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

kappamu_pdf(x, kappa, mu)
% kappamu_pdf.m - evaluates a Kappa - Mu Probability Density.
%   See "The Kappa - Mu Distribution: A General Fading Distribution", 
%   M. D. Yacoub, U. Campinas, IEEE 2001.
%
%   Vector Form of PDF !!!
%
%  Created by Jim Huntley,  09/19/06
%

function [pdf] = kappamu_pdf(x, kappa, mu)


arg = 1+kappa;
tmu = 2 * mu;
coef = tmu * arg^(0.5*(mu+1))/ (kappa^(0.5*(mu-1))*exp(kappa*mu));

pdf = coef .* exp(-mu.*arg.*x.^2) .* x.^mu .* besseli(mu-1,tmu.*sqrt(kappa.*arg).*x);

return

Contact us