Code covered by the BSD License  

Highlights from
Generation of Random Variates

image thumbnail

Generation of Random Variates

by

James Huntley (view profile)

 

generates random variates from over 870 univariate distributions

disnbin_pdf(n, k, theta, r, nn)
% disnbin_pdf.m - evaluates a Displaced Negative Binomial Probability Density.
%   See "Univariate Discrete Distributions", Johnson, Kemp, & Kotz,
%   J. Wiley, 2005, p.235.
%
%  Created by Jim Huntley,  7/26/07
%

function [pdf] = disnbin_pdf(n, k, theta, r, nn)

%persistent lsum1 ltheta

%if(isempty(lsum1))
    sum1 = 0;
    ltheta = log(theta);
    for jx = r:nn
        %sum1 = sum1 + factorial(k+jx-1) * theta^jx / factorial(jx);
        sum1 = sum1 + exp(gammaln(k+jx) + jx*ltheta - gammaln(jx+1));
    end
    lsum1 = log(sum1);
%end

%pdf = factorial(k+n-1) * theta^n / factorial(n) / sum1;
pdf = exp(gammaln(k+n) + n*ltheta - gammaln(n+1) - lsum1);

return

Contact us