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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

gengum_cdf(x, nn, lambda, u)
% gengum_cdf.m - tests a Generalized Gumbel Cumulative Distribution.
%   See "The Amoroso Distribution", G. E. Crooks, Tech. Note 003v5 (2010-01-14)
%   http://threeplusone.com/pubs/technote/CrooksTechNote003.pdf.
%
%  Created by Jim Huntley,  10/19/11
%

function [cdf] = gengum_cdf(x, nn, lambda, u)

pdf = gengum_pdf(x, nn, lambda, u);
dx = x(2) - x(1);
sx = size(x,2);
for jx = 1:sx
    if(jx <= 2)
        cdf(jx) = trapz(pdf(1:jx)) * dx;
    elseif(jx > 2)
        cdf(jx) = simps(pdf(1:jx)) * dx;
    end
end

return

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