scaling t-distributions
in [Matlab]
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From: Firat on 7 Apr 2010 19:55 Hi all, I have 4 sets of 50 values. I want to generate, let's say 1000 random numbers, based on this data set , I know that these 4 sets are correlated with each other and I want it to be distributed with t-distribution. I can use mvtrnd function r = mvtrnd(co,50,1000) but that gives me mean of zero. Is there any way to add a mean for this function so that I can get my random numbers based on t-distribution, but around my data mean instead of zero ? or is there any method like scaling, or translation to do that ? Hope it is clear, Firat
From: Peter Perkins on 7 Apr 2010 20:37 On 4/7/2010 7:55 PM, Firat wrote: > Is there any way to add a mean for this > function so that I can get my random numbers based on t-distribution, > but around my data mean instead of zero ? or is there any method like > scaling, or translation to do that ? Firat, MVTRND won't do that, but it's easy to do: mu = [row vector of component-wise means]; sigma = [row vector of component-wise scale factors]; t = bsxfun(@sum,mu,bsxfun(@times,sigma,mvtrnd(C,df,n))); That probably looks a bit cryptic; you could also do this mu = repmat([row vector of component-wise means],n,1); sigma = repmat([row vector of component-wise scale factors],n,1); t = mu + sigma.*mvtrnd(C,df,n); Hope this helps.
From: Firat on 7 Apr 2010 21:30 Thank you so much Peter. It worked. At first it gave an error ??? Error using ==> bsxfun Unsupported builtin function. Error in ==> tdist at 8 t = bsxfun(@sum,mu,bsxfun(@times,sigma,mvtrnd(C,df,n))); I assumed it was due to "sum" and changed it to "plus" and now it works. Thank you so much again! Firat Peter Perkins <Peter.Perkins(a)MathRemoveThisWorks.com> wrote in message <hpj8gm$mul$1(a)fred.mathworks.com>... > On 4/7/2010 7:55 PM, Firat wrote: > > > Is there any way to add a mean for this > > function so that I can get my random numbers based on t-distribution, > > but around my data mean instead of zero ? or is there any method like > > scaling, or translation to do that ? > > Firat, MVTRND won't do that, but it's easy to do: > > mu = [row vector of component-wise means]; > sigma = [row vector of component-wise scale factors]; > t = bsxfun(@sum,mu,bsxfun(@times,sigma,mvtrnd(C,df,n))); > > That probably looks a bit cryptic; you could also do this > > mu = repmat([row vector of component-wise means],n,1); > sigma = repmat([row vector of component-wise scale factors],n,1); > t = mu + sigma.*mvtrnd(C,df,n); > > Hope this helps.
From: Peter Perkins on 8 Apr 2010 10:33
On 4/7/2010 9:30 PM, Firat wrote: > Thank you so much Peter. It worked. At first it gave an error > > ??? Error using ==> bsxfun > Unsupported builtin function. > > Error in ==> tdist at 8 > t = bsxfun(@sum,mu,bsxfun(@times,sigma,mvtrnd(C,df,n))); > > I assumed it was due to "sum" and changed it to "plus" and now it works. > Thank you so much again! Yes, thank you, I always get that wrong and I didn't run this code. |