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scripts/statistics/distributions/cauchy_rnd.m

changeset 10289: 4b124317dc38
parent:93c65f2a5668
author: John W. Eaton <jwe@octave.org>
date: Tue Feb 09 20:58:55 2010 -0500 (63 minutes ago)
permissions: -rw-r--r--
description: base_properties::set_children: account for hidden children 
     1## Copyright (C) 1995, 1996, 1997, 1998, 2000, 2002, 2004, 2005, 2006,

     2##               2007 Kurt Hornik

     3##

     4## This file is part of Octave.

     5##

     6## Octave is free software; you can redistribute it and/or modify it

     7## under the terms of the GNU General Public License as published by

     8## the Free Software Foundation; either version 3 of the License, or (at

     9## your option) any later version.

    10##

    11## Octave is distributed in the hope that it will be useful, but

    12## WITHOUT ANY WARRANTY; without even the implied warranty of

    13## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU

    14## General Public License for more details.

    15##

    16## You should have received a copy of the GNU General Public License

    17## along with Octave; see the file COPYING.  If not, see

    18## <http://www.gnu.org/licenses/>.

    19

    20## -*- texinfo -*-

    21## @deftypefn {Function File} {} cauchy_rnd (@var{lambda}, @var{sigma}, @var{r}, @var{c})

    22## @deftypefnx {Function File} {} cauchy_rnd (@var{lambda}, @var{sigma}, @var{sz})

    23## Return an @var{r} by @var{c} or a @code{size (@var{sz})} matrix of 

    24## random samples from the Cauchy distribution with parameters @var{lambda} 

    25## and @var{sigma} which must both be scalar or of size @var{r} by @var{c}.

    26##

    27## If @var{r} and @var{c} are omitted, the size of the result matrix is

    28## the common size of @var{lambda} and @var{sigma}.

    29## @end deftypefn

    30

    31## Author: KH <Kurt.Hornik@wu-wien.ac.at>

    32## Description: Random deviates from the Cauchy distribution

    33

    34function rnd = cauchy_rnd (l, scale, r, c)

    35

    36  if (nargin > 1)

    37    if (!isscalar (l) || !isscalar (scale)) 

    38      [retval, l, scale] = common_size (l, scale);

    39      if (retval > 0)

    40	error ("cauchy_rnd: lambda and sigma must be of common size or scalar");

    41      endif

    42    endif

    43  endif

    44

    45  if (nargin == 4)

    46    if (! (isscalar (r) && (r > 0) && (r == round (r))))

    47      error ("cauchy_rnd: r must be a positive integer");

    48    endif

    49    if (! (isscalar (c) && (c > 0) && (c == round (c))))

    50      error ("cauchy_rnd: c must be a positive integer");

    51    endif

    52    sz = [r, c];

    53

    54    if (any (size (l) != 1)

    55	&& (length (size (l)) != length (sz) || any (size (l) != sz)))

    56      error ("cauchy_rnd: lambda and sigma must be scalar or of size [r, c]");

    57    endif

    58  elseif (nargin == 3)

    59    if (isscalar (r) && (r > 0))

    60      sz = [r, r];

    61    elseif (isvector(r) && all (r > 0))

    62      sz = r(:)';

    63    else

    64      error ("cauchy_rnd: r must be a positive integer or vector");

    65    endif

    66

    67    if (any (size (l) != 1)

    68	&& (length (size (l)) != length (sz) ||	any (size (l) != sz)))

    69      error ("cauchy_rnd: lambda and sigma must be scalar or of size sz");

    70    endif

    71  elseif (nargin == 2)

    72    sz = size(l);

    73  else

    74    print_usage ();

    75  endif

    76

    77  if (isscalar (l) && isscalar (scale)) 

    78    if (find (!(l > -Inf) | !(l < Inf) | !(scale > 0) | !(scale < Inf)))

    79      rnd = NaN * ones (sz);

    80    else

    81      rnd = l - cot (pi * rand (sz)) .* scale;

    82    endif

    83  else

    84    rnd = NaN * ones (sz);

    85    k = find ((l > -Inf) & (l < Inf) & (scale > 0) & (scale < Inf));

    86    if (any (k))

    87      rnd(k) = l(k)(:) - cot (pi * rand (size (k))) .* scale(k)(:);

    88    endif

    89  endif

    90

    91endfunction