Code covered by the BSD License  

Highlights from
Generation of Random Variates

image thumbnail

Generation of Random Variates


James Huntley (view profile)


generates random variates from over 870 univariate distributions

invfact_pdf(n, nn, c)
% invfact_pdf.m - evaluates an Inverse Factorial Probability Density.
%   See "On the Sum of Independent Zero-Truncated Poisson Random Variables",   
%   J. Springael, 8 June 2006. 
%  Created by Jim Huntley,  08/29/11

function [pdf] = invfact_pdf(n, nn, c)

pdf = nn * c * exp(gammaln(n+nn) - gammaln(n+1) - gammaln(c+n+nn+1) + gammaln(c+n));


Contact us