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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

sinhnorm_pdf(x, alpha, gam, sigma)
% sinhnorm_pdf.m - evaluates a Sinh Normal Probability Density.
%   See "Continuous Univariate Distributions", Johnson, Kotz and Balakrishnan,
%   J. Wiley, v.2, 1995, p.661.
%
%   Vector form of PDF!!!
%
%  Created by Jim Huntley,  10/03/07
%

function [pdf] = sinhnorm_pdf(x, alpha, gam, sigma)

%persistent coef alphat

%if(isempty(coef))
   coef = 2 / (alpha*sigma*sqrt(2*pi)); 
   alphat = 2 / alpha^2;
%end

arg = (x - gam) ./ sigma;
pdf = coef .* cosh(arg) .* exp(-alphat.*(sinh(arg)).^2);
    
return

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