35 lines
1.1 KiB
Matlab
35 lines
1.1 KiB
Matlab
function rnd = beta_rnd (n, a, b)
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% PURPOSE: random draws from the beta(a,b) distribution
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%--------------------------------------------------------------
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% USAGE: rnd = beta_rnd(n,a,b)
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% where: n = size of the vector of draws
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% a = beta distribution parameter, a = scalar
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% b = beta distribution parameter b = scalar
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% NOTE: mean = a/(a+b), variance = ab/((a+b)*(a+b)*(a+b+1))
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%--------------------------------------------------------------
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% RETURNS: n-vector of random draws from the beta(a,b) distribution
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%--------------------------------------------------------------
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% SEE ALSO: beta_d, beta_pdf, beta_inv, beta_rnd
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%--------------------------------------------------------------
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% written by:
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% James P. LeSage, Dept of Economics
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% University of Toledo
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% 2801 W. Bancroft St,
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% Toledo, OH 43606
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% jlesage@spatial-econometrics.com
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if (nargin ~= 3)
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error('Wrong # of arguments to beta_rnd');
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end;
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if any(any((a<=0)|(b<=0)))
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error('Parameter a or b is nonpositive')
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end
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a1n = gamm_rnd(n,a,1);
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a1d = gamm_rnd(n,b,1);
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rnd = a1n./(a1n+a1d);
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