--- /dev/null
+## Copyright (C) 2012 Rik Wehbring
+## Copyright (C) 1995-2016 Kurt Hornik
+## Copyright (C) 2021 Steven Baltakatei Sandoval
+##
+## 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 3 of the
+## License, 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 program; see the file COPYING. If not, see
+## <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {} {} invgaurnd (@var{mu}, @var{lambda})
+## @deftypefnx {} {} invgaurnd (@var{mu}, @var{lambda}, @var{r})
+## @deftypefnx {} {} invgaurnd (@var{mu}, @var{lambda}, @var{r}, @var{c}, @dots{})
+## @deftypefnx {} {} invgaurnd (@var{mu}, @var{lambda}, [@var{sz}])
+## Return a matrix of random samples from the inverse gaussian distribution with
+## parameters mean @var{mu} and shape parameter @var{lambda}.
+##
+## When called with a single size argument, return a square matrix with
+## the dimension specified. When called with more than one scalar argument the
+## first two arguments are taken as the number of rows and columns and any
+## further arguments specify additional matrix dimensions. The size may also
+## be specified with a vector of dimensions @var{sz}.
+##
+## If no size arguments are given then the result matrix is the common size of
+## @var{mu} and @var{lambda}.
+## @end deftypefn
+
+## Author: Steven Sandoval <baltakatei@gmail.com>
+## Description: Random variates from the inverse gaussian distribution
+
+function rnd = invgaurnd (mu, lambda, varargin)
+
+ if (nargin < 2)
+ print_usage ();
+ endif
+
+ if (! isscalar (mu) || ! isscalar (lambda))
+ [retval, mu, lambda] = common_size (mu, lambda);
+ if (retval > 0)
+ error ("invgaurnd: MU and LAMBDA must be of common size or scalars");
+ endif
+ endif
+
+ if (iscomplex (mu) || iscomplex (lambda))
+ error ("invgaurnd: MU and LAMBDA must not be complex");
+ endif
+
+ if (nargin == 2)
+ sz = size (mu);
+ elseif (nargin == 3)
+ if (isscalar (varargin{1}) && varargin{1} >= 0)
+ sz = [varargin{1}, varargin{1}];
+ elseif (isrow (varargin{1}) && all (varargin{1} >= 0))
+ sz = varargin{1};
+ else
+ error ("invgaurnd: dimension vector must be row vector of non-negative integers");
+ endif
+ elseif (nargin > 3)
+ if (any (cellfun (@(x) (! isscalar (x) || x < 0), varargin)))
+ error ("invgaurnd: dimensions must be non-negative integers");
+ endif
+ sz = [varargin{:}];
+ endif
+
+ if (! isscalar (mu) && ! isequal (size (mu), sz))
+ error ("invgaurnd: MU and LAMBDA must be scalar or of size SZ");
+ endif
+
+ if (isa (mu, "single") || isa (lambda, "single"))
+ cls = "single";
+ else
+ cls = "double";
+ endif;
+
+ # Convert mu and lambda from scalars into matrices since scalar multiplication used
+ if isscalar (mu)
+ mu = mu * ones(sz);
+ endif;
+ if isscalar (lambda)
+ lambda = lambda * ones(sz);
+ endif;
+
+ # Generate random variates
+ # Ref/Attrib: Michael, John R., Generating Random Variates Using
+ # Transformations with Multiple Roots. The American Statistician, May 1976,
+ # Vol. 30, No. 2. https://doi.org/10.2307/2683801
+ nu = randn(sz,cls);
+ y = nu .** 2;
+ x1 = mu;
+ x2 = mu .** 2 .* y ./ (2 .* lambda);
+ x3 = (- mu ./ (2 .* lambda)) .* sqrt(4 .* mu .* lambda .* y + mu .** 2 .* y .** 2);
+ x = x1 + x2 + x3;
+ z = rand(sz,cls);
+ valTest1 = (mu ./ (mu + x)); # calculate test 1 value
+ valTest2 = (mu ./ (mu + x)); # calculate test 2 value
+ posTest1 = find(z <= valTest1); # perform test 1, save positions where test 1 true
+ posTest2 = find(z > valTest2); # perform test 2, save positions where test 2 true
+ ## indposTest1 = transpose(posTest1) # debug: list positions
+ ## indposTest2 = transpose(posTest2) # debug: list positions
+ ## indTest1 = z <= valTest1 # debug: show test 1 truth table
+ ## indTest2 = z > valTest2 # debug: show test 2 truth table
+ rnd = NaN(sz); # Initialize return array
+ rnd(posTest1) = x(posTest1); # populate return matrix with corresp. elements of x that satisfy test 1
+ rnd(posTest2) = (mu(posTest2) .** 2 ./ x(posTest2)); # populate return matrix with corresp. elements of x that satisfy test 2
+ k = ! isfinite (mu) | !(lambda >= 0) | !(lambda < Inf); # store position matrix indicating which parts of output are invalid based on
+ # elements of the matrices: mu, lambda.
+ rnd(k) = NaN; # mark invalid positions of output matrix with NaN
+
+endfunction
+
+
+%!assert (size (invgaurnd (1,2)), [1, 1])
+%!assert (size (invgaurnd (ones (2,1), 2)), [2, 1])
+%!assert (size (invgaurnd (ones (2,2), 2)), [2, 2])
+%!assert (size (invgaurnd (1, 2*ones (2,1))), [2, 1])
+%!assert (size (invgaurnd (1, 2*ones (2,2))), [2, 2])
+%!assert (size (invgaurnd (1, 2, 3)), [3, 3])
+%!assert (size (invgaurnd (1, 2, [4 1])), [4, 1])
+%!assert (size (invgaurnd (1, 2, 4, 1)), [4, 1])
+
+## Test class of input preserved
+%!assert (class (invgaurnd (1, 2)), "double")
+%!assert (class (invgaurnd (single (1), 2)), "single")
+%!assert (class (invgaurnd (single ([1 1]), 2)), "single")
+%!assert (class (invgaurnd (1, single (2))), "single")
+%!assert (class (invgaurnd (1, single ([2 2]))), "single")
+
+## Test input validation
+%!error invgaurnd ()
+%!error invgaurnd (1)
+%!error invgaurnd (ones (3), ones (2))
+%!error invgaurnd (ones (2), ones (3))
+%!error invgaurnd (i, 2)
+%!error invgaurnd (2, i)
+%!error invgaurnd (1,2, -1)
+%!error invgaurnd (1,2, ones (2))
+%!error invgaurnd (1, 2, [2 -1 2])
+%!error invgaurnd (1,2, 1, ones (2))
+%!error invgaurnd (1,2, 1, -1)
+%!error invgaurnd (ones (2,2), 2, 3)
+%!error invgaurnd (ones (2,2), 2, [3, 2])
+%!error invgaurnd (ones (2,2), 2, 2, 3)