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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

modpois1_cdf(n,lambda,k)
% modpois1_cdf.m - compute a First Modified Poisson Cumulative Distribution Function.
%   See "Univariate Discrete Distributions", Johnson, Kemp, and Kotz,
%   J. Wiley, p.492, 2005.                 
%
%  Created by:  Jim Huntley,  01/11/07.
%

function [cdf] = modpois1_cdf(n,lambda,k)

logl = log(lambda);

sum1 = 0;
for jn = 1:n+1
    sum1 = sum1 + (1-k*n)^(jn-1) * exp((jn-1)*logl + lambda*(k*n-1) - gammaln(jn));
end

cdf =  sum1;

return



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