function rnd = wblrnd(a, b) % This function produces independent random variates from the Weibull distribution. % % INPUTS % a [double] m*n matrix of positive parameters (scale). % b [double] m*n matrix of positive parameters (shape). % % OUTPUT % rnd [double] m*n matrix of independent variates from the beta(a,b) distribution. % Copyright (C) 2015-2017 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 . if (nargin ~= 2) error('Two input arguments required!'); end if (any(a(:)<0)) || (any(b(:)<0)) || (any(a(:)==Inf)) || (any(b(:)==Inf)) error('Input arguments must be finite and positive!'); end [ma,na] = size(a); [mb,nb] = size(b); if ma~=mb || na~=nb error('Input arguments must have the same size!'); end rnd = a.*(-log(rand(ma, na))).^(1./b);