Code covered by the BSD License  

Highlights from
Generation of Random Variates

image thumbnail

Generation of Random Variates

by

 

generates random variates from over 870 univariate distributions

azzal_cdf(x,lambda,xi)
% azzal_cdf.m - compute Azzalini Cumulative Distribution Function.
%   See "Continuous Univariate Distributions", v.1, Johnson, Kotz, & Balakrishnan,
%   J. Wiley, 1995, p.61.             
%
%               Vector Form of CDF !!!
%
%  Created by:  Jim Huntley,  07/09/07.
%

function [cdf] = azzal_cdf(x,lambda,xi)

tol = 1e-8;
trace = [];
warning off MATLAB:quad:MinStepSize;

minx = min(x);

% Integrate PDF to get CDF.
warning off MATLAB:quad:MinStepSize
sz = size(x,2);
for jz = 1:sz
    cdf(jz) = quad(@azzal_pdf,minx,x(jz),tol,trace,lambda,xi);
end

return



Contact us