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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: poisson_rnd (lambda [, r, c])
##
## poisson_rnd (lambda) returns a matrix of random samples from the
## Poisson distribution with parameter lambda. The size of the matrix
## is the size of lambda.
##
## poisson_rnd (lambda, r, c) returns an r by c matrix of random samples
## from the Poisson distribution with parameter lambda, which must be a
## scalar or of size r by c.
## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
## Description: Random deviates from the Poisson distribution
function rnd = poisson_rnd (l, r, c)
if (nargin == 3)
if ( !(is_scalar (r) && (r > 0) && (r == round (r))) )
error ("poisson_rnd: r must be a positive integer");
endif
if ( !(is_scalar (c) && (c > 0) && (c == round (c))) )
error ("poisson_rnd: c must be a positive integer");
endif
[retval, l] = common_size (l, zeros (r, c));
if (retval > 0)
error (strcat("poisson_rnd: ",
"lambda must be scalar or of size ",
sprintf ("%d by %d", r, c)));
endif
elseif (nargin != 1)
usage ("poisson_rnd (lambda [, r, c])");
endif
[r, c] = size (l);
s = r * c;
l = reshape (l, 1, s);
rnd = zeros (1, s);
k = find (!(l > 0) | !(l < Inf));
if (any (k))
rnd(k) = NaN * ones (1, length (k));
endif
k = find ((l > 0) & (l < Inf));
if (any (k))
l = l(k);
len = length (k);
num = zeros (1, len);
sum = - log (1 - rand (1, len)) ./ l;
while (1)
ind = find (sum < 1);
if (any (ind))
sum(ind) = (sum(ind)
- log (1 - rand (1, length (ind))) ./ l(ind));
num(ind) = num(ind) + 1;
else
break;
endif
endwhile
rnd(k) = num;
endif
rnd = reshape (rnd, r, c);
endfunction
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