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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

f_cdf(x,v1,v2);
function p = f_cdf(x,v1,v2);
%FCDF   F cumulative distribution function.
%   P = FCDF(X,V1,V2) returns the F cumulative distribution function
%   with V1 and V2 degrees of freedom at the values in X.
%
%   The size of P is the common size of the input arguments. A scalar input  
%   functions as a constant matrix of the same size as the other inputs.    

%   References:
%      [1]  M. Abramowitz and I. A. Stegun, "Handbook of Mathematical
%      Functions", Government Printing Office, 1964, 26.6.

%   Copyright 1993-2000 The MathWorks, Inc. 
%   $Revision: 2.11 $  $Date: 2000/05/26 17:28:55 $

if nargin < 3, 
    error('Requires three input arguments.'); 
end

[errorcode x v1 v2] = distchck(3,x,v1,v2);

if errorcode > 0
    error('Requires non-scalar arguments to match in size.');
end

%   Initialize P to zero.
p = zeros(size(x));

t = (v1 <= 0 | v2 <= 0 | isnan(x));
p(t) = NaN;

% Compute P when X > 0.
k = find(x > 0 & ~t & isfinite(v1) & isfinite(v2));
if any(k), 
% use A&S formula 26.6.2 to relate to incomplete beta function 
    % Also use 26.5.2 to avoid cancellation by subtracting from 1
    xx = x(k)./(x(k) + v2(k)./v1(k));
    p(k) = betainc(xx, v1(k)/2, v2(k)/2);
end

if any(~isfinite(v1(:)) | ~isfinite(v2(:)))
   k = find(x > 0 & ~t & isfinite(v1) & ~isfinite(v2) & v2>0);
   if any(k)
      p(k) = chi2cdf(v1(k).*x(k),v1(k));
   end
   k = find(x > 0 & ~t & ~isfinite(v1) & v1>0 & isfinite(v2));
   if any(k)
      p(k) = 1 - chi2cdf(v2(k)./x(k),v2(k));
   end
   k = find(x > 0 & ~t & ~isfinite(v1) & v1>0 & ~isfinite(v2) & v2>0);
   if any(k)
      p(k) = (x(k)>=1);
   end
end

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