X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?a=blobdiff_plain;f=octave_packages%2Fm%2Fstatistics%2Fdistributions%2Ffrnd.m;fp=octave_packages%2Fm%2Fstatistics%2Fdistributions%2Ffrnd.m;h=54dab91f968e709165fd8b30736488a2d30af716;hb=1c0469ada9531828709108a4882a751d2816994a;hp=0000000000000000000000000000000000000000;hpb=63de9f36673d49121015e3695f2c336ea92bc278;p=CreaPhase.git diff --git a/octave_packages/m/statistics/distributions/frnd.m b/octave_packages/m/statistics/distributions/frnd.m new file mode 100644 index 0000000..54dab91 --- /dev/null +++ b/octave_packages/m/statistics/distributions/frnd.m @@ -0,0 +1,132 @@ +## Copyright (C) 2012 Rik Wehbring +## Copyright (C) 1995-2012 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 +## . + +## -*- texinfo -*- +## @deftypefn {Function File} {} frnd (@var{m}, @var{n}) +## @deftypefnx {Function File} {} frnd (@var{m}, @var{n}, @var{r}) +## @deftypefnx {Function File} {} frnd (@var{m}, @var{n}, @var{r}, @var{c}, @dots{}) +## @deftypefnx {Function File} {} frnd (@var{m}, @var{n}, [@var{sz}]) +## Return a matrix of random samples from the F distribution with +## @var{m} and @var{n} degrees of freedom. +## +## 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{m} and @var{n}. +## @end deftypefn + +## Author: KH +## Description: Random deviates from the F distribution + +function rnd = frnd (m, n, varargin) + + if (nargin < 2) + print_usage (); + endif + + if (!isscalar (m) || !isscalar (n)) + [retval, m, n] = common_size (m, n); + if (retval > 0) + error ("frnd: M and N must be of common size or scalars"); + endif + endif + + if (iscomplex (m) || iscomplex (n)) + error ("frnd: M and N must not be complex"); + endif + + if (nargin == 2) + sz = size (m); + elseif (nargin == 3) + 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 ("frnd: dimension vector must be row vector of non-negative integers"); + endif + elseif (nargin > 3) + if (any (cellfun (@(x) (!isscalar (x) || x < 0), varargin))) + error ("frnd: dimensions must be non-negative integers"); + endif + sz = [varargin{:}]; + endif + + if (!isscalar (m) && !isequal (size (m), sz)) + error ("frnd: M and N must be scalar or of size SZ"); + endif + + if (isa (m, "single") || isa (n, "single")) + cls = "single"; + else + cls = "double"; + endif + + if (isscalar (m) && isscalar (n)) + if ((m > 0) && (m < Inf) && (n > 0) && (n < Inf)) + rnd = n/m * randg (m/2, sz) ./ randg (n/2, sz); + else + rnd = NaN (sz, cls); + endif + else + rnd = NaN (sz, cls); + + k = (m > 0) & (m < Inf) & (n > 0) & (n < Inf); + rnd(k) = n(k) ./ m(k) .* randg (m(k)/2) ./ randg (n(k)/2); + endif + +endfunction + + +%!assert(size (frnd (1,2)), [1, 1]); +%!assert(size (frnd (ones(2,1), 2)), [2, 1]); +%!assert(size (frnd (ones(2,2), 2)), [2, 2]); +%!assert(size (frnd (1, 2*ones(2,1))), [2, 1]); +%!assert(size (frnd (1, 2*ones(2,2))), [2, 2]); +%!assert(size (frnd (1, 2, 3)), [3, 3]); +%!assert(size (frnd (1, 2, [4 1])), [4, 1]); +%!assert(size (frnd (1, 2, 4, 1)), [4, 1]); + +%% Test class of input preserved +%!assert(class (frnd (1, 2)), "double"); +%!assert(class (frnd (single(1), 2)), "single"); +%!assert(class (frnd (single([1 1]), 2)), "single"); +%!assert(class (frnd (1, single(2))), "single"); +%!assert(class (frnd (1, single([2 2]))), "single"); + +%% Test input validation +%!error frnd () +%!error frnd (1) +%!error frnd (ones(3),ones(2)) +%!error frnd (ones(2),ones(3)) +%!error frnd (i, 2) +%!error frnd (2, i) +%!error frnd (1,2, -1) +%!error frnd (1,2, ones(2)) +%!error frnd (1, 2, [2 -1 2]) +%!error frnd (1,2, 1, ones(2)) +%!error frnd (1,2, 1, -1) +%!error frnd (ones(2,2), 2, 3) +%!error frnd (ones(2,2), 2, [3, 2]) +%!error frnd (ones(2,2), 2, 2, 3) +