function g = best_1983(a, b) % Returns gamma variates, see Devroye (1986) page 426 and Best (1983) page 187. % % 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) 2006-2018 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; index = 1:nn; U = NaN(nn,1); Ustar = NaN(nn, 1); P = NaN(nn,1); X = NaN(nn,1); Y = NaN(nn,1); zz = .07 + .75*sqrt(1-a); bb = 1 + exp(-zz).*a./zz; cc = 1./a; while mm U(index) = rand(mm,1); Ustar(index) = rand(mm, 1); P(index) = U(index).*bb(index); id1 = index(P(index)<=1); id2 = setdiff(index, id1); % Goto 4. X(id1) = zz(id1).*(P(id1).^cc(id1)); id3 = id1(Ustar(id1)>((2-X(id1))./(2+X(id1)))); id5 = id3(Ustar(id3)>exp(-X(id3))); X(id2) = -log(cc(id2).*zz(id2).*(bb(id2)-P(id2))); % This is 4. Y(id2) = X(id2)./zz(id2); id4 = id2(Ustar(id2).*(a(id2)+(1-a(id2)).*Y(id2))>1); id6 = id4(Ustar(id4)>Y(id4).^(a(id4)-1)); index = [id5, id6]; mm = length(index); end g = X.*b;