Grocer Function
NAME
gamm_rnd - Gamma random draws
CALLING SEQUENCE
[gb]=gamm_rnd(nrow,ncol,m,k)
PARAMETERS
Input
-
nrow,ncol = the size of the matrix drawn
-
m = a parameter such that the mean of the gamma = m/k
-
k = a parameter such that the variance of the gamma = m/(k^2)
Output
-
r = an nrow x ncol matrix of random numbers from the gamma distribution
DESCRIPTION
Performs a matrix of random draws from the gamma distribution.
REFERENCE: Luc Devroye, Non-Uniform Random Variate Generation, New York: Springer Verlag, 1986, ch 9.3-6.
Note: m=r/2, k=2 equals chisq r random deviate.
EXAMPLE
x=gamm_rnd(5,4,3,3)
AUTHOR
Eric Dubois 2002