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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

lmstat_pdf(x, r, nn, k)
% lmstat_pdf.m - evaluates a Lagrange Multipler Statistic Probability Density.
%   See "An Exact, Unified Distributional Characterization of Statistics 
%   used to Test Linear Hypotheses in Simple Regression Models", T. Parker, 20 May, 2010. 
%
%  Created by Jim Huntley,  10/18/11
%

function [pdf] = lmstat_pdf(x, r, nn, k)

%persistent coef rd2 

%if(isempty(coef))
    rd2 = 0.5 * r;
    nmk = nn - k;
    coef = 1 / (nn .* beta(rd2,nmk/2));
%end

argx = (x./nn);
pdf = coef .* argx.^(rd2-1) ./ ((1-argx).^((2-nn+k)/2));

return

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