Code covered by the BSD License  

Highlights from
Generation of Random Variates

image thumbnail

Generation of Random Variates


James Huntley


generates random variates from over 870 univariate distributions

genfishtip_pdf(x, a, omega, bet, n)
% genfishtip_pdf.m - evaluates a Generalized Fisher Tippett Probability Density.
%   See "The Amoroso Distribution", G. E. Crooks, Tech. Note 003v5 (2010-01-14)
%   Vector form of the PDF!!!!
%  Created by Jim Huntley,  02/24/10

function [pdf] = genfishtip_pdf(x, a, omega, bet, n)

%persistent coef

    coef = abs(bet/omega) * n^n / gamma(n);

argx = (x-a) ./ omega;
pdf = coef .* argx.^(n*bet-1) .* exp(-n.*argx.^bet);


Contact us