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wtrnd

PURPOSE ^

Random matrices from a Student's T distribution

SYNOPSIS ^

R = rt(df,varargin)

DESCRIPTION ^

 WTRND  Random matrices from a Student's T distribution
 
  CALL:  R = wtrnd(dfn,sz)
 
         R = matrix of random numbers
        df = degrees of freedom
        sz = size(R)    (Default size(df))
             sz can be a comma separated list or a vector 
             giving the size of R (see zeros for options)
 
  The random numbers are generated by the inverse method. 
 
  Examples:
    R  = wtrnd(1,1,100);
    R2 = wtrnd(1:10);
    R3 = wtrnd(4,[2 2 3])
   
  See also  wtinv

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:

SOURCE CODE ^

001 function R = rt(df,varargin)
002 %WTRND  Random matrices from a Student's T distribution
003 %
004 % CALL:  R = wtrnd(dfn,sz)
005 %
006 %        R = matrix of random numbers
007 %       df = degrees of freedom
008 %       sz = size(R)    (Default size(df))
009 %            sz can be a comma separated list or a vector 
010 %            giving the size of R (see zeros for options)
011 %
012 % The random numbers are generated by the inverse method. 
013 %
014 % Examples:
015 %   R  = wtrnd(1,1,100);
016 %   R2 = wtrnd(1:10);
017 %   R3 = wtrnd(4,[2 2 3])
018 %  
019 % See also  wtinv
020 
021 
022 % Tested on: Matlab 5.3
023 % History: 
024 % revised pab 23.10.2000
025 %  - added comnsize + nargchk
026 %  - added greater flexibility on the sizing of R
027 %       Anders Holtsberg, 18-11-93
028 %       Copyright (c) Anders Holtsberg
029 
030 error(nargchk(1,inf,nargin))
031 if nargin>1,
032   [errorcode df] = comnsize(df,zeros(varargin{:}));
033   if errorcode > 0
034     error('df must be a scalar or of corresponding size as given by m and n.');
035   end
036 end
037 csiz=size(df);
038 R = wtinv(rand(csiz),df);
039 
040 
041 
042

Mathematical Statistics
Centre for Mathematical Sciences
Lund University with Lund Institute of Technology

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