diff toolboxes/FullBNT-1.0.7/KPMstats/beta_sample.m @ 0:e9a9cd732c1e tip

first hg version after svn
author wolffd
date Tue, 10 Feb 2015 15:05:51 +0000
parents
children
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--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/toolboxes/FullBNT-1.0.7/KPMstats/beta_sample.m	Tue Feb 10 15:05:51 2015 +0000
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+function r = betarnd(a,b,m,n);
+%BETARND Random matrices from beta distribution.
+%   R = BETARND(A,B) returns a matrix of random numbers chosen   
+%   from the beta distribution with parameters A and B.
+%   The size of R is the common size of A and B if both are matrices.
+%   If either parameter is a scalar, the size of R is the size of the other
+%   parameter. Alternatively, R = BETARND(A,B,M,N) returns an M by N matrix. 
+
+%   Reference:
+%      [1]  L. Devroye, "Non-Uniform Random Variate Generation", 
+%      Springer-Verlag, 1986
+
+%   Copyright (c) 1993-98 by The MathWorks, Inc.
+%   $Revision: 1.1.1.1 $  $Date: 2005/04/26 02:29:18 $
+
+if nargin < 2, 
+    error('Requires at least two input arguments'); 
+end 
+
+if nargin == 2
+    [errorcode rows columns] = rndcheck(2,2,a,b);
+end
+
+if nargin == 3
+    [errorcode rows columns] = rndcheck(3,2,a,b,m);
+end
+
+if nargin == 4
+    [errorcode rows columns] = rndcheck(4,2,a,b,m,n);
+end
+
+if errorcode > 0
+    error('Size information is inconsistent.');
+end
+
+r = zeros(rows,columns);
+
+% Use Theorem 4.1, case A (Devroye, page 430) to derive beta
+%   random numbers as a ratio of gamma random numbers.
+if prod(size(a)) == 1
+    a1 = a(ones(rows,1),ones(columns,1));
+    g1 = gamrnd(a1,1);
+else
+    g1 = gamrnd(a,1);
+end
+if prod(size(b)) == 1
+    b1 = b(ones(rows,1),ones(columns,1));
+    g2 = gamrnd(b1,1);
+else
+    g2 = gamrnd(b,1);
+end
+r = g1 ./ (g1 + g2);
+
+% Return NaN if b is not positive.
+if any(any(b <= 0));
+    if prod(size(b) == 1)
+        tmp = NaN;
+        r = tmp(ones(rows,columns));
+    else
+        k = find(b <= 0);
+        tmp = NaN;
+        r(k) = tmp(ones(size(k)));
+    end
+end
+
+% Return NaN if a is not positive.
+if any(any(a <= 0));
+    if prod(size(a) == 1)
+        tmp = NaN;
+        r = tmp(ones(rows,columns));
+    else
+        k = find(a <= 0);
+        tmp = NaN;
+        r(k) = tmp(ones(size(k)));
+    end
+end