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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

dbtrnorm_cdf(x, mu, sigma, A, B)
% dbtrnorm_cdf.m  computes a Doubly Truncated normal Cumulative Distribution.
%   See "Continuous Univariate Distributions", Johnson, Kotz and Balakrishnan,
%   Vol.1, J. Wiley, 1995, p.156.
%
%  Created by Jim Huntley,  10/13/08
%

function [cdf] = dbtrnorm_cdf(x, mu, sigma, A, B)

%persistent t1 denom

%if (isempty(t1))
    t1 = erf((A-mu) ./ (sigma * sqrt(2)));
    denom = erf((B-mu) ./ (sigma * sqrt(2)))- t1;
%end

cdf = (erf((x-mu) ./ (sigma * sqrt(2)))- t1) ./ denom;

return

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