Code covered by the BSD License  

Highlights from
Generation of Random Variates

image thumbnail

Generation of Random Variates

by

James Huntley (view profile)

 

generates random variates from over 870 univariate distributions

stsd1_cdf(x,mu,sigma,d)
% stsd1_cdf.m - compute Short-Tailed Symmetric I Distribution Function.
%   See "VGAM".           
%
%               Vector Form of CDF !!!
%
%  Created by:  Jim Huntley,  12/07/07.
%

function [cdf] = stsd1_cdf(x,mu,sigma,d)

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(@stsd1_pdf,minx,x(jz),tol,trace,mu,sigma,d);
end

return



Contact us