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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

kummer_cdf(x,alpha,bet,gamm,delta)
% kummer_cdf.m - evaluatess a Kummer Probability Density.
%   See "Continuous Univariate Distributions", Johnson, Kotz, and Balakrishnan,
%   J. Wiley, v.2, 1995, 648. 
%
%   Vector Form of the CDF!!!
%
%  Created by Jim Huntley,  6/22/07
%

function [cdf] = kummer_cdf(x,alpha,bet,gamm,delta)

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

minx = min(x);

% Integrate PDF to get CDF.
warning off MATLAB:quad:MinStepSize
sz = size(x,2);
for jz = 1:sz
    cdf(jz) = quad(@kummer_pdf,minx,x(jz),tol,trace,alpha,bet,gamm,delta);
end

return



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