update packages

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

diff --git a/octave_packages/m/statistics/distributions/lognrnd.m b/octave_packages/m/statistics/distributions/lognrnd.m
new file mode 100644 (file)
index 0000000..6b062f5
--- /dev/null
+++ b/octave_packages/m/statistics/distributions/lognrnd.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} {} lognrnd (@var{mu}, @var{sigma})
+## @deftypefnx {Function File} {} lognrnd (@var{mu}, @var{sigma}, @var{r})
+## @deftypefnx {Function File} {} lognrnd (@var{mu}, @var{sigma}, @var{r}, @var{c}, @dots{})
+## @deftypefnx {Function File} {} lognrnd (@var{mu}, @var{sigma}, [@var{sz}])
+## Return a matrix of random samples from the lognormal distribution with
+## parameters @var{mu} and @var{sigma}.
+##
+## 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{mu} and @var{sigma}.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@wu-wien.ac.at>
+## Description: Random deviates from the log normal distribution
+
+function rnd = lognrnd (mu, sigma, varargin)
+
+  if (nargin < 2)
+    print_usage ();
+  endif
+
+  if (!isscalar (mu) || !isscalar (sigma))
+    [retval, mu, sigma] = common_size (mu, sigma);
+    if (retval > 0)
+      error ("lognrnd: MU and SIGMA must be of common size or scalars");
+    endif
+  endif
+
+  if (iscomplex (mu) || iscomplex (sigma))
+    error ("lognrnd: MU and SIGMA must not be complex");
+  endif
+
+  if (nargin == 2)
+    sz = size (mu);
+  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 ("lognrnd: dimension vector must be row vector of non-negative integers");
+    endif
+  elseif (nargin > 3)
+    if (any (cellfun (@(x) (!isscalar (x) || x < 0), varargin)))
+      error ("lognrnd: dimensions must be non-negative integers");
+    endif
+    sz = [varargin{:}];
+  endif
+
+  if (!isscalar (mu) && !isequal (size (mu), sz))
+    error ("lognrnd: MU and SIGMA must be scalar or of size SZ");
+  endif
+
+  if (isa (mu, "single") || isa (sigma, "single"))
+    cls = "single";
+  else
+    cls = "double";
+  endif
+
+  if (isscalar (mu) && isscalar (sigma))
+    if ((sigma > 0) && (sigma < Inf))
+      rnd = exp (mu + sigma * randn (sz));
+    else
+      rnd = NaN (sz, cls);
+    endif
+  else
+    rnd = exp (mu + sigma .* randn (sz));
+
+    k = (sigma < 0) | (sigma == Inf);
+    rnd(k) = NaN;
+  endif
+
+endfunction
+
+
+%!assert(size (lognrnd (1,2)), [1, 1]);
+%!assert(size (lognrnd (ones(2,1), 2)), [2, 1]);
+%!assert(size (lognrnd (ones(2,2), 2)), [2, 2]);
+%!assert(size (lognrnd (1, 2*ones(2,1))), [2, 1]);
+%!assert(size (lognrnd (1, 2*ones(2,2))), [2, 2]);
+%!assert(size (lognrnd (1, 2, 3)), [3, 3]);
+%!assert(size (lognrnd (1, 2, [4 1])), [4, 1]);
+%!assert(size (lognrnd (1, 2, 4, 1)), [4, 1]);
+
+%% Test class of input preserved
+%!assert(class (lognrnd (1, 2)), "double");
+%!assert(class (lognrnd (single(1), 2)), "single");
+%!assert(class (lognrnd (single([1 1]), 2)), "single");
+%!assert(class (lognrnd (1, single(2))), "single");
+%!assert(class (lognrnd (1, single([2 2]))), "single");
+
+%% Test input validation
+%!error lognrnd ()
+%!error lognrnd (1)
+%!error lognrnd (ones(3),ones(2))
+%!error lognrnd (ones(2),ones(3))
+%!error lognrnd (i, 2)
+%!error lognrnd (2, i)
+%!error lognrnd (1,2, -1)
+%!error lognrnd (1,2, ones(2))
+%!error lognrnd (1, 2, [2 -1 2])
+%!error lognrnd (1,2, 1, ones(2))
+%!error lognrnd (1,2, 1, -1)
+%!error lognrnd (ones(2,2), 2, 3)
+%!error lognrnd (ones(2,2), 2, [3, 2])
+%!error lognrnd (ones(2,2), 2, 2, 3)
+