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Generation of Random Variates

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Generation of Random Variates



generates random variates from over 870 univariate distributions

loggamma_pdf(x, gam, mu, sigma)
% loggamma_pdf.m - evaluates a Log Gamma Probability Density.
%   See "Dataplot Reference Manual, LGAPDF, Aux-265, NIST, 3/26/97.
%  Created by Jim Huntley,  8/04/04

function [pdf] = loggamma_pdf(x, gam, mu, sigma)

%persistent gamlngam

    gamlngam = gammaln(gam);

%pdf = exp(gam*(x-mu)/sigma - exp((x-mu)/sigma)) / gamma(gam);
pdf = exp(gam*(x-mu)/sigma - exp((x-mu)/sigma) - gamlngam);


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