91 lines
5.2 KiB
HTML
91 lines
5.2 KiB
HTML
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<title>Description of beta_rnd</title>
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<meta name="description" content="PURPOSE: random draws from the beta(a,b) distribution">
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<div><a href="../index.html">Home</a> > <a href="index.html">.</a> > beta_rnd.m</div>
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<!--<table width="100%"><tr><td align="left"><a href="../index.html"><img alt="<" border="0" src="../left.png"> Master index</a></td>
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<td align="right"><a href="index.html">Index for . <img alt=">" border="0" src="../right.png"></a></td></tr></table>-->
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<h1>beta_rnd
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</h1>
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<h2><a name="_name"></a>PURPOSE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="box"><strong>PURPOSE: random draws from the beta(a,b) distribution</strong></div>
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<h2><a name="_synopsis"></a>SYNOPSIS <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="box"><strong>function rnd = beta_rnd (n, a, b) </strong></div>
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<h2><a name="_description"></a>DESCRIPTION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="fragment"><pre class="comment"> 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, <a href="beta_rnd.html" class="code" title="function rnd = beta_rnd (n, a, b)">beta_rnd</a>
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--------------------------------------------------------------</pre></div>
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<!-- crossreference -->
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<h2><a name="_cross"></a>CROSS-REFERENCE INFORMATION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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This function calls:
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<ul style="list-style-image:url(../matlabicon.gif)">
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<li><a href="gamm_rnd.html" class="code" title="function gb = gamm_rnd(nrow,m,k)">gamm_rnd</a> PURPOSE: a matrix of random draws from the gamma distribution</li></ul>
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This function is called by:
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<ul style="list-style-image:url(../matlabicon.gif)">
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<li><a href="rndprior.html" class="code" title="function y = rndprior(bayestopt_)">rndprior</a> </li></ul>
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<!-- crossreference -->
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<h2><a name="_source"></a>SOURCE CODE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="fragment"><pre>0001 <a name="_sub0" href="#_subfunctions" class="code">function rnd = beta_rnd (n, a, b)</a>
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0002 <span class="comment">% PURPOSE: random draws from the beta(a,b) distribution</span>
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0003 <span class="comment">%--------------------------------------------------------------</span>
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0004 <span class="comment">% USAGE: rnd = beta_rnd(n,a,b)</span>
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0005 <span class="comment">% where: n = size of the vector of draws</span>
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0006 <span class="comment">% a = beta distribution parameter, a = scalar</span>
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0007 <span class="comment">% b = beta distribution parameter b = scalar</span>
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0008 <span class="comment">% NOTE: mean = a/(a+b), variance = ab/((a+b)*(a+b)*(a+b+1))</span>
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0009 <span class="comment">%--------------------------------------------------------------</span>
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0010 <span class="comment">% RETURNS: n-vector of random draws from the beta(a,b) distribution</span>
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0011 <span class="comment">%--------------------------------------------------------------</span>
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0012 <span class="comment">% SEE ALSO: beta_d, beta_pdf, beta_inv, beta_rnd</span>
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0013 <span class="comment">%--------------------------------------------------------------</span>
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0014
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0015 <span class="comment">% written by:</span>
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0016 <span class="comment">% James P. LeSage, Dept of Economics</span>
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0017 <span class="comment">% University of Toledo</span>
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0018 <span class="comment">% 2801 W. Bancroft St,</span>
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0019 <span class="comment">% Toledo, OH 43606</span>
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0020 <span class="comment">% jlesage@spatial-econometrics.com</span>
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0021
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0022
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0023 <span class="keyword">if</span> (nargin ~= 3)
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0024 error(<span class="string">'Wrong # of arguments to beta_rnd'</span>);
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0025 <span class="keyword">end</span>;
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0026
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0027 <span class="keyword">if</span> any(any((a<=0)|(b<=0)))
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0028 error(<span class="string">'Parameter a or b is nonpositive'</span>)
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0029 <span class="keyword">end</span>
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0030
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0031 a1n = <a href="gamm_rnd.html" class="code" title="function gb = gamm_rnd(nrow,m,k)">gamm_rnd</a>(n,a,1);
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0032 a1d = <a href="gamm_rnd.html" class="code" title="function gb = gamm_rnd(nrow,m,k)">gamm_rnd</a>(n,b,1);
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0033 rnd = a1n./(a1n+a1d);
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0034</pre></div>
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<hr><address>Generated on Fri 16-Jun-2006 09:09:06 by <strong><a href="http://www.artefact.tk/software/matlab/m2html/">m2html</a></strong> © 2003</address>
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