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C++ API

Built-in Function: randg (n)
Built-in Function: randg (m, n, …)
Built-in Function: randg ([m n …])
Built-in Function: v = randg ("state")
Built-in Function: randg ("state", v)
Built-in Function: randg ("state", "reset")
Built-in Function: v = randg ("seed")
Built-in Function: randg ("seed", v)
Built-in Function: randg ("seed", "reset")
Built-in Function: randg (…, "single")
Built-in Function: randg (…, "double")

Return a matrix with gamma (a,1) distributed random elements.

The arguments are handled the same as the arguments for rand, except for the argument a.

This can be used to generate many distributions:

gamma (a, b) for a > -1, b > 0
r = b * randg (a)
beta (a, b) for a > -1, b > -1
r1 = randg (a, 1)
r = r1 / (r1 + randg (b, 1))
Erlang (a, n)
r = a * randg (n)
chisq (df) for df > 0
r = 2 * randg (df / 2)
t (df) for 0 < df < inf (use randn if df is infinite)
r = randn () / sqrt (2 * randg (df / 2) / df)
F (n1, n2) for 0 < n1, 0 < n2
## r1 equals 1 if n1 is infinite
r1 = 2 * randg (n1 / 2) / n1
## r2 equals 1 if n2 is infinite
r2 = 2 * randg (n2 / 2) / n2
r = r1 / r2
negative binomial (n, p) for n > 0, 0 < p <= 1
r = randp ((1 - p) / p * randg (n))
non-central chisq (df, L), for df >= 0 and L > 0

(use chisq if L = 0) 

r = randp (L / 2)
r(r > 0) = 2 * randg (r(r > 0))
r(df > 0) += 2 * randg (df(df > 0)/2)
Dirichlet (a1, … ak)
r = (randg (a1), …, randg (ak))
r = r / sum (r)

The class of the value returned can be controlled by a trailing "double" or "single" argument. These are the only valid classes.

See also: rand, randn, rande, randp.

Package: octave