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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

extpower_cdf(x, theta, c, lambda, tsi)
% extpower_cdf.m - compute an Exteneded Power Cumulative Distribution Function.
%   See "Continuous Univariate Distributions", Johnson, Kotz, & Balakrishnan,
%   J. Wiley, v.1, p.63, 1995.
%
%   NOTE: distribution is not normalized!!!
%
%  Created by Jim Huntley,  01/05/07
%
%  Vector form of CDF!!!
%

function [cdf] = extpower_cdf(x, theta, c, lambda, tsi)

tol = 1e-8;
trace = [];
warning off MATLAB:quad:MinStepSize;

minx = min(x);

% Integrate PDF to get CDF.
warning off MATLAB:quad:MinStepSize
sz = size(x,2);
for jz = 1:sz
    cdf(jz) = quad(@extpower_pdf,minx,x(jz),tol,trace,theta,c,lambda,tsi);
end

cdf = cdf ./ max(cdf);

return



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