Commit e1b8fb9b by stepan

### v4.1:: Reparametrization of the exponential distribution.

```
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2418 ac1d8469-bf42-47a9-8791-bf33cf982152```
parent bce9aba5
 function rnd = exprnd(a) function rnd = exprnd(a) % Random samples from the exponential distribution with expectation 1/a % Random samples from the exponential distribution with expectation a % and variance (1/a)^2. % and variance a^2. % % % INPUTS % INPUTS % a [double] m*n matrix of positive parameters % a [double] m*n matrix of positive parameters % % % OUTPUT % OUTPUT % rnd [double] m*n matrix, independent draws from the exponential % rnd [double] m*n matrix, independent draws from the exponential % distribution rnd(j,j) has expectation 1/a(i,j) and % distribution rnd(j,j) has expectation a(i,j) and % variance (1/a(i,j))^2 % variance a(i,j)^2. % % % ALGORITHM % ALGORITHM % Inverse transform sampling. % Inverse transform sampling. ... @@ -33,10 +33,10 @@ function rnd = exprnd(a) ... @@ -33,10 +33,10 @@ function rnd = exprnd(a) % % % You should have received a copy of the GNU General Public License % You should have received a copy of the GNU General Public License % along with Dynare. If not, see . % along with Dynare. If not, see . if any(a(:)<1e-15) if any(a(:)<0) disp('exprnd:: The parameter of the exponential distribution has to be positive!') disp('exprnd:: The parameter of the exponential distribution has to be positive!') error; error; end end [m,n] = size(a); [m,n] = size(a); uniform_variates = rand(m,n); uniform_variates = rand(m,n); rnd = -log(uniform_variates)./a; rnd = -log(uniform_variates).*a; \ No newline at end of file \ No newline at end of file
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