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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

normexpt_cdf(x, mu, sigma, k1, k2)
% normexpt_cdf.m - compute Normal Exponential T Cumulative Distribution Function.
%   See "Statistical Modeling Using GAMLSS in R", R. Rigby & M. Stasinopoulos, 
%   1 June, 2006.
%
%  Created by:  Jim Huntley,  11/19/07.
%

function [cdf] = normexpt_cdf(x, mu, sigma, k1, k2)

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(@normexpt_pdf,minx,x(jz),tol,trace,mu,sigma,k1,k2);
end

return




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