normal_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:  normal_rnd (m, v [, r, c])
##
## normal_rnd (m, v) returns a matrix of random samples from the normal
## distribution with parameters m and v.  The size of the matrix is the
## common size of m and v.
##
## normal_rnd (m, v, r, c) returns an r by c matrix of random samples
## from the normal distribution with parameters m and v.  Both m and v
## must be scalar or of size r by c.

## Author:  KH <[e-mail]>
## Description:  Random deviates from the normal distribution

function rnd = normal_rnd (m, v, r, c)

  if (nargin == 4)
    if ( !(is_scalar (r) && (r > 0) && (r == round (r))) )
      error ("normal_rnd:  r must be a positive integer");
    endif
    if ( !(is_scalar (c) && (c > 0) && (c == round (c))) )
      error ("normal_rnd:  c must be a positive integer");
    endif
    [retval, m, v] = common_size (m, v, zeros (r, c));
    if (retval > 0)
      error (strcat("normal_rnd:  ",
		    "m and v must be scalar or of size ",
		    sprintf ("%d by %d", r, c)));
    endif
  elseif (nargin == 2)
    [retval, m, v] = common_size (m, v);
    if (retval > 0)
      error ("normal_rnd:  m and v must be of common size or scalar");
    endif
  else
    usage ("normal_rnd (m, v [, r, c])");
  endif

  [r, c] = size (m);
  s = r * c;
  m = reshape (m, 1, s);
  v = reshape (v, 1, s);
  rnd = zeros (1, s);
  
  k = find (isnan (m) | isinf (m) | !(v > 0) | !(v < Inf));
  if any (k)
    rnd(k) = NaN * ones (1, length (k));
  endif
  
  k = find ((m > -Inf) & (m < Inf) & (v > 0) & (v < Inf));
  if any (k)
    rnd(k) = m(k) + sqrt (v(k)) .* randn (1, length (k));
  endif
  
  rnd = reshape (rnd, r, c);
  
endfunction