Code covered by the BSD License  

Highlights from
Generation of Random Variates

image thumbnail

Generation of Random Variates


James Huntley


generates random variates from over 870 univariate distributions

levy2_cdf(x, a, c)
% levy2_cdf.m - evaluates a Levy Cumulative Distribution.
%   See "A Compendium of Distributions", ModelRisk 3.0, Vose Software,
%  Created by Jim Huntley,  08/12/11

function [cdf] = levy2_cdf(x, a, c)

cdf = 1 - erf((2^(1/2).*c^(1/2))./(2.*(x - a).^(1/2)));


Contact us