Function Reference
— Loadable Function: randg (a, x)
— Loadable Function: randg (a, n, m)
— Loadable Function: randg ("state", x)
— Loadable Function: randg ("seed", x)

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)
See also: rand randn rande randp