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Code Listing by Daniel HdoDLyer Iversen

Code 1-1 of 1   






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...