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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

skewpe_pdf(x, mu, sigma, nu, lambda)
% skewpe_pdf.m - evaluates a Skew Exponential Probability Density.
%   See "Skew Scale Mixture of Normal Distributions: Properties and Estimation",
%   C. da Silva Ferreira, H. Bolfarine (Sao Paolo), V. H. Lachos. 
%
%   Vector form of PDF!!!
%
%  Created by Jim Huntley,  11/20/07
%
%   Calls: 'gaus_cdf.m'
%

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

%persistent coef

%if(isempty(coef))
    %coef = 2 * nu / (2^(0.5/nu) * sigma * gamma(0.5/nu));
    coef = log(2 * nu) - (0.5/nu)*log(2) - log(sigma) - gammaln(0.5/nu);
%end

d = (x - mu).^2 ./ sigma^2;

for jx = 1:size(x,2)
    omega = lambda * (x(jx)-mu) / sigma;
    %pdf(jx) = coef * exp(-0.5.*(d(jx))^nu) * gaus_cdf(omega,0,1);
    pdf(jx) = exp(coef - 0.5.*(d(jx))^nu + log(gaus_cdf(omega,0,1)));
end

return

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