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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

powexp_cdf(x,mu,sigma,nu)
% powexp_cdf.m - compute Power ExponentialCumulative Distribution Function.
%   See "The gamlss Package", 29 May 2006, see
%   "http://cran.xedio.de/doc/packages/gamlss.pdf".            
%
%               Vector Form of CDF !!!
%
%  Created by:  Jim Huntley,  08/23/06.
%

function [cdf] = powexp_cdf(x,mu,sigma,nu)

pxpdf = powexp_pdf(x,mu,sigma,nu);
sx = size(x,2);
qz(1:sx) = 0;

for jx = 1:sx
    if(jx <= 2)
        cdf(1) = pxpdf(1);
    elseif(jx > 2)
        dx = x(2)-x(1);
        cdf(jx) = simps(pxpdf(1:jx)) * dx;
    end
end

return



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