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## 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: cauchy_rnd (lambda, sigma [, r, c])
##
## cauchy_rnd (lambda, sigma) returns a matrix of random samples from
## the Cauchy distribution with parameters lambda and sigma. The size
## of the matrix is the common size of the parameters.
##
## cauchy_rnd (lambda, sigma, r, c) returns an r by c matrix of random
## samples from the Cauchy distribution with parameters lambda and sigma
## which must both be scalar or of size r by c.
## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
## Description: Random deviates from the Cauchy distribution
function rnd = cauchy_rnd (l, scale, r, c)
if (nargin == 4)
if ( !(is_scalar (r) && (r > 0) && (r == round (r))) )
error ("cauchy_rnd: r must be a positive integer");
endif
if ( !(is_scalar (c) && (c > 0) && (c == round (c))) )
error ("cauchy_rnd: c must be a positive integer");
endif
[retval, l, scale] = common_size (l, scale, zeros (r, c));
if (retval > 0)
error (strcat("cauchy_rnd: ",
"lambda and sigma must be scalar or of size",
sprintf ("%d by %d.", r, c)));
endif
elseif (nargin == 2)
[retval, l, scale] = common_size (l, scale);
if (retval > 0)
error (["cauchy_rnd: ", ...
"lambda and sigma must be of common size or scalar"]);
endif
[r, c] = size (l);
else
usage ("cauchy_rnd (lambda, sigma [, r, c])");
endif
s = r * c;
l = reshape (l, 1, s);
scale = reshape (scale, 1, s);
rnd = NaN * ones (1, s);
k = find ((l > -Inf) & (l < Inf) & (scale > 0) & (scale < Inf));
if (any (k))
rnd(k) = l(k) - cot (pi * rand (1, length (k))) .* scale(k);
endif
rnd = reshape (rnd, r, c);
endfunction
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