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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

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

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

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

return

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