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Generation of Random Variates

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Generation of Random Variates



generates random variates from over 870 univariate distributions

revgum_cdf(x, mu, sigma)
% revgum_cdf.m - compute reverse Gumbel Cumulative Distribution Function.
%   See "Statistical Modeling Using GAMLSS in R", R. Rigby & M. Stasinopoulos, 
%   p.50, 1 June, 2006.
%  Created by:  Jim Huntley,  11/19/07.

function [cdf] = revgum_cdf(x, mu, sigma)

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(@revgum_pdf,minx,x(jz),tol,trace,mu,sigma);


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