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

binpois_pdf(n, p, m, M)
% binpois_pdf.m - evaluates a Binomial Poisson Probability Density.
%   See "Univariate Discrete Distributions", Johnson, Kemp, and Kotz,
%   J. Wiley, p.333, 2005. 
%
%  Created by Jim Huntley,  11/28/06
%

function [pdf] = binpois_pdf(n, p, m, M)

%persistent q t1 

%if(isempty(q))
% Initializations.
    q = 1 - p;
    t1 = log(M*q^m);
%end

% Calculate PDF.
%pdf = exp(-M) * (M*q^m)^n * hypergeom([1-n -m*n],[],p/(M*q)) / factorial(n);
pdf = exp(-M + n*t1 + log(genHyper([1-n -m*n],[],p/(M*q))) - gammaln(n+1));

return


Contact us