53 lines
1.7 KiB
Matlab
53 lines
1.7 KiB
Matlab
function rnd = betarnd(a, b)
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% This function produces independent random variates from the Beta distribution.
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%
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% INPUTS
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% a [double] n*1 vector of positive parameters.
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% b [double] n*1 vector of positive parameters.
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%
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% OUTPUT
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% rnd [double] n*1 vector of independent variates from the beta(a,b) distribution.
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% rnd(i) is beta distributed with variance a(i)/(a(i)+b(i)) and
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% variance a(i)b(i)/(a(i)+b(i))^2/(a(i)+b(i)+1).
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%
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% ALGORITHMS
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% Described and Devroye (1986, chapter 9).
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% Copyright (C) 2008-2009 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 <http://www.gnu.org/licenses/>.
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if (nargin ~= 2)
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error('betarnd: you must give two arguments');
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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('betarnd:: 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('betarnd:: Input arguments must have the same size!');
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end
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if na~=1
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error('betarnd:: Input arguments must be column vectors');
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end
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x = gamrnd(a,ones(ma,1));
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rnd = x./(x+gamrnd(b, ones(mb,1))); |