Rank: 4189 based on 9 downloads (last 30 days) and 2 files submitted
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Leonid

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23 Oct 2007 Random number generation from an arbitrary log-concave generalized pdf Generate random numbers from arbitrary log-concave generalized pdf, known up to a constant Author: Leonid statistics, probability, random number variate..., self_rating 6 1
  • 5.0
5.0 | 1 rating
11 Apr 2007 Sine and cosine integrals on non-uniform grid Calculates integrals f(x)*sin(k*x)*dx and f(x)*cos(k*x)*dx with high precision for any value of k Author: Leonid integration, sine, cosine, fourier, simpson 3 3
  • 4.0
4.0 | 1 rating
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18 Feb 2010 Random number generation from an arbitrary log-concave generalized pdf Generate random numbers from arbitrary log-concave generalized pdf, known up to a constant Author: Leonid

Very useful, efficient and accurate. Thanks!
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18 Feb 2010 Random number generation from an arbitrary log-concave generalized pdf Generate random numbers from arbitrary log-concave generalized pdf, known up to a constant Author: Leonid Leonid

Very useful, efficient and accurate. Thanks!
28 Oct 2008 Sine and cosine integrals on non-uniform grid Calculates integrals f(x)*sin(k*x)*dx and f(x)*cos(k*x)*dx with high precision for any value of k Author: Leonid U., T.

14 Apr 2007 Sine and cosine integrals on non-uniform grid Calculates integrals f(x)*sin(k*x)*dx and f(x)*cos(k*x)*dx with high precision for any value of k Author: Leonid Guchuma, Bochore

This one is a nice approach.
I have a problem of integrating mixed harmonic signals of different orders,such as integral of f(wt)=cos(wt)+sin(2*wt)+sin(7*wt) and the like.
I have tried using iterative numerical method as well as with cumtrapz method. But since a cosine signal has a value of 1 at t=0,it was difficult for me to find the initial condition for a mixed signal of different harmonic combinations!
Any help I would appreciate.
Regards,
08 Apr 2007 Sine and cosine integrals on non-uniform grid Calculates integrals f(x)*sin(k*x)*dx and f(x)*cos(k*x)*dx with high precision for any value of k Author: Leonid D'Errico, John

Shaun's assessment is closely in line with mine. The help is reasonable. I'm vaguely uncomfortable with the choice of method, although a valid assessment of the method used here would force me to do a complete re-write and in-depth analysis.

For example, I'm unhappy with use of a continuous but not differentiable piecewise quadratic to approximate the function. A cubic spline would have been a very simple alternative here.

I'm also a bit worried about how the author handles large values of k*x, and I don't see why the author has chosen to use a high order Taylor series expansion when the integral is available directly.

Finally, there is a lot of unnecessarily cloned and loopy code.

You may or may not be happy with this code. Like Shaun, I can't come up with a rating that fits it.
06 Apr 2007 Sine and cosine integrals on non-uniform grid Calculates integrals f(x)*sin(k*x)*dx and f(x)*cos(k*x)*dx with high precision for any value of k Author: Leonid S, Shaun

Since I don't have time to really rate this file, I will just make a couple comments. It is loopy, certain areas could be vectorized. I am not sure the user would want a second order polynomial approximating, say, a square wave. Using Taylor Expansion? Even for an analytical result, there are better ways to proceed on a sine function. Again, I did not spend too much time.
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cosine, fourier, integration, probability, random number variate generation generalized truncated pdf cdf
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23 Oct 2007 Random number generation from an arbitrary log-concave generalized pdf Generate random numbers from arbitrary log-concave generalized pdf, known up to a constant Author: Leonid statistics, probability, random number variate..., self_rating 6 1
  • 5.0
5.0 | 1 rating
11 Apr 2007 Sine and cosine integrals on non-uniform grid Calculates integrals f(x)*sin(k*x)*dx and f(x)*cos(k*x)*dx with high precision for any value of k Author: Leonid integration, sine, cosine, fourier, simpson 3 3
  • 4.0
4.0 | 1 rating

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