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Diffstat (limited to 'sourcecodes/bnt-master/KPMstats/beta_sample.m')
| -rw-r--r-- | sourcecodes/bnt-master/KPMstats/beta_sample.m | 76 |
1 files changed, 76 insertions, 0 deletions
diff --git a/sourcecodes/bnt-master/KPMstats/beta_sample.m b/sourcecodes/bnt-master/KPMstats/beta_sample.m new file mode 100644 index 00000000..82bacbe4 --- /dev/null +++ b/sourcecodes/bnt-master/KPMstats/beta_sample.m @@ -0,0 +1,76 @@ +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 |
