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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_pdf(x, mu, sigma, nu)
% powexp_pdf.m - evaluates an Power Exponential Probability Density.
%   See "The gamlss Package", 29 May 2006, see
%   "http://cran.xedio.de/doc/packages/gamlss.pdf".
%
%   Vector Form of PDF !!!
%
%  Created by Jim Huntley,  8/23/06
%

function [pdf] = powexp_pdf(x, mu, sigma, nu)

%persistent c coef

%if(isempty(c))
    %c = sqrt(2^(-2/nu)*gamma(1/nu)/gamma(3/nu));
    %coef = nu / (sigma*c*2^(1+1/nu)*gamma(1/nu));
    c = sqrt(exp(log(2^(-2/nu)) + gammaln(1/nu) - gammaln(3/nu)));
    coef = log(nu) - log(sigma*c*2^(1+1/nu)) - gammaln(1/nu);
%end

z = (x - mu) ./ sigma;
for jx = 1:size(x,2)
    pdf(jx) = coef * exp(-0.5*(abs(z(jx)-mu)/c)^nu);
end 

return

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