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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

loglapl_pdf(x, alpha, bet, delta)
% loglapl_pdf.m - evaluates a Log Laplace Probability Density.
%   See "Log-Laplace Distributions", T.J. Kozubowski & K Podgorski,
%   wolfweb.unr.edu/homepage/tkozubow/0_log1.pdf, 
%
%  Created by Jim Huntley,  12/22/08
%

function [pdf] = loglapl_pdf(x, alpha, bet, delta)

%persistent betm1 malpham1 odapb coef

%if(isempty(coef))
    betm1 = bet - 1;
    malpham1 = -alpha - 1;
    odapb = 1 / (alpha + bet);
    coef = alpha * bet * odapb / delta;
%end

for jx = 1:size(x,2)
    if(x(jx) < delta)
        pdf(jx) = coef * (x(jx)/delta)^betm1;
    else
        pdf(jx) = coef * (x(jx)/delta)^malpham1;
    end
end

return

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