From e1b8fb9bc4bf186050c10062c9e0b595df1a2b21 Mon Sep 17 00:00:00 2001 From: stepan Date: Mon, 16 Feb 2009 10:31:50 +0000 Subject: [PATCH] v4.1:: Reparametrization of the exponential distribution. git-svn-id: https://www.dynare.org/svn/dynare/trunk@2418 ac1d8469-bf42-47a9-8791-bf33cf982152 --- matlab/distributions/toolbox/exprnd.m | 12 ++++++------ 1 file changed, 6 insertions(+), 6 deletions(-) diff --git a/matlab/distributions/toolbox/exprnd.m b/matlab/distributions/toolbox/exprnd.m index 9fb56e353..7f5353856 100644 --- a/matlab/distributions/toolbox/exprnd.m +++ b/matlab/distributions/toolbox/exprnd.m @@ -1,14 +1,14 @@ function rnd = exprnd(a) -% Random samples from the exponential distribution with expectation 1/a -% and variance (1/a)^2. +% Random samples from the exponential distribution with expectation a +% and variance a^2. % % INPUTS % a [double] m*n matrix of positive parameters % % OUTPUT % rnd [double] m*n matrix, independent draws from the exponential -% distribution rnd(j,j) has expectation 1/a(i,j) and -% variance (1/a(i,j))^2 +% distribution rnd(j,j) has expectation a(i,j) and +% variance a(i,j)^2. % % ALGORITHM % Inverse transform sampling. @@ -33,10 +33,10 @@ function rnd = exprnd(a) % % You should have received a copy of the GNU General Public License % along with Dynare. If not, see . - if any(a(:)<1e-15) + if any(a(:)<0) disp('exprnd:: The parameter of the exponential distribution has to be positive!') error; end [m,n] = size(a); uniform_variates = rand(m,n); - rnd = -log(uniform_variates)./a; \ No newline at end of file + rnd = -log(uniform_variates).*a; \ No newline at end of file