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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

mccullagh1_cdf(x,n,theta)
% mccullagh1_cdf.m - compute McCullagh 1 Cumulative Distribution Function.
%   See "Continuous Univariate Distributions", v.2, Johnson, Kotz, & Balakrishnan,
%   J. Wiley, 1995, p.615 and "Some Statistical Properties of a Family of Continuous Univariate
%   Distributions", P. McCullagh, U. Chicago, JASA, v.84, No.405, p.125, 1989.
%
%   Vector Form of PDF !!!
%
%  Created by Jim Huntley,  7/11/07
%

function [cdf] = mccullagh1_cdf(x,n,theta)

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(@mccullagh1_pdf,minx,x(jz),tol,trace,n,theta);
end

return



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