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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

skewlapl_pdf(x, alpha, bet, mu)
% skewlapl_pdf.m - evaluates the Skew LaPlace Probability Density Function.  
%                  See http://www.maths.lth.se/help/R/.R/library/HyperbolicDist/html/dskerlap.html, D. Scott
%
% Created by Jim Huntley,  03/02/05
%

function [pdf] = skewlapl_pdf(x, alpha, bet, mu)

if(x < mu)
    pdf = exp((x-mu)/alpha) / (alpha+bet);
elseif(x >= mu)
    pdf = exp(-(x-mu)/bet) / (alpha+bet);
end

return

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