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Generation of Random Variates

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Generation of Random Variates


James Huntley


generates random variates from over 870 univariate distributions

trigamma_cdf(n, c)
% trigamma_cdf.m - compute Trigamma Cumulative Distribution Function.
%   See "Random Variate Generation for the Digamma and Trigamma Distributions", 
%   L. Devroye, McGill, 1991.
%  Created by:  Jim Huntley,  07/15/05.

function [cdf] = trigamma_cdf(n, c)

sum1 = trigamma_pdf(1, c);
for jn = 2:n
    sum1 = sum1 + trigamma_pdf(jn, c);
cdf = sum1;

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