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

gamwarn_pdf(x, a, d, m, p, nn)
% gamwarn_pdf.m - evaluates a Gamma Warning Time Probability Density.
%   See "A Beta Warning Time Distribution and a Distended Beta Distribution",
%	H.W. Block & B.R. Rao, Indian J. of Stat., V.35, Series B, Pt.1,1973, p.79.  
%
%       Vector Form of PDF !!!
%
%  Created by Jim Huntley,  01/05/09
%

function[pdf] = gamwarn_pdf(x, a, d, m, p, nn)

%persistent mm1 nm1 dmmmn coef ny ymax

%if(isempty(coef))
    mm1 = m - 1;
    nm1 = nn - 1;
    dmmmn = d - m - nn;
    coef = p / (beta(m,nn)*gamma(d/p)*a^d);
    ny = 1000;
    yscale = 1;
    ymax = x(end) * yscale;
%end

for jx = 1:size(x,2)
    ymin = x(jx);
    dy = (ymax-ymin) / (ny-1);
    y = ymin:dy:ymax;
    kern = y.^dmmmn .* (y-x(jx)).^nm1 .* exp(-(y./a).^p);
    inty = simps(kern) * dy;
    pdf(jx) = coef * x(jx)^mm1 * inty;
end

return



Contact us