Code covered by the BSD License  

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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

uniprod_cdf(x, n)
% uniprod_cdf.m - compute Uniform Product Cumulative Distribution Function.
%   See "Uniform Sum Distribution",               
%               Vector Form of CDF !!!
%  Created by:  Jim Huntley,  11/03/05.

function [cdf] = uniprod_cdf(x, n)

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(@uniprod_pdf,minx,x(jz),tol,trace,n);


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