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Generation of Random Variates

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Generation of Random Variates


James Huntley (view profile)


generates random variates from over 870 univariate distributions

nig_cdf(x,alpha,bet,mu, delta)
% nig_cdf.m - compute Normal Inverse Gaussian Cumulative Distribution Function.
%   See "Modeling the Amplitude Statistics of Ultrasonic Images", 
%   T. Eltoft, U. Tromso, IEEE Trans. Med. imaging, Vol. 25, No. 2, February, 2006.             
%               Vector Form of CDF !!!
%  Created by:  Jim Huntley,  09/22/06.

function [cdf] = nig_cdf(x,alpha,bet,mu, delta)

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(@nig_pdf,minx,x(jz),tol,trace,alpha,bet,mu,delta);


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