53 lines
1.7 KiB
Matlab
53 lines
1.7 KiB
Matlab
function rnd = betarnd(a, b)
|
|
% This function produces independent random variates from the Beta distribution.
|
|
%
|
|
% INPUTS
|
|
% a [double] n*1 vector of positive parameters.
|
|
% b [double] n*1 vector of positive parameters.
|
|
%
|
|
% OUTPUT
|
|
% rnd [double] n*1 vector of independent variates from the beta(a,b) distribution.
|
|
% rnd(i) is beta distributed with variance a(i)/(a(i)+b(i)) and
|
|
% variance a(i)b(i)/(a(i)+b(i))^2/(a(i)+b(i)+1).
|
|
%
|
|
% ALGORITHMS
|
|
% Described and Devroye (1986, chapter 9).
|
|
|
|
% Copyright (C) 2008-2017 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 <http://www.gnu.org/licenses/>.
|
|
|
|
if (nargin ~= 2)
|
|
error('betarnd: you must give two arguments');
|
|
end
|
|
|
|
if (any(a<0)) || (any(b<0)) || (any(a==Inf)) || (any(b==Inf))
|
|
error('betarnd:: Input arguments must be finite and positive!');
|
|
end
|
|
|
|
[ma,na] = size(a);
|
|
[mb,nb] = size(b);
|
|
|
|
if ma~=mb || na~=nb
|
|
error('betarnd:: Input arguments must have the same size!');
|
|
end
|
|
|
|
if na~=1
|
|
error('betarnd:: Input arguments must be column vectors');
|
|
end
|
|
|
|
x = gamrnd(a,ones(ma,1));
|
|
rnd = x./(x+gamrnd(b, ones(mb,1))); |