43 lines
1.4 KiB
Matlab
43 lines
1.4 KiB
Matlab
function rnd = wblrnd(a, b)
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% This function produces independent random variates from the Weibull distribution.
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%
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% INPUTS
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% a [double] m*n matrix of positive parameters (scale).
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% b [double] m*n matrix of positive parameters (shape).
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%
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% OUTPUT
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% rnd [double] m*n matrix of independent variates from the beta(a,b) distribution.
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% Copyright © 2015-2017 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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if (nargin ~= 2)
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error('Two input arguments required!');
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end
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if (any(a(:)<0)) || (any(b(:)<0)) || (any(a(:)==Inf)) || (any(b(:)==Inf))
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error('Input arguments must be finite and positive!');
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end
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[ma,na] = size(a);
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[mb,nb] = size(b);
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if ma~=mb || na~=nb
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error('Input arguments must have the same size!');
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end
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rnd = a.*(-log(rand(ma, na))).^(1./b); |