goffioul@gmail.com> |
---|---|
date | Tue, 12 Jun 2012 19:50:13 +0100 |
parents | f3d52523cde1 |
children |
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## Copyright (C) 2012 Rik Wehbring ## Copyright (C) 1997-2012 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} {} hygernd (@var{t}, @var{m}, @var{n}) ## @deftypefnx {Function File} {} hygernd (@var{t}, @var{m}, @var{n}, @var{r}) ## @deftypefnx {Function File} {} hygernd (@var{t}, @var{m}, @var{n}, @var{r}, @var{c}, @dots{}) ## @deftypefnx {Function File} {} hygernd (@var{t}, @var{m}, @var{n}, [@var{sz}]) ## Return a matrix of random samples from the hypergeometric distribution ## with parameters @var{t}, @var{m}, and @var{n}. ## ## The parameters @var{t}, @var{m}, and @var{n} must be positive integers ## with @var{m} and @var{n} not greater than @var{t}. ## ## 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{t}, @var{m}, and @var{n}. ## @end deftypefn function rnd = hygernd (t, m, n, varargin) if (nargin < 3) print_usage (); endif if (! isscalar (t) || ! isscalar (m) || ! isscalar (n)) [retval, t, m, n] = common_size (t, m, n); if (retval > 0) error ("hygernd: T, M, and N must be of common size or scalars"); endif endif if (iscomplex (t) || iscomplex (m) || iscomplex (n)) error ("hygernd: T, M, and N must not be complex"); endif if (nargin == 3) sz = size (t); elseif (nargin == 4) 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 ("hygernd: dimension vector must be row vector of non-negative integers"); endif elseif (nargin > 4) if (any (cellfun (@(x) (!isscalar (x) || x < 0), varargin))) error ("hygernd: dimensions must be non-negative integers"); endif sz = [varargin{:}]; endif if (!isscalar (t) && !isequal (size (t), sz)) error ("hygernd: T, M, and N must be scalar or of size SZ"); endif if (isa (t, "single") || isa (m, "single") || isa (n, "single")) cls = "single"; else cls = "double"; endif ok = ((t >= 0) & (m >= 0) & (n > 0) & (m <= t) & (n <= t) & (t == fix (t)) & (m == fix (m)) & (n == fix (n))); if (isscalar (t)) if (ok) v = 0:n; p = hygepdf (v, t, m, n); rnd = v(lookup (cumsum (p(1:end-1)) / sum (p), rand (sz)) + 1); rnd = reshape (rnd, sz); if (strcmp (cls, "single")) rnd = single (rnd); endif else rnd = NaN (sz, cls); endif else rnd = NaN (sz, cls); rn = rand (sz); for i = find (ok(:)') # Must be row vector arg to for loop v = 0 : n(i); p = hygepdf (v, t(i), m(i), n(i)); rnd(i) = v(lookup (cumsum (p(1 : end-1)) / sum (p), rn(i)) + 1); endfor endif endfunction %!assert (size (hygernd (4,2,2)), [1, 1]) %!assert (size (hygernd (4*ones (2,1), 2,2)), [2, 1]) %!assert (size (hygernd (4*ones (2,2), 2,2)), [2, 2]) %!assert (size (hygernd (4, 2*ones (2,1), 2)), [2, 1]) %!assert (size (hygernd (4, 2*ones (2,2), 2)), [2, 2]) %!assert (size (hygernd (4, 2, 2*ones (2,1))), [2, 1]) %!assert (size (hygernd (4, 2, 2*ones (2,2))), [2, 2]) %!assert (size (hygernd (4, 2, 2, 3)), [3, 3]) %!assert (size (hygernd (4, 2, 2, [4 1])), [4, 1]) %!assert (size (hygernd (4, 2, 2, 4, 1)), [4, 1]) %!assert (class (hygernd (4,2,2)), "double") %!assert (class (hygernd (single (4),2,2)), "single") %!assert (class (hygernd (single ([4 4]),2,2)), "single") %!assert (class (hygernd (4,single (2),2)), "single") %!assert (class (hygernd (4,single ([2 2]),2)), "single") %!assert (class (hygernd (4,2,single (2))), "single") %!assert (class (hygernd (4,2,single ([2 2]))), "single") %% Test input validation %!error hygernd () %!error hygernd (1) %!error hygernd (1,2) %!error hygernd (ones (3), ones (2), ones (2), 2) %!error hygernd (ones (2), ones (3), ones (2), 2) %!error hygernd (ones (2), ones (2), ones (3), 2) %!error hygernd (i, 2, 2) %!error hygernd (2, i, 2) %!error hygernd (2, 2, i) %!error hygernd (4,2,2, -1) %!error hygernd (4,2,2, ones (2)) %!error hygernd (4,2,2, [2 -1 2]) %!error hygernd (4*ones (2),2,2, 3) %!error hygernd (4*ones (2),2,2, [3, 2]) %!error hygernd (4*ones (2),2,2, 3, 2)