Code covered by the BSD License  

Highlights from
Generation of Random Variates

image thumbnail

Generation of Random Variates

by

James Huntley (view profile)

 

generates random variates from over 870 univariate distributions

poisdlog_pdf(n, alpha, rho)
% poisdlog_pdf.m - evaluates a Poisson Discrete Logartihmic Probability Density.
%   See "Univariate Discrete Distributions", Johnson, Kemp, & Kotz, 
%   J. Wiley, 2005, 484. 
%
%   NOTE: Take care with the intergration parameters for alpha, rho > 2 !!!
%
%  Created by Jim Huntley,  9/05/07
%
%   Calls 'kern.m' listed below.
%

function [pdf] = poisdlog_pdf(n, alpha, rho)

%persistent coef rho2 thetamin thetamax nt tol trace dt theta

%if(isempty(coef))
    rho2 = rho^2;
    coef = 1 / sqrt(2*pi*rho2);
    thetamin = 1e-6;
    thetamax = 200;
    nt = 2000;
    tol = 1e-10;
    trace = [];
    dt = (thetamax-thetamin) / (nt-1);
    theta = thetamin:dt:thetamax;
%end

%kern = exp(-theta) .* theta.^n .* exp(-(log(theta)-alpha).^2./(2*rho2)) ./ ...
%      (factorial(n).*theta);
%pdf = coef *trapz(kern * dt;
pdf = coef * quad(@kern,thetamin,thetamax,tol,trace,alpha,rho2,n);
    
return

function [val] = kern(theta, alpha, rho2, n)

%val = exp(-theta) .* theta.^n .* exp(-(log(theta)-alpha).^2./(2*rho2)) ./ ...
%      (factorial(n).*theta);
val = exp(-theta + (n-1).*log(theta) - (log(theta)-alpha).^2./(2*rho2) - ...
      (gammaln(n+1)));
  
return

Contact us