Code covered by the BSD License  

Highlights from
Generation of Random Variates

image thumbnail

Generation of Random Variates

by

James Huntley (view profile)

 

generates random variates from over 870 univariate distributions

hyge_cdf(x,m,k,n)
function p = hyge_cdf(x,m,k,n)
%HYGE_CDF Hypergeometric cumulative distribution function.
%   P = HYGE_CDF(X,M,K,N) returns the hypergeometric cumulative 
%   distribution function with parameters M, K, and N 
%   at the values in X.
%
%   The size of P is the common size of the input arguments. A scalar input  
%   functions as a constant matrix of the same size as the other inputs.    

%   B.A. Jones 2-23-93
%   Copyright 1993-2000 The MathWorks, Inc. 
%   $Revision: 2.9 $  $Date: 2000/05/26 18:52:57 $

if nargin < 4, 
    error('Requires four input arguments.'); 
end

[errorcode x m k n] = distchck(4,x,m,k,n);

if errorcode > 0
    error('Requires non-scalar arguments to match in size.');
end

%Initialize P to zero.
p = zeros(size(x));

%   Return NaN for values of the parameters outside their respective limits.
k1 = find(m < 0 | k < 0 | n < 0 | x < 0 | round(m) ~= m | round(k) ~= k | ...
           round(n) ~= n | n > m | k > m | x > n | x > k);
if any(k1)
    tmp = NaN;
    p(k1) = tmp(ones(size(k1))); 
end

kc = (1:prod(size(x)))';
kc(k1) = [];

% Compute p when xx >= 0.
if any(kc)
    xx = floor(x);
    val = min([max(max(k(kc))) max(max(xx(kc))) max(max(n(kc)))]);
    i1 = [0:val]';
    compare = i1(:,ones(size(kc)));
    index = xx(kc);
	index = index(:);
    index = index(:,ones(size(i1)))';
    mbig = m(kc);
	mbig = mbig(:);
    mbig = mbig(:,ones(size(i1)))';
    kbig = k(kc);
	kbig = kbig(:);
    kbig = kbig(:,ones(size(i1)))';
    nbig = n(kc);
	nbig = nbig(:);
    nbig = nbig(:,ones(size(i1)))';
    p0 = hyge_pdf(compare,mbig,kbig,nbig);
    indicator = find(compare > index);
    p0(indicator) = zeros(size(indicator));
    p(kc) = sum(p0);
end

% Make sure that round-off errors never make P greater than 1.
k1 = find(p > 1);
if any(k1)
    p(k1) = ones(size(k1));
end

Contact us