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Generation of Random Variates

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Generation of Random Variates


James Huntley (view profile)


generates random variates from over 870 univariate distributions

% invgausmix_cdf.m - compute Inverse Gaussian Mixture Cumulative Distribution Function.
%   See "Continuous Univaiate Distributions", Vol.1, Johnson, Kotz, & Balakrishnan,
%   J. Wiley, 1995, p.286.
%       Vector form of CDF!!!
%  Created by Jim Huntley,  11/06/08

function [cdf] = apd_cdf(x,mu,sigma,p)

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

minx = min(x);

% Integrate PDF to get CDF.
warning off MATLAB:quad:MinStepSize
for jz = 1:size(x,2)
    cdf(jz) = quad(@invgausmix_pdf,minx,x(jz),tol,trace,mu,sigma,p);


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