function g = best_1978(a ,b) % Returns gamma variates, see Devroye (1986) page 410 and Best (1978). % % INPUTS % - a [double] n*1 vector, first hyperparameter. % - b [double] n*1 vector, second hyperparameter. % % OUTPUTS % - g [double] n*1 vector, gamma variates. % Copyright (C) 2006-2020 Dynare Team % % This file is part of Dynare. % % Dynare 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. % % Dynare 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 Dynare. If not, see . nn = length(a); mm = nn; bb = a-1; cc = 3*a-.75; U = NaN(nn,1); Y = NaN(nn,1); X = NaN(nn,1); Z = NaN(nn,1); W = NaN(nn,1); index = 1:nn; while mm U(index) = rand(mm,1); W(index) = U(index).*(1-U(index)); % e Y(index) = sqrt(cc(index)./W(index)).*(U(index)-.5); % f X(index) = bb(index)+Y(index); % x id1 = index(X(index)<0); % Reject. id2 = setdiff(index, id1); if numel(id2) ~= 0 || isoctave || ~matlab_ver_less_than('9.1') % If id2=[], LHS of the .* has size [0,0], while RHS is [0,1]. % Since there is no automatic broadcast in MATLAB < R2016b, skip the % statement in that case. Z(id2) = 64.0*(W(id2).^3).*(rand(length(id2),1).^2); % d end id3 = id2(Z(id2)>1.0-2.0*Y(id2).*Y(id2)./X(id2)); % Reject. id4 = id3(log(Z(id3))>2.0*(bb(id3).*log(X(id3)./bb(id3))-Y(id3))); % Reject. index = [id1, id4]; mm = length(index); end g = X.*b;