poisson_rnd.m

GNU Octave is a high-level language, primarily intended for numerical computations. It provides a c

## 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:  poisson_rnd (lambda [, r, c])
##
## poisson_rnd (lambda) returns a matrix of random samples from the
## Poisson distribution with parameter lambda.  The size of the matrix
## is the size of lambda.
##
## poisson_rnd (lambda, r, c) returns an r by c matrix of random samples
## from the Poisson distribution with parameter lambda, which must be a
## scalar or of size r by c.
  
## Author:  KH <[e-mail]>
## Description:  Random deviates from the Poisson distribution
  
function rnd = poisson_rnd (l, r, c)

  if (nargin == 3)
    if ( !(is_scalar (r) && (r > 0) && (r == round (r))) )
      error ("poisson_rnd:  r must be a positive integer");
    endif
    if ( !(is_scalar (c) && (c > 0) && (c == round (c))) )
      error ("poisson_rnd:  c must be a positive integer");
    endif
    [retval, l] = common_size (l, zeros (r, c));
    if (retval > 0)
      error (strcat("poisson_rnd:  ",
		    "lambda must be scalar or of size ",
		    sprintf ("%d by %d", r, c)));
    endif
  elseif (nargin != 1)
    usage ("poisson_rnd (lambda [, r, c])");
  endif
  
  [r, c] = size (l);
  s = r * c;
  l = reshape (l, 1, s);
  rnd = zeros (1, s);
  
  k = find (!(l > 0) | !(l < Inf));
  if (any (k))
    rnd(k) = NaN * ones (1, length (k));
  endif
  
  k = find ((l > 0) & (l < Inf));
  if (any (k))
    l = l(k);
    len = length (k);
    num = zeros (1, len);
    sum = - log (1 - rand (1, len)) ./ l;
    while (1)
      ind = find (sum < 1);
      if (any (ind))
	sum(ind) = (sum(ind)
		    - log (1 - rand (1, length (ind))) ./ l(ind));
	num(ind) = num(ind) + 1;
      else
	break;
      endif
    endwhile
    rnd(k) = num;
  endif
  
  rnd = reshape (rnd, r, c);
  
endfunction