Code covered by the BSD License  

Highlights from
Generation of Random Variates

image thumbnail

Generation of Random Variates

by

James Huntley (view profile)

 

generates random variates from over 870 univariate distributions

invpois_cdf(n,rho,theta)
%invpois_cdf.m - evaluates an Intervened Poisson Cumulative Distribution.
%   "Univariate Discrete Distributions", Johnson, Kemp, and Kotz,
%   Wiley, 2005, p. 206.

function[cdf] = invpois_cdf(n,rho,theta)

sum1 = invpois_pdf(0,rho,theta);
for jn = 1:n
    sum1 = sum1 + invpois_pdf(jn,rho,theta);
end
cdf = sum1;

return
    
    
    
    



Contact us