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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

champer4p_pdf(x, sigma, theta, alpha, t0)
% champer4p_pdf.m - tests a Champernowne 4-paramater Probability Density.
%   See "Continuous Univariate Distributions", Vol.1, Johson, Kotz, and Balakrishnan,
%   J. Wiley, 1995, p. 611.
%
%   Created by: J. Huntley,  10/02/08   
%

function[pdf] = champer4p_pdf(x, sigma, theta, alpha, t0)

for jx = 1:size(x,2)
    if(x(jx) <= t0)
    pdf(jx) = 2*sin(theta)*(x(jx)/t0)^(sigma*alpha)*sigma*alpha/x(jx)/(2*cos(theta)*(x(jx)/t0)^(sigma*alpha) + ...
              (x(jx)/t0)^(2*sigma*alpha)+1)/(1+sigma)/theta;  
    elseif(x(jx) > t0)
    pdf(jx) = 2*sigma*sin(theta)*(x(jx)/t0)^alpha*alpha/x(jx)/(2*cos(theta)*(x(jx)/t0)^alpha + ...
              (x(jx)/t0)^(2*alpha)+1)/(1+sigma)/theta;      
    end
end

return

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