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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

ncchisqpr_cdf(x,lambd1,lambd2,nu1,nu2)
% ncchisqpr_cdf.m - compute Non-Central Chi-Square Product Cumulative Distribution Function.
%   See "Continuous Univariate Distributions", v.2, Johnson, Kotz, % Balakrishnan,
%   J. Wiley, p.472, 1996. 
%
%               Vector Form of CDF !!!
%
%  Created by:  Jim Huntley,  8/03/07.
%

function [cdf] = ncchisqpr_cdf(x,lambd1,lambd2,nu1,nu2)

% Integrate PDF to get CDF.
pdf = ncchisqpr_pdf(x,lambd1,lambd2,nu1,nu2);
sx = size(x,2);
for jx = 1:sx
    if(jx == 1)
        cdf(1) = pdf(1);
    elseif(jx == 2)
        cdf(2) = trapz(x(1:2)) * (x(2)-x(1));
    else
        cdf(jx) = simps(x(1:jx),pdf(1:jx));
    end
end

return



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