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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

kdist_cdf(x, c, nu)
% kdist_cdf.m - evaluates a Cumulative K-Distribution.
%   See "Non-linear Interference ...", Ponnekanti & Sali, PIER 18, 209 (1998).
%
%  Created by Jim Huntley,  10/13/03.
%

function [cdf] = kdist_cdf(x, c, nu)

%persistent ltcnu gamlnnu 

%if(isempty(ltcnu))
    ltcnu = log(2 * c^nu);
    gamlnnu = gammaln(nu);
%end

arg = 2*c*x;
cdf = 1 - exp(ltcnu + log(x^nu * besselk(nu,arg)) - gamlnnu);

return

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