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PDFsampler

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PDFsampler

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A simple and handy PDF (Probability Distribution Function) re-constructor and sampler.

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Description

PDFsampler is a MATLAB class that serves as a random number generator for custom probability distribution functions and is particularly useful for Monte Carlo simulations. Objects of this class are initialized using samples of your custom distribution of using histogram data of your PDF. It is well documented and pretty straight forward to use.

Required Products MATLAB
MATLAB release MATLAB 8.0 (R2012b)
Other requirements The class makes use of core MATLAB functions and is expected to be backwards compatible with older versions.
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Comments and Ratings (2)
25 May 2016 Jonathan Mayers

Thanks for this. I am not sure how to use the class for a custom pdf. Could you please provide an example of this?

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18 Oct 2013 Pantelis Sopasakis

An example of use can be found at https://gist.github.com/alphaville/7041800

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