View License

Download apps, toolboxes, and other File Exchange content using Add-On Explorer in MATLAB.

» Watch video

Highlights from
Closed-skew Gaussian generator

Be the first to rate this file! 2 Downloads (last 30 days) File Size: 2.33 KB File ID: #31969 Version: 1.5
image thumbnail

Closed-skew Gaussian generator

by

 

27 Jun 2011 (Updated )

Genereates random number from the closed-skew Gaussian distribution.

| Watch this File

File Information
Description

Genereates random number from the closed-skew Gaussian distribution with two different methods:

CSN_mcmc.m
Does mcmc, so each realisation are not completely independent
% Usage: [res, t_wi, t_inv] =CSN_mcmc(Mu,Sigma,Gamma,Nu,Delta,num,burn)
%
% Mu,Sigma,Gamma,Nu,Delta: parameters in CSN
% num: number of realisations
% burn: burnin time, the first 'burn' realisations are not returned
% res: returned realisations

CSN_BM.m
Completely independent realisations, but takes much longer time.
% Usage: [res, t_wi, t_inv] =CSN_BM(Mu,Sigma,Gamma,Nu,Delta,num)
%
% Mu,Sigma,Gamma,Nu,Delta: parameters in CSN
% num: number of realisations
% res: returned realisations

More info about the algorithms can be found here: www.dahoiv.net/master

MATLAB release MATLAB 7.11 (R2010b)
Tags for This File   Please login to tag files.
Please login to add a comment or rating.
Updates
27 Jun 2011 1.1

Added more info

27 Jun 2011 1.3

spelling

27 Jun 2011 1.5

screenshot

Contact us