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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

mcleish_pdf(x, alpha, a)
% mcleisch_pdf.m - evaluates a Generalized McLeish Probability Density.
%   See "Dataplot, GMCCDF" 
%
%   Vector Form of PDF !!!
%
%  Created by Jim Huntley,  5/25/06
%

function [pdf] = mcleish_pdf(x, alpha, a)

coef = (1-a^2)^alpha / (sqrt(pi)*gamma(alpha));
sx = size(x,2);
alpower = alpha - 0.5;

for jx = 1:sx
    absx = abs(x(jx));
    pdf(jx) = 0;
    if(absx ~= 0)
        pdf(jx) = coef .* exp(-a.*x(jx)) .* (0.5*absx).^alpower .* besselk(alpower,absx);       
    end
end

return

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