Can not use gamma function in an external function
Show older comments
Dear,
I am trying to generate some random numbers with a specific distribution, but to calculate the parameters of this distribution I have to use the gamma function.
It works well when I use it in the same file, for example in live script, but from an external function does not work (see error below).
clear
mu = 0.15;
sigma = 0.03;
N = 1e3;
x0 = [2.001,1.0e3];
fun = @(x) sqrt(gamma(1-2/x)-(gamma(1-1/x)).^2)./gamma(1-1/x)-sigma/mu;
par2 = fzero(fun,x0);
par1 = mu/gamma(1-1/par2);
randomNumbers = gevrnd(1/par2,par1/par2,par1,N,1);
% checking
histogram(randomNumbers)
mu = mean(randomNumbers)
sigma = std(randomNumbers)
Now trying to use it in an external function, I got the error 'Unrecognized function or variable 'gamma'.
Can someone explain why this happens?
2 Comments
Dyuman Joshi
on 20 Sep 2023
"Now trying to use it in an external function, I got the error 'Unrecognized function or variable 'gamma'."
What is the external function? How are you calling it?
Accepted Answer
Dyuman Joshi
on 20 Sep 2023
Edited: Dyuman Joshi
on 20 Sep 2023
Using function names as variable names is not a good idea - in your case gamma.
I have changed the names to gamma0 and added a random value for N in the frechet case (as it was not defined), and the code runs without an errror.
obj.means = 0.15;
obj.standardDeviations = 0.03;
obj.distributions = "Frechet";
obj.nSimulations = 2e4;
randomNumbers = generaterandomnumbers(obj)
function randomNumbers = generaterandomnumbers(obj)
nVariables = length(obj.means);
% Pre-allocate memory for the random numbers
randomNumbers = zeros(obj.nSimulations, nVariables);
for i = 1:nVariables
switch lower(obj.distributions{i})
case 'normal'
randomNumbers(:,i) = normrnd(obj.means(i), ...
obj.standardDeviations(i), obj.nSimulations, 1);
case 'binomial'
randomNumbers(:,i) = binornd(obj.means(i), ...
obj.standardDeviations(i), obj.nSimulations, 1);
case 'lognormal'
mu = log((obj.means(i) ^ 2) / ...
sqrt(obj.standardDeviations(i) ^ 2 + obj.means(i) ^ 2));
sigma = sqrt(log(obj.standardDeviations(i) ^ 2 / ...
(obj.means(i) ^ 2) + 1));
randomNumbers(:,i) = lognrnd(mu, sigma, obj.nSimulations, 1);
case {'gumbel', 'extreme type 1'}
%% Name changed
gamma0 = 0.577216;
sigmaHat = sqrt(6) * obj.standardDeviations(i) / pi;
muHat = obj.means(i) - gamma0 * sigmaHat;
pd = makedist('GeneralizedExtremeValue', 'k', 0, ...
'sigma', sigmaHat, 'mu', muHat);
randomNumbers(:,i) = random(pd, obj.nSimulations, 1);
case {'gumbel min', 'extreme type 1 min'}
%% Name changed
gamma0 = 0.577216;
sigmaHat = sqrt(6) * obj.standardDeviations(i) / pi;
muHat = obj.means(i) + gamma0 / sigmaHat;
randomNumbers(:,i) = evrnd(muHat, sigmaHat, ...
obj.nSimulations, 1);
case 'frechet'
x0 = [2.001,1.0e3];
mu = obj.means(i);
sigma = obj.standardDeviations(i);
fun = @(x) sqrt(gamma(1-2/x)-(gamma(1-1/x)).^2)./gamma(1-1/x)-sigma/mu;
par2 = fzero(fun,x0);
par1 = mu/gamma(1-1/par2);
%% Value added
N=5;
randomNumbers = gevrnd(1/par2,par1/par2,par1,N,1);
otherwise
error('Invalid distribution: %s', obj.distributions{i});
end
end
end
2 Comments
Dyuman Joshi
on 20 Sep 2023
Though, variables defined within a case are not accessible to another case and MATLAB executes only one case of any switch statement.
So for the input you have provided, only the 2nd last case is executed and gamma is not over-writed. But the error still occurs. Hmmm.
Geovane Gomes
on 20 Sep 2023
More Answers (0)
Categories
Find more on Gamma Distribution in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!
