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Random number generation from an arbitrary log-concave generalized pdf 1.0
File ID: 81280

Random number generation from an arbitrary log-concave generalized pdf 1.0
Download Random number generation from an arbitrary log-concave generalized pdf 1.0 Error Link
License: Shareware
File Size: 10.0 KB
Downloads: 11
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Random number generation from an arbitrary log-concave generalized pdf 1.0 Description
Description: Program "rand_log_concave.m" generates random numbers from an arbitrary log-concave generalized pdf (i.e., a pdf known up to its normalization constant). The log of the pdf must be concave. In particular, the program can be used to generate random numbers efficiently from truncated log-concave pdfs, such as truncated normal, beta, gamma, etc. For algorithm description and details, please see the comments given in *.m file. The tests of the program are included.

License: Shareware

Related: Gamma, Algorithm, normal, truncated, efficiently, Description, Details, Tests, included

O/S:BSD, Linux, Solaris, Mac OS X

File Size: 10.0 KB

Downloads: 11

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