Code covered by the BSD License  

Highlights from
Generation of Random Variates

image thumbnail

Generation of Random Variates



generates random variates from over 870 univariate distributions

rinvgaus_pdf(x, gamma, mu)
% rinvgaus_pdf.m - evaluates a Reciprocal Inverse Gauusian Probability Density.
%   See "Dataplot Reference Manual, RIGCDF", 8-197, NIST, 3/21/1997.
%  Created by Jim Huntley,  11/24/03

function [pdf] = rinvgaus_pdf(x, gamma, mu)

arg = 1/x;
igpdf = invgaus_pdf(arg, gamma, mu);
pdf = igpdf / x^2;


Contact us