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