RANDRAW

Efficient Random Variates Generator (from over 50 distributions).

Description

RANDRAW

EFFICIENT RANDOM VARIATES GENERATOR (from over 50 distributions):

Alpha,
Anglit,
Antilognormal,
Arcsin,
Bernoulli,
Bessel,
Beta,
Binomial,
Bradford,
Burr,
Cauchy,
Chi,
Chi-Square (Non-Central),
Chi-Square (Central),
Cobb-Douglas,
Cosine,
Double-Exponential,
Erlang,
Exponential,
Extreme-Value,
F (Central),
F (Non-Central),
Fisher-Tippett,
Fisk,
Frechet,
Furry,
Gamma,
Generalized Inverse Gaussian,
Generalized Hyperbolic,
Geometric,
Gompertz,
Gumbel,
Half-Cosine,
Hyperbolic Secant,
Hypergeometric,
Inverse Gaussian,
Laplace,
Logistic,
Lognormal,
Lomax,
Lorentz,
Maxwell,
Nakagami,
Negative Binomial,
Normal,
Normal-Inverse-Gaussian (NIG),
Pareto,
Pareto2,
Pascal,
Planck,
Poisson,
Quadratic,
Rademacher,
Rayleigh,
Rice,
Semicircle,
Skellam,
Student's-t,
Triangular,
Truncated Normal,
Tukey-Lambda,
U-shape,
Uniform (continuous),
Von Mises,
Wald,
Weibull,
Wigner Semicircle,
Yule,
Zeta,
Zipf

• Acknowledgements: This submission has inspired the following:; Compound Poisson simulation
• MATLAB release: MATLAB 6.5.1 (R13SP1)
• Other requirements: -

[Anubhav Swami]

Comprehensive random variable generator. Excellent work.

[Feng Sun]

Great work! Thank you very much for sharing this with us!

[c m]

If I had confidence in the program it would be great.

I tried the program with poisson distribution help, i.e. randraw( 'po') but it produced an error message. See below.

Maybe the problem is similar to the binomial
distribution problem noted in the 4/14/05
change.

This is a great piece of work, but unless
there is confidence in the accuracy of the
program it is not very useful.

Here is the problem I encountered.
--------------------------------------
Input:
  randraw( 'po')

The output is an error:
 ??? if h<=1 &&
              Missing variable or function.
              Syntax error...
              On line 1799
--------------------------------------
                    
 

[dmirty larin]

Great and very useful work!

[Earl Lawrence]

Most of this program seems pretty good. There's a bit of bug in the gamma code. The reference they cite has a different algorithm for alpha < 1 which is omitted in the code causing trouble, particularly if try and set alpha = 1/3.

[Omer Kravi]

Excellent work!!! Thanks for GIG random variables generator !!!

[Rv Le Borgne]

Very, very useful!!!
Thanks

[srikanth vadde]

 

[Subramaniam Lakshmanan]

y = randraw('uniform', [2, 3], 1, 1e5);

I am getting the following error message if i execute the above statement. But if i am not specifying any parameter a & b, it works fine. Can u help me with it.

??? Undefined function or variable 'true'.

Error in ==> D:\Random\randraw.m (validateParam)
On line 4105 ==> condLogical = true;

Error in ==> D:\Random\randraw.m
On line 3751 ==> validateParam(funcName, 'Uniform', 'uniform', '[a, b]', 'b-a', b-a, {'> 0'});

[Andreas Wiik]

Great worl, thanks for sharing this useful script.

[Maria Afonso]

Thanks for sharing it with us!

[Tim Brown]

Absolutely Fantastic - you are a star!

[Valentin Boca]

Excellent

[Jenny Brown]

prevent me from switching to SAS.

[Jaime Jaime]

very useful.Thanks!

[Anyß yamoun]

Nice work !
Fast operations .
No more needs for many Libraries .

[tien le]

thanks

[Peter Nave]

Many thanks for this truly excellent code. In particular, the organization of HELP is remarkable.

[Yanwei Wang]

thanks a lot for your excellent work!

[Xudong Wang]

If it had included Ricean,Nakagami-m distributions, this program would be perfect.

[Andre Crawford]

This code is great! The HELP is also wonderfully organized.

[Rashmi S.]

 

[Ged Ridgway]

Hi, with regard to Xudong Wang's request for Rician samples, you are welcome to take the (very simple) code from my toolbox and adapt it to randraw.

http://www.mathworks.com/matlabcentral/fileexchange/loadFile.do?objectId=14237&objectType=FILE

Best,
Ged.

[Daniel Strezov]

It works excellent for me :)

[on muk]

random

[Aasmund Kvamme]

Very good, but the help-text keeps rolling off my screen. Perhaps some sort of printable documentation?

[Munsik Park]

Thanks

[Sunil S]

incluing Nakagami-m distribution would have made it perfect

[Zhang Jianlong]

Your program helps me very much in GIG random generator! thank you! I do a progrom by myself,but its efficiency is poor.

[Jack Lee]

Great program for various distribution generation.

[Seno Jinca]

 

[Kyoto Univ]

 

[Lingzhi Liao]

It's a wonderful job

[paolo mott]

and the multivariate case?

[Saaaaa sdfasdf]

 

[yj won]

 

[ren sisi]

 

[C Schwalm]

This is excellent, and is yet another FEX submission that should be part of standard Matlab sans toolboxes.

[Mason Yost]

 

[koubaa kamal]

this is an excellent work.

[Arun M]

I'm not sure if anyone has pointed it out, but binomial seems to have a bug:
You define switchflag within a if-else clause in line 881, but it needs to be defined outside it, since, after the clause, you write:
Line 935: if switchFlag
Did old versions of Matlab support use of variables outside what's meant to be their scope?

[Peter Harris]

Thanks, this is very useful.
A minor bug in the beta distribution code - the last line in the case statement is
reshape( out, SampleSizeIn );
 but it needs
out = reshape( out, SampleSizeIn );
to work.

[Palash Ranjan]

excellent!!

[Dominic Vella]

Generally very useful. Agree that this ought to be standard in Matlab w/o toolboxes.

However, there seems to be a bug in 'beta'. When I have a=1, b>1 I get a kink in the cdf at x=0.5 and it does not follow betainc as expected.

As soon as I have a>1, even a=1.000001, this kink goes away and the cdf matches betainc perfectly. Any ideas what's going on?

[Erdal Bizkevelci]

 

[Md Mahmudul Hasan]

Hmm... really helped a lot.!

[Rainer]

 

[Radi Hristov]

Using - 'randraw('bessel', [2 0.9], [1 1e5])' I get an error message:
??? Attempted to access EE(7.46288e+008); index out of bounds because numel(EE)=1.

Error in ==> randraw>randFrom5Tbls at 4373
          out(ii) = EE(floor(jj(ii)-t4) + 1);

Error in ==> randraw at 807
                    out = randFrom5Tbls( P, offset, sampleSize);

Error in ==> DG_IS_gamrnd_BS_Probe at 100
    n0 = randraw('bessel', [v z], 1);

What is the Problem with the Bessel Generator?

[TideMan]

 

[Xavier Xavier]

 

[Andreas Papadakis]

excellent work

[Zack]

Excellent

[Zack]

 

[Mohammad Al-Jarrah]

Dear Sir, thank you for your code. I am interesting in alpha-mu distribution. Can you help me to generate this this random variable according to this distribution.

[e-mail]

[Wes Devauld]

 

[Philipp Andres]

Burr Dist: pdf should be:
pdf(y) = c*d * y.^(-c-1) .* (1+y.^c).^(-d-1)
(minus sign in front of power of c)