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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

fisher_cdf(x,rho2,n,k)
% fisher_cdf.m - compute a Fisher Cumulative Distribution Function.
%   See "Continuous Univariate Distributions", Vol. 2, Johnson, Kotz and Balkrishnan,
%   J. Wiley, p. 619, 1995.              
%
%               Vector Form of CDF !!!
%
%  Created by:  Jim Huntley,  01/11/07.
%

function [cdf] = fisher_cdf(x,rho2,n,k)

% Integrate PDF to get CDF.
pdf = fisher_pdf(x, rho2,n,k);
for jz = 1:size(x,2)
    if(jz == 1)
        cdf(jz) = trapz(pdf(1:jz));
    elseif(jz == 2)
        dx = x(2)-x(1);
        cdf(jz) = trapz(pdf(1:jz)) * dx;
    elseif(jz > 2)
        cdf(jz) = simps(pdf(1:jz)) * dx; 
    end
end

return




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