/usr/share/octave/packages/statistics-1.3.0/bbsrnd.m is in octave-statistics 1.3.0-1.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 | ## Copyright (C) 2016 Dag Lyberg
## Copyright (C) 1995-2015 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 {} {} bbsrnd (@var{location}, @var{scale}, @var{shape})
## @deftypefnx {} {} bbsrnd (@var{location}, @var{scale}, @var{shape}, @var{r})
## @deftypefnx {} {} bbsrnd (@var{location}, @var{scale}, @var{shape}, @var{r}, @var{c}, @dots{})
## @deftypefnx {} {} bbsrnd (@var{location}, @var{scale}, @var{shape}, [@var{sz}])
## Return a matrix of random samples from the generalized Pareto distribution
## with parameters @var{location}, @var{scale} and @var{shape}.
##
## 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{location}, @var{scale} and @var{shape}.
## @end deftypefn
## Author: Dag Lyberg <daglyberg80@gmail.com>
## Description: Random deviates from the Birnbaum-Saunders distribution
function rnd = bbsrnd (location, scale, shape, varargin)
if (nargin < 3)
print_usage ();
endif
if (! isscalar (location) || ! isscalar (scale) || ! isscalar (shape))
[retval, location, scale, shape] = common_size (location, scale, shape);
if (retval > 0)
error ("bbsrnd: LOCATION, SCALE and SHAPE must be of common size or scalars");
endif
endif
if (iscomplex (location) || iscomplex (scale) || iscomplex (shape))
error ("bbsrnd: LOCATION, SCALE and SHAPE must not be complex");
endif
if (nargin == 3)
sz = size (location);
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 ("bbsrnd: dimension vector must be row vector of non-negative integers");
endif
elseif (nargin > 3)
if (any (cellfun (@(x) (! isscalar (x) || x < 0), varargin)))
error ("bbsrnd: dimensions must be non-negative integers");
endif
sz = [varargin{:}];
endif
if (! isscalar (location) && ! isequal (size (location), sz))
error ("bbsrnd: LOCATION, SCALE and SHAPE must be scalar or of size SZ");
endif
if (isa (location, "single") || isa (scale, "single") || isa (shape, "single"))
cls = "single";
else
cls = "double";
endif
if (isscalar (location) && isscalar (scale) && isscalar (shape))
if ((-Inf < location) && (location < Inf) ...
&& (0 < scale) && (scale < Inf) ...
&& (0 < shape) && (shape < Inf))
rnd = rand(sz,cls);
y = shape * norminv (rnd);
rnd = location + scale * (y + sqrt (4 + y.^2)).^2 / 4;
else
rnd = NaN (sz, cls);
endif
else
rnd = NaN (sz, cls);
k = (-Inf < location) & (location < Inf) ...
& (0 < scale) & (scale < Inf) ...
& (0 < shape) & (shape < Inf);
rnd(k) = rand(sum(k(:)),1);
y = shape(k) .* norminv (rnd(k));
rnd(k) = location(k) + scale(k) .* (y + sqrt (4 + y.^2)).^2 / 4;
endif
endfunction
%!assert (size (bbsrnd (0, 1, 1)), [1 1])
%!assert (size (bbsrnd (zeros (2,1), 1, 1)), [2, 1])
%!assert (size (bbsrnd (zeros (2,2), 1, 1)), [2, 2])
%!assert (size (bbsrnd (0, ones (2,1), 1)), [2, 1])
%!assert (size (bbsrnd (0, ones (2,2), 1)), [2, 2])
%!assert (size (bbsrnd (0, 1, ones (2,1))), [2, 1])
%!assert (size (bbsrnd (0, 1, ones (2,2))), [2, 2])
%!assert (size (bbsrnd (0, 1, 1, 3)), [3, 3])
%!assert (size (bbsrnd (0, 1, 1, [4 1])), [4, 1])
%!assert (size (bbsrnd (0, 1, 1, 4, 1)), [4, 1])
## Test class of input preserved
%!assert (class (bbsrnd (0,1,1)), "double")
%!assert (class (bbsrnd (single (0),1,1)), "single")
%!assert (class (bbsrnd (single ([0 0]),1,1)), "single")
%!assert (class (bbsrnd (0,single (1),1)), "single")
%!assert (class (bbsrnd (0,single ([1 1]),1)), "single")
%!assert (class (bbsrnd (0,1,single (1))), "single")
%!assert (class (bbsrnd (0,1,single ([1 1]))), "single")
## Test input validation
%!error bbsrnd ()
%!error bbsrnd (1)
%!error bbsrnd (1,2)
%!error bbsrnd (ones (3), ones (2), ones (2), 2)
%!error bbsrnd (ones (2), ones (3), ones (2), 2)
%!error bbsrnd (ones (2), ones (2), ones (3), 2)
%!error bbsrnd (i, 2, 3)
%!error bbsrnd (1, i, 3)
%!error bbsrnd (1, 2, i)
%!error bbsrnd (1,2,3, -1)
%!error bbsrnd (1,2,3, ones (2))
%!error bbsrnd (1,2,3, [2 -1 2])
%!error bbsrnd (ones (2),1,2, 3)
%!error bbsrnd (ones (2),1,2, [3, 2])
%!error bbsrnd (ones (2),1,2, 3, 2)
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