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Generation of Random Variates

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Generation of Random Variates

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generates random variates from over 870 univariate distributions

boxcoxpe_cdf(x, mu, sigma, nu, tau)
% boxcoxpe_cdf.m - compute Box Cox Power Exponential Cumulative Distribution Function.
%   See BCPE, "The GAMLSS Package", 
%   http://cran.r-project.org/doc/packages/gamlss.pdf, p.9.                
%
%  Created by:  Jim Huntley,  11/19/07.
%

function [cdf] = boxcoxpe_cdf(x, mu, sigma, nu, tau)

bcpepdf = boxcoxpe_pdf(x,mu,sigma,nu,tau);
sx = size(x,2);
qz(1:sx) = 0;

for jx = 1:sx
    if(jx <= 2)
        qz(1) = bcpepdf(1);
    elseif(jx == 2)
        dx = x(2)-x(1);
        qz(2) = trapz(bcpepdf(1:2)) * dx;
    elseif(jx > 2)
        dx = x(2)-x(1);
        qz(jx) = simps(bcpepdf(1:jx)) * dx;
    end
end

cdf = qz;

return




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