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Closed-skew Gaussian generator 1.0

  Date Added: September 08, 2013  |  Visits: 219

Closed-skew Gaussian generator

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Genereates random number from the closed-skew Gaussian distribution with two different methods:CSN_mcmc.mDoes 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 realisationsCSN_BM.mCompletely 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 realisationsMore info about the algorithms can be found here: www.dahoiv.net/master

Requirements: No special requirements
Platforms: Matlab
Keyword: Algorithms Burn Burnin Completely Csn Bmm Found Parameters Realisations Returned
Users rating: 0/10

License: Shareware Size: 10 KB
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