From c5cfeb928ccdd6daeb9a45bc61917fd33479a0e7 Mon Sep 17 00:00:00 2001 From: Steven Baltakatei Sandoval Date: Wed, 11 Aug 2021 13:02:40 +0000 Subject: [PATCH] feat(unitproc/octave/invgaurnd.m):Add inverse gaussian generator - note: Is GNU octave function based on `normrnd.m` file from 'statistics' package (see https://gnu-octave.github.io/packages/statistics ). - Tested with GNU Octave 4.4.1 --- unitproc/octave/invgaurnd.m | 151 ++++++++++++++++++++++++++++++++++++ 1 file changed, 151 insertions(+) create mode 100644 unitproc/octave/invgaurnd.m diff --git a/unitproc/octave/invgaurnd.m b/unitproc/octave/invgaurnd.m new file mode 100644 index 0000000..02d5628 --- /dev/null +++ b/unitproc/octave/invgaurnd.m @@ -0,0 +1,151 @@ +## 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 +## . + +## -*- 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 +## 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) -- 2.30.2