ParaMonte MATLAB 3.0.0
Parallel Monte Carlo and Machine Learning Library
See the latest version documentation.
getRand.m File Reference

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Functions

function getRand (in mean, in cholow, in s1)
 Return a (set of) multivariate Uniform random vector(s), from within a hyper-ellipsoidal domain.
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Function Documentation

◆ getRand()

function getRand ( in  mean,
in  cholow,
in  s1 
)

Return a (set of) multivariate Uniform random vector(s), from within a hyper-ellipsoidal domain.

The returned random vectors are uniformly distributed within the hyper-ellipsoidal domain of the Uniform distribution.

Parameters
[in]mean: The input vector of MATLAB real, representing the mean of a Multivariate Uniform distribution in size(mean) dimensional space.
(optional. default = []. It must be present if cholow is missing.)
[in]cholow: The input square matrix of MATLAB real, representing the lower-triangle of the Cholesky factorization of the Gramian matrix of the target Multivariate Uniform distribution in numel(mean) dimensional space.
This argument can be obtained by passing the Gramian matrix gramian of the distribution to the MATLAB intrinsic function chol(gramian, "lower").
(optional. default = []. It must be present if mean is missing.)
[in]s1: The input vector of MATLAB real, representing the mean of a Multivariate Uniform distribution in size(mean) dimensional space.
(optional. default = 1)
Returns
rand : The output vector of MATLAB real of shape (numel(mean), 1) containing a random vector from the specified Multivariate Uniform distribution.


Possible calling interfaces

rand = pm.stats.dist.mvu.getRand(mean)
rand = pm.stats.dist.mvu.getRand([], cholow)
rand = pm.stats.dist.mvu.getRand(mean, cholow)
rand = pm.stats.dist.mvu.getRand([], cholow, s1)
rand = pm.stats.dist.mvu.getRand(mean, cholow, s1)


Example usage


Example usage

1cd(fileparts(mfilename('fullpath'))); % Change working directory to source code directory.
2addpath('../../../../../'); % Add the ParaMonte library root directory to the search path.
3
4pm.matlab.show()
5pm.matlab.show('pm.stats.dist.mvu.getRand(zeros(2, 1))')
6pm.matlab.show( pm.stats.dist.mvu.getRand(zeros(2, 1)) )
7
8pm.matlab.show()
9pm.matlab.show('figure("color", "white"); histogram(pm.stats.dist.mvu.getRand(zeros(2, 1), [], 10000));')
10 figure("color", "white"); histogram(pm.stats.dist.mvu.getRand(zeros(2, 1), [], 10000));
11pm.matlab.show('pm.vis.figure.savefig("mvu.getRand.hist1.png");')
12 pm.vis.figure.savefig("mvu.getRand.hist1.png");
13
14pm.matlab.show()
15pm.matlab.show('figure("color", "white"); histogram(pm.stats.dist.mvu.getRand([-3, 3], chol([1 .5; .5, 1], "lower"), 10000));')
16 figure("color", "white"); histogram(pm.stats.dist.mvu.getRand([-3, 3], chol([1 .5; .5, 1], "lower"), 10000));
17pm.matlab.show('pm.vis.figure.savefig("mvu.getRand.hist2.png");')
18 pm.vis.figure.savefig("mvu.getRand.hist2.png");
19
20pm.matlab.show()
21pm.matlab.show('rand = pm.stats.dist.mvu.getRand([-3, 3], chol([1 .9; .9, 1], "lower"), 10000);')
22 rand = pm.stats.dist.mvu.getRand([-3, 3], chol([1 .9; .9, 1], "lower"), 10000);
23pm.matlab.show('figure("color", "white"); scatter(rand(1, :), rand(2, :), 5, ".");')
24 figure("color", "white"); scatter(rand(1, :), rand(2, :), 5, ".");
25pm.matlab.show('pm.vis.figure.savefig("mvu.getRand.scatter1.png");')
26 pm.vis.figure.savefig("mvu.getRand.scatter1.png");
function root()
Return a scalar MATLAB string containing the root directory of the ParaMonte library package.

Visualization of the example output


Final Remarks


If you believe this algorithm or its documentation can be improved, we appreciate your contribution and help to edit this page's documentation and source file on GitHub.
For details on the naming abbreviations, see this page.
For details on the naming conventions, see this page.
This software is distributed under the MIT license with additional terms outlined below.

  1. If you use any parts or concepts from this library to any extent, please acknowledge the usage by citing the relevant publications of the ParaMonte library.
  2. If you regenerate any parts/ideas from this library in a programming environment other than those currently supported by this ParaMonte library (i.e., other than C, C++, Fortran, MATLAB, Python, R), please also ask the end users to cite this original ParaMonte library.

This software is available to the public under a highly permissive license.
Help us justify its continued development and maintenance by acknowledging its benefit to society, distributing it, and contributing to it.

Author:
Joshua Alexander Osborne, May 21 2024, 4:03 AM, University of Texas at Arlington
Fatemeh Bagheri, May 20 2024, 1:25 PM, NASA Goddard Space Flight Center (GSFC), Washington, D.C.
Amir Shahmoradi, May 16 2016, 9:03 AM, Oden Institute for Computational Engineering and Sciences (ICES), UT Austin