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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: normal_rnd (m, v [, r, c])
##
## normal_rnd (m, v) returns a matrix of random samples from the normal
## distribution with parameters m and v. The size of the matrix is the
## common size of m and v.
##
## normal_rnd (m, v, r, c) returns an r by c matrix of random samples
## from the normal distribution with parameters m and v. Both m and v
## must be scalar or of size r by c.
## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
## Description: Random deviates from the normal distribution
function rnd = normal_rnd (m, v, r, c)
if (nargin == 4)
if ( !(is_scalar (r) && (r > 0) && (r == round (r))) )
error ("normal_rnd: r must be a positive integer");
endif
if ( !(is_scalar (c) && (c > 0) && (c == round (c))) )
error ("normal_rnd: c must be a positive integer");
endif
[retval, m, v] = common_size (m, v, zeros (r, c));
if (retval > 0)
error (strcat("normal_rnd: ",
"m and v must be scalar or of size ",
sprintf ("%d by %d", r, c)));
endif
elseif (nargin == 2)
[retval, m, v] = common_size (m, v);
if (retval > 0)
error ("normal_rnd: m and v must be of common size or scalar");
endif
else
usage ("normal_rnd (m, v [, r, c])");
endif
[r, c] = size (m);
s = r * c;
m = reshape (m, 1, s);
v = reshape (v, 1, s);
rnd = zeros (1, s);
k = find (isnan (m) | isinf (m) | !(v > 0) | !(v < Inf));
if any (k)
rnd(k) = NaN * ones (1, length (k));
endif
k = find ((m > -Inf) & (m < Inf) & (v > 0) & (v < Inf));
if any (k)
rnd(k) = m(k) + sqrt (v(k)) .* randn (1, length (k));
endif
rnd = reshape (rnd, r, c);
endfunction
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