1 ## Copyright (C) 2012 Rik Wehbring
2 ## Copyright (C) 1995-2012 Kurt Hornik
4 ## This file is part of Octave.
6 ## Octave is free software; you can redistribute it and/or modify it
7 ## under the terms of the GNU General Public License as published by
8 ## the Free Software Foundation; either version 3 of the License, or (at
9 ## your option) any later version.
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12 ## WITHOUT ANY WARRANTY; without even the implied warranty of
13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
14 ## General Public License for more details.
16 ## You should have received a copy of the GNU General Public License
17 ## along with Octave; see the file COPYING. If not, see
18 ## <http://www.gnu.org/licenses/>.
21 ## @deftypefn {Function File} {} trnd (@var{n})
22 ## @deftypefnx {Function File} {} trnd (@var{n}, @var{r})
23 ## @deftypefnx {Function File} {} trnd (@var{n}, @var{r}, @var{c}, @dots{})
24 ## @deftypefnx {Function File} {} trnd (@var{n}, [@var{sz}])
25 ## Return a matrix of random samples from the t (Student) distribution with
26 ## @var{n} degrees of freedom.
28 ## When called with a single size argument, return a square matrix with
29 ## the dimension specified. When called with more than one scalar argument the
30 ## first two arguments are taken as the number of rows and columns and any
31 ## further arguments specify additional matrix dimensions. The size may also
32 ## be specified with a vector of dimensions @var{sz}.
34 ## If no size arguments are given then the result matrix is the size of
38 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
39 ## Description: Random deviates from the t distribution
41 function rnd = trnd (n, varargin)
50 if (isscalar (varargin{1}) && varargin{1} >= 0)
51 sz = [varargin{1}, varargin{1}];
52 elseif (isrow (varargin{1}) && all (varargin{1} >= 0))
55 error ("trnd: dimension vector must be row vector of non-negative integers");
58 if (any (cellfun (@(x) (!isscalar (x) || x < 0), varargin)))
59 error ("trnd: dimensions must be non-negative integers");
64 if (!isscalar (n) && !isequal (size (n), sz))
65 error ("trnd: N must be scalar or of size SZ");
69 error ("trnd: N must not be complex");
72 if (isa (n, "single"))
79 if ((n > 0) && (n < Inf))
80 rnd = randn (sz) ./ sqrt (2*randg (n/2, sz) / n);
87 k = (n > 0) & (n < Inf);
88 rnd(k) = randn (sum (k(:)), 1) ./ sqrt (2*randg (n(k)/2) ./ n(k))(:);
94 %!assert(size (trnd (2)), [1, 1]);
95 %!assert(size (trnd (ones(2,1))), [2, 1]);
96 %!assert(size (trnd (ones(2,2))), [2, 2]);
97 %!assert(size (trnd (1, 3)), [3, 3]);
98 %!assert(size (trnd (1, [4 1])), [4, 1]);
99 %!assert(size (trnd (1, 4, 1)), [4, 1]);
101 %% Test class of input preserved
102 %!assert(class (trnd (1)), "double");
103 %!assert(class (trnd (single(1))), "single");
104 %!assert(class (trnd (single([1 1]))), "single");
106 %% Test input validation
109 %!error trnd (1, ones(2))
111 %!error trnd (1, [2 -1 2])
112 %!error trnd (1, 2, ones(2))
113 %!error trnd (1, 2, -1)
114 %!error trnd (ones(2,2), 3)
115 %!error trnd (ones(2,2), [3, 2])
116 %!error trnd (ones(2,2), 2, 3)