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sript_multinomial.m

 1 % Copyright (c) 2008 the authors listed at the following URL, and/or
 2 % the authors of referenced articles or incorporated external code:
 3 % http://en.literateprograms.org/Probability_distributions_(MATLAB)?action=history&offset=20061020163719
 4 % 
 5 % Permission is hereby granted, free of charge, to any person obtaining
 6 % a copy of this software and associated documentation files (the
 7 % "Software"), to deal in the Software without restriction, including
 8 % without limitation the rights to use, copy, modify, merge, publish,
 9 % distribute, sublicense, and/or sell copies of the Software, and to
10 % permit persons to whom the Software is furnished to do so, subject to
11 % the following conditions:
12 % 
13 % The above copyright notice and this permission notice shall be
14 % included in all copies or substantial portions of the Software.
15 % 
16 % THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
17 % EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
18 % MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.
19 % IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY
20 % CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT,
21 % TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
22 % SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
23 % 
24 % Retrieved from: http://en.literateprograms.org/Probability_distributions_(MATLAB)?oldid=7867
25 
26 
27 p = [1 2 3 4 5];
28 p = p/sum(p)
29 q = cumsum(p)/sum(p)
30 nb = 200;
31 
32 
33 rs     = rand(nb,1);
34 chosen = sum(repmat(rs,1,length(q))>repmat(q,nb,1),2)+1
35 
36 rep = sparse(chosen,1,1);
37 full(rep)'/sum(rep)*100
38 
39 


script_gbimodal.m

 1 % Copyright (c) 2008 the authors listed at the following URL, and/or
 2 % the authors of referenced articles or incorporated external code:
 3 % http://en.literateprograms.org/Probability_distributions_(MATLAB)?action=history&offset=20061020163719
 4 % 
 5 % Permission is hereby granted, free of charge, to any person obtaining
 6 % a copy of this software and associated documentation files (the
 7 % "Software"), to deal in the Software without restriction, including
 8 % without limitation the rights to use, copy, modify, merge, publish,
 9 % distribute, sublicense, and/or sell copies of the Software, and to
10 % permit persons to whom the Software is furnished to do so, subject to
11 % the following conditions:
12 % 
13 % The above copyright notice and this permission notice shall be
14 % included in all copies or substantial portions of the Software.
15 % 
16 % THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
17 % EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
18 % MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.
19 % IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY
20 % CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT,
21 % TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
22 % SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
23 % 
24 % Retrieved from: http://en.literateprograms.org/Probability_distributions_(MATLAB)?oldid=7867
25 
26 
27 q = [.4 .6];
28 m = [0 50];
29 s = [5 5];
30 distrib = struct('mu', m, 'sigma', s, 'weight', q)
31 nb = 200;
32 
33 
34 %% Construction of two scaled and translated gaussians

35 X       = randn(nb,length(q)).*repmat(s,nb,1)+repmat(m,nb,1);
36 
37 
38 %% Selection of one gaussian or the other

39 rsel    = rand(nb,1);
40 idx1    = (repmat(rsel,1,length(q))>repmat(cumsum(q),nb,1));
41 idx2    = (repmat(rsel,1,length(q))<repmat(cumsum(q),nb,1));
42 idx1(:,2:end) = idx1(:,1:end-1).*idx2(:,2:end);
43 idx1(:,1) = idx2(:,1);
44 X       = sum(X.*idx1,2);
45 
46 
47 %% Plot result

48 [y,x]=ksdensity(X);figure;plot(x,y,'linewidth',2)
49 


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