## Copyright (C) 1995, 1996, 1997 Kurt Hornik ## ## This program 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 2, or (at your option) ## any later version. ## ## This program 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 this file. If not, write to the Free Software Foundation, ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. ## usage: gamma_rnd (a, b [, r, c]) ## ## gamma_rnd (a, b) returns a matrix of random samples from the Gamma ## distribution with parameters a and b. The size of the matrix is the ## common size of a and b. ## ## gamma_rnd (a, b, r, c) returns an r by c matrix of random samples ## from the Gamma distribution with parameters a and b. Both a and b ## must be scalar or of size r by c. ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> ## Description: Random deviates from the Gamma distribution function rnd = gamma_rnd (a, b, r, c) if (nargin == 4) if ( !(is_scalar (r) && (r > 0) && (r == round (r))) ) error ("gamma_rnd: r must be a positive integer"); endif if ( !(is_scalar (c) && (c > 0) && (c == round (c))) ) error ("gamma_rnd: c must be a positive integer"); endif [retval, a, b] = common_size (a, b, zeros (r, c)); if (retval > 0) error (strcat("gamma_rnd: ", "a and b must be scalar or of size ", sprintf ("%d by %d", r, c))); endif elseif (nargin == 2) [retval, a, b] = common_size (a, b); if (retval > 0) error (["gamma_rnd: ", ... "a and b must be of common size or scalar"]); endif else usage ("gamma_rnd (a, b [, r, c])"); endif [r, c] = size (a); s = r * c; a = reshape (a, 1, s); b = reshape (b, 1, s); rnd = zeros (1, s); k = find (!(a > 0) | !(a < Inf) | !(b > 0) | !(b < Inf)); if (any (k)) rnd(k) = NaN * ones (1, length (k)); endif k = find ((a > 0) & (a < Inf) & (b > 0) & (b < Inf)); if (any (k)) rnd(k) = gamma_inv (rand (1, length (k)), a(k), b(k)); endif rnd = reshape (rnd, r, c); endfunction

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