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

waring_pdf(n, c, a)
% waring_pdf.m - evaluates a Waring Probability Density.
%   See "Dataplot Reference Manual, WARPDF", AUX-361, NIST, 3/26/97..
%
%  Created by Jim Huntley,  11/06/03
%

function [pdf] = waring_pdf(n, c, a)

%persistent gamlna logc gamlncp1 logcma

%if(isempty(logc))
    gamlna = gammaln(a);
    logc = log(c);
    gamlncp1 = gammaln(c+1);
    logcma = log(c-a);
%end

if(c+n+1 > 160)					% Use Stirling's Approx. to reduce ratio of Gamma functions.
    p1 = 1 + 1/(12*(a+n)) + 1/(288*(a+n)^2) - 139/(51840*(a+n)^3) - 571/(2488320*(a+n)^4);
    p2 = 1 + 1/(12*(c+1+n)) + 1/(288*(c+1+n)^2) - 139/(51840*(c+1+n)^3) - 571/(2488320*(c+1+n)^4);
    pdf = exp(c-a+1) * ((a+n)/(c+1+n))^(n) * (a+n)^(a-0.5) * p1 / ((c+n+1)^(c+0.5) * p2);
elseif(c+n+1 <= 160)            
    %pdf = ((c-a) * gamma(a+n) * gamma(c+1)) / (c * gamma(c+n+1) * gamma(a));
    pdf = exp(logcma + gammaln(a+n) + gamlncp1 - (logc + gammaln(c+n+1) + gamlna));
end

return

Contact us