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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

crommelin_pdf(n, rho, D, nend, c, nq, q)
% crommelin_pdf.m - evaluates a Crommelin Probaility Density Function.
%   See "A Simple Solution for the M/D/c Waiting Time Distribution",
%   G.J. Franx, U. Amsterdam, 16 November, 1998.
%
%  Created by Jim Huntley,  10/26/11.
%

function [pdf] = crommelin_pdf(n, rho, D, nend, c, nq, q)

sn = size(n,2);
cdf = crommelin_cdf(n, rho, D, nend, c, nq, q);
pdf(1) = cdf(1);
pdf(2:sn) = max(diff(cdf),0);

return

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