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Simple Rejection Sampling 1.0

  Date Added: May 02, 2013  |  Visits: 229

Simple Rejection Sampling

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SAMPLEDIST Sample from an arbitrary distribution sampleDist(f,M,N,b) retruns an array of size X of random values sampled from the distribution defined by the probability density function referred to by handle f, over the range b = [min, max]. M is the threshold value for the proposal distribution, such that f(x) < M for all x in b. sampleDist(...,true) also generates a histogram of the results with an overlay of the true pdf. Examples: %Sample from a step function over [0,1]: X = sampleDist(@(x)1.3*(x>=0&x=0.7&x

Requirements: No special requirements
Platforms: Matlab
Keyword: Examples Expx Generates Histogram Overlay Proposal Results Sampledisttrue Threshold
Users rating: 0/10

License: Shareware Size: 10 KB
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