update packages

[CreaPhase.git] / octave_packages / m / statistics / distributions / frnd.m

diff --git a/octave_packages/m/statistics/distributions/frnd.m b/octave_packages/m/statistics/distributions/frnd.m
new file mode 100644 (file)
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
+## <http://www.gnu.org/licenses/>.
+
+## -*- 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 <Kurt.Hornik@wu-wien.ac.at>
+## 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)
+