frnd.m

similer program for matlab

## Copyright (C) 1995, 1996, 1997, 2005, 2006, 2007 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.
##
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## 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}, @var{r}, @var{c})
## @deftypefnx {Function File} {} frnd (@var{m}, @var{n}, @var{sz})
## Return an @var{r} by @var{c} matrix of random samples from the F
## distribution with @var{m} and @var{n} degrees of freedom.  Both
## @var{m} and @var{n} must be scalar or of size @var{r} by @var{c}.
## If @var{sz} is a vector the random samples are in a matrix of 
## size @var{sz}.
##
## If @var{r} and @var{c} are omitted, the size of the result matrix is
## the common size of @var{m} and @var{n}.
## @end deftypefn

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

function rnd = frnd (m, n, r, c)

  if (nargin > 1)
    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 scalar");
      endif
    endif
  endif


  if (nargin == 4)
    if (! (isscalar (r) && (r > 0) && (r == round (r))))
      error ("frnd: r must be a positive integer");
    endif
    if (! (isscalar (c) && (c > 0) && (c == round (c))))
      error ("frnd: c must be a positive integer");
    endif
    sz = [r, c];

    if (any (size (m) != 1) && 
	((length (size (m)) != length (sz)) || any (size (m) != sz)))
      error ("frnd: m and n must be scalar or of size [r,c]");
    endif
  elseif (nargin == 3)
    if (isscalar (r) && (r > 0))
      sz = [r, r];
    elseif (isvector(r) && all (r > 0))
      sz = r(:)';
    else
      error ("frnd: r must be a positive integer or vector");
    endif

    if (any (size (m) != 1) && 
	((length (size (m)) != length (sz)) || any (size (m) != sz)))
      error ("frnd: m and n must be scalar or of size sz");
    endif
  elseif (nargin == 2)
    sz = size(a);
  else
    print_usage ();
  endif


  if (isscalar (m) && isscalar (n))
    if (isinf (m) || isinf (n))
      if (isinf (m))
	rnd = ones (sz);
      else
	rnd = 2 ./ m .* randg(m / 2, sz);
      endif
      if (! isinf (n))
	rnd = 0.5 .* n .* rnd ./ randg (n / 2, sz); 
      endif
    elseif ((m > 0) && (m < Inf) && (n > 0) && (n < Inf))
      rnd = n ./ m .* randg (m / 2, sz) ./ randg (n / 2, sz);
    else
      rnd = NaN * ones (sz);
    endif
  else
    rnd = zeros (sz);

    k = find (isinf(m) | isinf(n));
    if (any (k))
      rnd (k) = 1;
      k2 = find (!isinf(m) & isinf(n));
      rnd (k2) = 2 ./ m(k2) .* randg (m(k2) ./ 2, size(k2));
      k2 = find (isinf(m) & !isinf(n));
      rnd (k2) = 0.5 .* n(k2) .* rnd(k2) ./ randg (n(k2) ./ 2, size(k2));
    endif

    k = find (!(m > 0) | !(n > 0));
    if (any (k))
      rnd(k) = NaN;
    endif

    k = find ((m > 0) & (m < Inf) &
              (n > 0) & (n < Inf));
    if (any (k))
      rnd(k) = n(k) ./ m(k) .* randg(m(k)./2,size(k)) ./ randg(n(k)./2,size(k));
    endif
  endif

endfunction