bingen.m | Draws from the binomial distribution via the geometric method. Algorithm 4.3. |
binomialrnd.m | Recursive binomial generator via negbin draws. Algorithm 4.5. Uses nbinrnd.m. |
binomrnd_beta.m | Recursive binomial generator via beta draws. Algorithm 4.6. Uses betarnd.m. |
coxian_ex.m | Drawing from a Coxian phase-type distribution. Example 4.6. |
gamma_best.m | Gamma generator using Best's method. Algorithm 4.37. |
hyperg.m | Hypergeometric generator. Algorithm 4.9. |
negbin.m | Negative binomial generator using a phase-type description. Example 4.4. |
The following programs implement simple generation algorithms for a
range of probability distributions.
betarnd.m | General Beta generator. Algorithm 4.25. Uses gamrand.m. |
cauchyrnd.m | Cauchy generator. Algorithm 4.28. |
dirichrnd.m | Dirichlet generator. Algorithm 4.67. Uses gamrand.m. |
frechetrnd.m | Frechet generator. Algorithm 4.32. |
frand.m | F generator. Algorithm 4.30. Uses gamrand.m. |
gamrand.m | Gamma generator using Marsaglia and Tsang's method. Algorithm 4.33. |
gamrnd_ahrens.m | Gamma generator using Ahrens and Dieter's method. Algorithm 4.34. |
gamrnd_cheng.m | Gamma generator using Cheng and Feast's method. Algorithm 4.35. |
geornd.m | Geometric generator using the exponential distribution. Algorithm 4.8. |
laplacernd.m | Laplace generator using the inverse-tranform method. Algorithm 4.42. |
logisticrnd.m | Logistic generator using the inverse-transform method. Algorithm 4.45. |
mnrand.m | Multinomial generator using the binomial method. Algorithm 4.70. Uses binomrnd_beta.m. |
mvnrand.m | Multivariate normal generator. Algorithm 4.71. |
mvtrand.m | Multivariate t generator. Algorithm 4.72. Uses gamrand.m. |
nbinrnd.m | Negative binomial generator. Algorithm 4.11. Uses gamrand.m and poissrnd_atk.m. |
normrnd_ratio_uniforms.m | Standard normal generator using the ratio of uniforms method with squeezing. Algorithm 4.49. |
poissrnd_batch.m | Poisson generator via batch generation. Algorithm 4.16. Uses poissrnd_atk.m and mnrand.m. |
poissrnd_atk.m | Poisson generator via Atkinson's method. Algorithm 4.15. |
stablernd.m | Stable distribution generator. Algorithms 4.55 and 4.56. |
trnd_ar.m | t generator using acceptance-rejection. Algorithm 4.63. |
trnd_polar.m | t generator using polar method II. Algorithm 4.62. |
trnd_ratio.m | t generator using the ratio of uniforms method. Algorithm 4.60. |
waldrnd.m | Wald generator. Algorithm 4.65. |
wblrand.m | Weibul generator. Algorithm 4.66. |
wishrand.m | Wishart generator via Bartlett decomposition. Algorithm 4.74. Uses gamrand.m. |