-
Notifications
You must be signed in to change notification settings - Fork 54
/
pdflib.html
293 lines (269 loc) · 8.93 KB
/
pdflib.html
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
<html>
<head>
<title>
PDFLIB - Evaluate and Sample Probability Density Functions
</title>
</head>
<body bgcolor="#EEEEEE" link="#CC0000" alink="#FF3300" vlink="#000055">
<h1 align = "center">
PDFLIB <br> Evaluate and Sample Probability Density Functions
</h1>
<hr>
<p>
<b>PDFLIB</b>
is a MATLAB library which
evaluates Probability Density Functions (PDF's)
and produces random samples from them,
including beta, binomial, chi, exponential, gamma, inverse chi,
inverse gamma, multinomial, normal, scaled inverse chi, and uniform.
</p>
<h3 align = "center">
Licensing:
</h3>
<p>
The computer code and data files made available on this
web page are distributed under
<a href = "../../txt/gnu_lgpl.txt">the GNU LGPL license.</a>
</p>
<h3 align = "center">
Languages:
</h3>
<p>
<b>PDFLIB</b> is available in
<a href = "../../c_src/pdflib/pdflib.html">a C version</a> and
<a href = "../../cpp_src/pdflib/pdflib.html">a C++ version</a> and
<a href = "../../f77_src/pdflib/pdflib.html">a FORTRAN77 version</a> and
<a href = "../../f_src/pdflib/pdflib.html">a FORTRAN90 version</a> and
<a href = "../../m_src/pdflib/pdflib.html">a MATLAB version</a>.
</p>
<h3 align = "center">
Related Data and Programs:
</h3>
<p>
<a href = "../../m_src/prob/prob.html">
PROB</a>,
a MATLAB library which
evaluates, samples and inverts a number of
Probability Density Functions (PDF's).
</p>
<p>
<a href = "../../m_src/ranlib/ranlib.html">
RANLIB</a>,
a MATLAB library which
produces random samples from Probability Density Functions (PDF's),
including Beta, Chi-square Exponential, F, Gamma, Multivariate normal,
Noncentral chi-square, Noncentral F, Univariate normal,
random permutations, Real uniform, Binomial, Negative Binomial,
Multinomial, Poisson and Integer uniform,
by Barry Brown and James Lovato.
</p>
<p>
<a href = "../../m_src/rnglib/rnglib.html">
RNGLIB</a>,
a MATLAB library which
implements a random number generator (RNG) with splitting facilities,
allowing multiple independent streams to be computed,
by L'Ecuyer and Cote.
</p>
<h3 align = "center">
Source Code:
</h3>
<p>
<ul>
<li>
<a href = "i4_binomial_pdf.m">i4_binomial_pdf.m</a>,
evaluates the binomial PDF.
</li>
<li>
<a href = "i4_binomial_sample.m">i4_binomial_sample.m</a>,
generates a binomial random deviate.
</li>
<li>
<a href = "i4vec_multinomial_pdf.m">i4vec_multinomial_pdf.m</a>,
evaluates the multinomial PDF.
</li>
<li>
<a href = "i4vec_multinomial_sample.m">.i4vec_multinomial_sample.m</a>,
generates a multinomial random deviate.
</li>
<li>
<a href = "r8_beta_pdf.m">r8_beta_pdf.m</a>,
evaluates the PDF of a beta distribution.
</li>
<li>
<a href = "r8_beta_sample.m">r8_beta_sample.m</a>,
generates a beta random deviate.
</li>
<li>
<a href = "r8_chi_pdf.m">r8_chi_pdf.m</a>,
evaluates the PDF of a chi-squared distribution.
</li>
<li>
<a href = "r8_chi_sample.m">r8_chi_sample.m</a>,
generates a Chi-Square random deviate.
</li>
<li>
<a href = "r8_choose.m">r8_choose.m</a>,
computes the binomial coefficient C(N,K) as an R8.
</li>
<li>
<a href = "r8_exponential_pdf.m">r8_exponential_pdf.m</a>,
evaluates the PDF of an exponential distribution.
</li>
<li>
<a href = "r8_exponential_sample.m">r8_exponential_sample.m</a>,
samples the exponential PDF.
</li>
<li>
<a href = "r8_exponential_01_pdf.m">r8_exponential_01_pdf.m</a>,
PDF of a standard exponential distribution.
</li>
<li>
<a href = "r8_exponential_01_sample.m">r8_exponential_01_sample.m</a>,
samples the standard exponential PDF.
</li>
<li>
<a href = "r8_gamma_log.m">r8_gamma_log.m</a>,
evaluates the logarithm of the gamma function.
</li>
<li>
<a href = "r8_gamma_pdf.m">r8_gamma_pdf.m</a>,
evaluates the PDF of a gamma distribution.
</li>
<li>
<a href = "r8_gamma_sample.m">r8_gamma_sample.m</a>,
generates a Gamma random deviate.
</li>
<li>
<a href = "r8_gamma_01_pdf.m">r8_gamma_01_pdf.m</a>,
evaluates the PDF of a standard gamma distribution.
</li>
<li>
<a href = "r8_gamma_01_sample.m">r8_gamma_01_sample.m</a>,
samples the standard Gamma distribution.
</li>
<li>
<a href = "r8_invchi_pdf.m">r8_invchi_pdf.m</a>,
evaluates the PDF of an inverse chi-squared distribution.
</li>
<li>
<a href = "r8_invchi_sample.m">r8_invchi_sample.m</a>,
samples an inverse chi-squared distribution.
</li>
<li>
<a href = "r8_invgam_pdf.m">r8_invgam_pdf.m</a>,
evaluates the PDF of an inverse gamma distribution.
</li>
<li>
<a href = "r8_invgam_sample.m">r8_invgam_sample.m</a>,
samples an inverse gamma distribution.
</li>
<li>
<a href = "r8_normal_pdf.m">r8_normal_pdf.m</a>,
evaluates the PDF of a normal distribution.
</li>
<li>
<a href = "r8_normal_sample.m">r8_normal_sample.m</a>,
generates a normal random deviate.
</li>
<li>
<a href = "r8_normal_01_pdf.m">r8_normal_01_pdf.m</a>,
evaluates the PDF of a standard normal distribution.
</li>
<li>
<a href = "r8_normal_01_sample.m">r8_normal_01_sample.m</a>,
returns a unit pseudonormal R8.
</li>
<li>
<a href = "r8_scinvchi_pdf.m">r8_scinvchi_pdf.m</a>,
PDF for a scaled inverse chi-squared distribution.
</li>
<li>
<a href = "r8_scinvchi_sample.m">r8_scinvchi_sample.m</a>,
sample a scaled inverse chi-squared distribution.
</li>
<li>
<a href = "r8_uniform_pdf.m">r8_uniform_pdf.m</a>,
evaluates the PDF of a uniform distribution.
</li>
<li>
<a href = "r8_uniform_sample.m">r8_uniform_sample.m</a>,
generates a uniform random deviate.
</li>
<li>
<a href = "r8_uniform_01_pdf.m">r8_uniform_01_pdf.m</a>,
evaluates the PDF of a standard uniform distribution.
</li>
<li>
<a href = "r8_uniform_01_sample.m">r8_uniform_01_sample.m</a>,
generates a uniform random deviate from [0,1].
</li>
<li>
<a href = "r8mat_podet.m">r8mat_podet.m</a>,
computes the determinant of a factored positive definite matrix.
</li>
<li>
<a href = "r8mat_pofac.m">r8mat_pofac.m</a>,
factors a real symmetric positive definite matrix.
</li>
<li>
<a href = "r8mat_poinv.m">r8mat_poinv.m</a>,
computes the inverse of a factored positive definite matrix.
</li>
<li>
<a href = "r8mat_upsol.m">r8mat_upsol.m</a>,
solves R * X = B for an upper triangular matrix R.
</li>
<li>
<a href = "r8mat_utsol.m">r8mat_utsol.m</a>,
solves R' * X = B for an upper triangular matrix R.
</li>
<li>
<a href = "r8vec_multinormal_pdf.m">r8vec_multinormal_pdf.m</a>,
evaluates a multivariate normal PDF.
</li>
<li>
<a href = "r8vec_multinormal_sample.m">r8vec_multinormal_sample.m</a>,
samples a multivariate normal PDF.
</li>
</ul>
</p>
<h3 align = "center">
Examples and Tests:
</h3>
<p>
<ul>
<li>
<a href = "pdflib_test.m">pdflib_test.m</a>,
a sample calling program.
</li>
<li>
<a href = "pdflib_test01.m">pdflib_test01.m</a>,
tests R8MAT_POFAC.
</li>
<li>
<a href = "pdflib_test02.m">pdflib_test02.m</a>,
tests R8VEC_MULTINORMAL_PDF.
</li>
<li>
<a href = "pdflib_test03.m">pdflib_test03.m</a>,
tests R8_CHI_SAMPLE.
</li>
<li>
<a href = "pdflib_test_output.txt">pdflib_test_output.txt</a>,
the output file.
</li>
</ul>
</p>
<p>
You can go up one level to <a href = "../m_src.html">
the MATLAB source codes</a>.
</p>
<hr>
<i>
Last revised on 25 July 2013.
</i>
<!-- John Burkardt -->
</body>
<!-- Initial HTML skeleton created by HTMLINDEX. -->
</html>