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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

koenker_pdf(x, a, b)
% koenker_pdf.m - evaluates a Koenker Probability Density.
%   See VGAM, 9 February, 2011.
%
%  Created by Jim Huntley,  09/12/11
%

function [pdf] = koenker_pdf(x, a, b)

%persistent coef

%if(isempty(coef))
    coef = 1 / (1 + a/sqrt((a/b)^2+4));    %normalization constant
%end

argx = (x - a) ./ b;
pdf = 4 .* coef ./ (4 + argx.^2).^1.5;

return

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