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scripts/statistics/distributions/laplace_rnd.m

changeset 10289: 4b124317dc38
parent:93c65f2a5668
author: John W. Eaton <jwe@octave.org>
date: Tue Feb 09 20:58:55 2010 -0500 (31 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} {} laplace_rnd (@var{r}, @var{c})

    22## @deftypefnx {Function File} {} laplace_rnd (@var{sz});

    23## Return an @var{r} by @var{c} matrix of random numbers from the

    24## Laplace distribution.  Or if @var{sz} is a vector, create a matrix of

    25## @var{sz}.

    26## @end deftypefn

    27

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

    29## Description: Random deviates from the Laplace distribution

    30

    31function rnd = laplace_rnd (r, c)

    32

    33  if (nargin == 2)

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

    35      error ("laplace_rnd: r must be a positive integer");

    36    endif

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

    38      error ("laplace_rnd: c must be a positive integer");

    39    endif

    40    sz = [r, c];

    41  elseif (nargin == 1)

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

    43      sz = [r, r];

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

    45      sz = r(:)';

    46    else

    47      error ("laplace_rnd: r must be a positive integer or vector");

    48    endif

    49  else

    50    print_usage ();

    51  endif

    52

    53  tmp = rand (sz);

    54  rnd = ((tmp < 1/2) .* log (2 * tmp)

    55         - (tmp > 1/2) .* log (2 * (1 - tmp)));

    56

    57endfunction