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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

invgaus3p_pdf(x, mu, lambda, tsi)
% invgaus3p_pdf.m - evaluatess a 3-Parameter Inverse Gaussian Probability Density.
%   See "Continuous Univaiate Distributions", Vol.1, Johnson, Kotz, & Balakrishnan,
%   J. Wiley, 1995, p.275.
%
%           Vector form of PDF!!!
%
%  Created by Jim Huntley,  11/04/08
%

function [pdf] = invgaus3p_pdf(x, mu, lambda, tsi)

%persistent coef mu2

%if(isempty(coef))
    coef = sqrt(0.5*lambda/pi);
    mu2 = mu * mu;
%end

argx = x - tsi;
pdf = coef .* argx.^(-1.5) .* exp(-0.5*lambda*(argx-mu).^2 ./ (argx.*mu2));

end

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