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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

gensech_cdf(x,rho,theta)
% gensech_cdf.m - compute Generalized Hyperbolic Secant Cumulative Distribution Function.
%   See "Continuous Univariate distributions", Johnson, Kotz, & Balakrishnan,
%   Wiley, V. 2, p. 148, 1995.
%
%  Created by Jim Huntley,  02/07/07
%
%   Vector Form of CDF !!!
%
%

function [cdf] = gensech_cdf(x,rho,theta)

tol = 1e-8;
trace = [];
warning off MATLAB:quad:MinStepSize;

minx = min(x);

% Integrate PDF to get CDF.
warning off MATLAB:quad:MinStepSize
sz = size(x,2);
for jz = 1:sz
    cdf(jz) = quad(@gensech_pdf,minx,x(jz),tol,trace,rho,theta);
end

return



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