Closed-skew Gaussian generator
Genereates random number from the closed-skew Gaussian distribution with two different methods:
CSN_mcmc.m
Does mcmc, so each realisation are not completely independent
% Usage: [res, t_wi, t_inv] =CSN_mcmc(Mu,Sigma,Gamma,Nu,Delta,num,burn)
%
% Mu,Sigma,Gamma,Nu,Delta: parameters in CSN
% num: number of realisations
% burn: burnin time, the first 'burn' realisations are not returned
% res: returned realisations
CSN_BM.m
Completely independent realisations, but takes much longer time.
% Usage: [res, t_wi, t_inv] =CSN_BM(Mu,Sigma,Gamma,Nu,Delta,num)
%
% Mu,Sigma,Gamma,Nu,Delta: parameters in CSN
% num: number of realisations
% res: returned realisations
More info about the algorithms can be found here: www.dahoiv.net/master
Citar como
Daniel Høyer Iversen (2024). Closed-skew Gaussian generator (https://www.mathworks.com/matlabcentral/fileexchange/31969-closed-skew-gaussian-generator), MATLAB Central File Exchange. Recuperado .
Compatibilidad con la versión de MATLAB
Compatibilidad con las plataformas
Windows macOS LinuxCategorías
Etiquetas
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!Descubra Live Editor
Cree scripts con código, salida y texto formateado en un documento ejecutable.