Closed-skew Gaussian generator
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 realisations
CSN_BM.m
Completely 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 realisations
More info about the algorithms can be found here: www.dahoiv.net/master
Cite As
Daniel Høyer Iversen (2024). Closed-skew Gaussian generator (https://www.mathworks.com/matlabcentral/fileexchange/31969-closed-skew-gaussian-generator), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Platform Compatibility
Windows macOS LinuxCategories
Tags
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!Discover Live Editor
Create scripts with code, output, and formatted text in a single executable document.