RANDRAW
- 7 files
- 100 downloads
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
Cite As
Alex Bar-Guy (2019). RANDRAW (https://www.mathworks.com/matlabcentral/fileexchange/7309-randraw), MATLAB Central File Exchange. Retrieved .
Comments and Ratings (79)
Updates
| 1.4.0.0 | Updated comments |
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| 1.1.0.0 | Added BSD License;
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| 1.0.0.0 | New distributions support:
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GIG distribution (thanks to Mr. Demetris Lamnisos) bug fix:
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true' and 'false' functions were replased by ones and zeros to support Matlab releases below 6.5 |
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true' and 'false' functions were replased by ones and zeros to support Matlab releases below 6.5 |
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true' and 'false' functions were replased by ones and zeros to support Matlab releases below 6.5 |
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Bugs fix:
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Bug fix:
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Bugs fix:
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Bug fix: Generation from binomial distribution has worked by 'binomial' usage string, but the help for this distribution has worked by 'binom' |
MATLAB Release Compatibility
Platform Compatibility
Windows macOS LinuxTags
Acknowledgements
Inspired: Compound Poisson simulation, Dynamic Copula Toolbox version 1
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Chinmayi Gudi (view profile)
savvasgk (view profile)
Dangxing Chen (view profile)
MANEESH KUMAR (view profile)
Pablo Nanez (view profile)
Luis Perez (view profile)
Really usefull to generate aleatory number with a lognormal distribution.
Jianqiao Hao (view profile)
Really impressive!...Thank you!!!
Jose Bastidas (view profile)
Excelent!! thank you
jabbar Hussien (view profile)
Extensive work! Thank you.
jmlarson (view profile)
There appears to be an issue with the beta distribution:
>> histogram(randraw('beta',[1, 2],1e5));
has a very different appearance than it should:
https://www.wolframalpha.com/input/?i=beta+distribution+a%3D1+b+%3D2
seongjin (view profile)
Extensive work! Thank you!
Nuno Jorge (view profile)
Abdulaziz (view profile)
how can I get doc of Generalized Inverse Gaussian
I would see the density. I typed doc randraw(Generalized Inverse Gaussian) but no thing appear.
Nima (view profile)
You saved me!!! many thanks!
Long Vo (view profile)
Thank you very much !
Reza Farrahi Moghaddam (view profile)
Zhenmao Wan (view profile)
Nicolas (view profile)
Gorgeous. Many Thanks
Pete (view profile)
Impressive. Many thanks
Peter Nave (view profile)
Extremely useful!
Katha (view profile)
very good work. thank you for sharing with us.
I have a question:
Who could I plot a diagram like this one you show?
Dylan Muir (view profile)
Ali montazeri (view profile)
Great help. Thank you very much for the neat code.
Philipp Andres (view profile)
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)
Wes Devauld (view profile)
Mohammad Al-Jarrah (view profile)
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.
maaljarrah08@eng.just.edu.jo
Zack (view profile)
Zack (view profile)
Excellent
Andreas Papadakis (view profile)
excellent work
Xavier Xavier (view profile)
TideMan (view profile)
Radi Hristov (view profile)
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?
Rainer (view profile)
Md Mahmudul Hasan (view profile)
Hmm... really helped a lot.!
Erdal Bizkevelci (view profile)
Dominic Vella (view profile)
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?
Palash Ranjan (view profile)
excellent!!
Peter Harris (view profile)
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.
Arun M (view profile)
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?
koubaa kamal (view profile)
this is an excellent work.
Mason Yost (view profile)
This is excellent, and is yet another FEX submission that should be part of standard Matlab sans toolboxes.
and the multivariate case?
It's a wonderful job
Great program for various distribution generation.
Your program helps me very much in GIG random generator! thank you! I do a progrom by myself,but its efficiency is poor.
incluing Nakagami-m distribution would have made it perfect
Thanks
Very good, but the help-text keeps rolling off my screen. Perhaps some sort of printable documentation?
random
It works excellent for me :)
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.
This code is great! The HELP is also wonderfully organized.
If it had included Ricean,Nakagami-m distributions, this program would be perfect.
thanks a lot for your excellent work!
Many thanks for this truly excellent code. In particular, the organization of HELP is remarkable.
thanks
Nice work !
Fast operations .
No more needs for many Libraries .
very useful.Thanks!
prevent me from switching to SAS.
Excellent
Absolutely Fantastic - you are a star!
Thanks for sharing it with us!
Great worl, thanks for sharing this useful script.
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'});
Very, very useful!!!
Thanks
Excellent work!!! Thanks for GIG random variables generator !!!
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.
Great and very useful work!
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.
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Input:
randraw( 'po')
The output is an error:
??? if h<=1 &&
Missing variable or function.
Syntax error...
On line 1799
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Great work! Thank you very much for sharing this with us!
Comprehensive random variable generator. Excellent work.