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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

gamwarn_cdf(x, a, d, m, p, nn)
% gamwarn_cdf.m - compute Gamma Warning Time Cumulative Distribution Function.
%   See "Asymmetric Power Distributions: Theory and Applications to Risk Management", 
%   I. Komunjer, Caltech, web.               
%
%               Vector Form of CDF !!!
%
%  Created by:  Jim Huntley,  01/05/09.
%

function [cdf] = gamwarn_cdf(x, a, d, m, p, nn)

% Integrate PDF to get CDF.
dx = x(2) - x(1);
pdf = gamwarn_pdf(x,a, d, m, p, nn);
for jx = 1:size(x,2)
    if(jx <= 2)
        cdf(jx) = trapz(pdf(1:jx)) * dx;
    else
        cdf(jx) = simps(pdf(1:jx)) * dx;
    end
end

return



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