## 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: normal_rnd (m, v [, r, c]) ## ## normal_rnd (m, v) returns a matrix of random samples from the normal ## distribution with parameters m and v. The size of the matrix is the ## common size of m and v. ## ## normal_rnd (m, v, r, c) returns an r by c matrix of random samples ## from the normal distribution with parameters m and v. Both m and v ## must be scalar or of size r by c. ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> ## Description: Random deviates from the normal distribution function rnd = normal_rnd (m, v, r, c) if (nargin == 4) if ( !(is_scalar (r) && (r > 0) && (r == round (r))) ) error ("normal_rnd: r must be a positive integer"); endif if ( !(is_scalar (c) && (c > 0) && (c == round (c))) ) error ("normal_rnd: c must be a positive integer"); endif [retval, m, v] = common_size (m, v, zeros (r, c)); if (retval > 0) error (strcat("normal_rnd: ", "m and v must be scalar or of size ", sprintf ("%d by %d", r, c))); endif elseif (nargin == 2) [retval, m, v] = common_size (m, v); if (retval > 0) error ("normal_rnd: m and v must be of common size or scalar"); endif else usage ("normal_rnd (m, v [, r, c])"); endif [r, c] = size (m); s = r * c; m = reshape (m, 1, s); v = reshape (v, 1, s); rnd = zeros (1, s); k = find (isnan (m) | isinf (m) | !(v > 0) | !(v < Inf)); if any (k) rnd(k) = NaN * ones (1, length (k)); endif k = find ((m > -Inf) & (m < Inf) & (v > 0) & (v < Inf)); if any (k) rnd(k) = m(k) + sqrt (v(k)) .* randn (1, length (k)); endif rnd = reshape (rnd, r, c); endfunction

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