|Code Listing by Stephen Bocquet|
[cg, psg] = crandn(rgau,m)
Generate correlated Gaussian sequences by Fourier synthesis.
rgau = correlation function - length n/2
m = number of realisations
cg = m x n matrix containing m sequences of n correlated variates from
a zero mean, unit variance normal distribution
psg = input power spectrum (Fourier transform of correlation function)
Numerical integration from -Inf to Inf of an integrand in the form f(x)*exp(-x^2)
f(x) must be a slowly varying function
fn_val = GaussHermite(func, npt, varargin)
func is a handle for f(x)
npt is the...
Plot the cumulative probability distribution for a set of variates x between limits a,b and compare with the theoretical cumulative distribution function using the Kuiper test.
cdf = handle...
All files and free downloads are copyright of their respective owners. We do not provide any hacked, cracked, illegal, pirated version of scripts, codes, components downloads. All files are downloaded from the publishers website, our file servers or download mirrors. Always Virus check files downloaded from the web specially zip, rar, exe, trial, full versions etc. Download links from rapidshare, depositfiles, megaupload etc not published.