## 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: t_rnd (n [, r, c]) ## ## t_rnd (n) returns a matrix of random samples from the t (Student) ## distribution with n degrees of freedom. The size of the matrix is ## the size of n. ## ## t_rnd (n, r, c) returns an r by c matrix of random samples from the t ## distribution with n degrees of freedom. n must be a scalar or of ## size r by c. ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> ## Description: Random deviates from the t distribution function rnd = t_rnd (n, r, c) if (nargin == 3) if ( !(is_scalar (r) && (r > 0) && (r == round (r))) ) error ("t_rnd: r must be a positive integer"); endif if ( !(is_scalar (c) && (c > 0) && (c == round (c))) ) error ("t_rnd: c must be a positive integer"); endif [retval, n] = common_size (n, zeros (r, c)); if (retval > 0) error (strcat("t_rnd: ", "n must be scalar or of size ", sprintf ("%d by %d", r, c))); endif elseif (nargin != 1) usage ("t_rnd (n [, r, c])"); endif [r, c] = size (n); s = r * c; n = reshape (n, 1, s); rnd = zeros (1, s); k = find (!(n > 0) | !(n < Inf) | !(n == round (n))); if any (k) rnd(k) = NaN * ones (1, length (k)); endif k = find ((n > 0) & (n < Inf) & (n == round (n))); if any (k) rnd(k) = t_inv (rand (1, length (k)), n(k)); endif rnd = reshape (rnd, r, c); endfunction

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