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Generation of Random Variates

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Generation of Random Variates


James Huntley


generates random variates from over 870 univariate distributions

normmom_cdf(x, alpha)
% normmom_cdf.m - evaluates a Normal Moment Cumulative Distribution.
%   See "On the Normal Moment Distributions", A. Olosunde,
%   Vector form of CDF!
%   Created by Jim Huntley,  12/02/09

function [cdf] = normmom_cdf(x, alpha)

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(@normmom_pdf,minx,x(jz),tol,trace,alpha);


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