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Generation of Random Variates

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Generation of Random Variates


James Huntley


generates random variates from over 870 univariate distributions

chisq_cdf(x, nu)
%Chisq_cdf.m evaluates a Chi-squared Cumulative Distribution.
%   See "Dataplot Reference Manual, CHSCDF", 8-35, NIST, 3/20/97
%  Created by Jim Huntley,  10/10/03

function [cdf] = chisq_cdf(x, nu)

%persistent coef

    coef = gammaln(0.5*nu);

%cdf = gammainc(x/(2*sigmasq),nud2) / gamma(nud2);
cdf = exp(log(max(eps,(gammainc(0.5*x,0.5*nu)))) - coef);


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