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

gengauss_pdf(x, mu, sigma, p)
% gengauss_pdf.m - evaluates a Generalized Gaussian Probability Density.
%   See "A Practical Procedure to Estimate the Shape Parameter in the 
%   Generalized Gaussian Distribution", J. Armando Dominguez-Molina and 
%   R. M. Rodriguez-Dagnino, U. de Guanajuato.
%   Vector Form of PDF !!!
%  Created by Jim Huntley,  8/28/06

function [pdf] = gengauss_pdf(x, mu, sigma, p)

%persistent A coef

    A = sqrt(exp(2*log(sigma) + gammaln(1/p) - gammaln(3/p)));
    coef = exp(-(log(2) + gammaln(1+1/p) + log(A)));

pdf = coef .* exp(-abs((x(jx)-mu)./A).^p);    


Contact us