Commit bce9aba5 by stepan

### v4.1:: Added a random number generator for the exponential distribution.

```
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2417 ac1d8469-bf42-47a9-8791-bf33cf982152```
parent e75b7f97
 function rnd = exprnd(a) % Random samples from the exponential distribution with expectation 1/a % and variance (1/a)^2. % % INPUTS % a [double] m*n matrix of positive parameters % % OUTPUT % rnd [double] m*n matrix, independent draws from the exponential % distribution rnd(j,j) has expectation 1/a(i,j) and % variance (1/a(i,j))^2 % % ALGORITHM % Inverse transform sampling. % % SPECIAL REQUIREMENTS % None. % % Copyright (C) 2009 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 . if any(a(:)<1e-15) disp('exprnd:: The parameter of the exponential distribution has to be positive!') error; end [m,n] = size(a); uniform_variates = rand(m,n); rnd = -log(uniform_variates)./a; \ No newline at end of file
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