Software Listing of Author : "Stephen Bocquet"

  • crandn
  • License: Freeware
  • Price: 0.00

[cg, psg] = crandn(rgau,m) Generate correlated Gaussian sequences by Fourier synthesis. Input parameters: rgau = correlation function - length n/2 m = number of realisations Output: cg = m x n matrix containing m sequences of n correlated variates from a zero mean, unit variance normal distribution psg = input power spectrum (Fourier transform of correlation function) Note: Since this uses the fast Fourier transform, it will be fastest if n is a power of 2. crandndemo.m is a demonstration. Note that one plot requires the function plotcdfkuiper (File Exchange ID #21280)

  • Platform: Matlab, Scripts

Numerical integration from -Inf to Inf of an integrand in the form f(x)*exp(-x^2) f(x) must be a slowly varying function fn_val = GaussHermite(func, npt, varargin) func is a handle for f(x) npt is the number of points at which f(x) is to be evaluated. A look-up table of abscissas and weights is used, so npt must be 2, 4, 6, 8, 10, 12, 16 or 20. varargin contains any extra parameters for f TestGaussHermite(k,b) tests the integration for f(x) = 1, x^2, cos(bx), selected with k = 0, 1, 2 respectively.

  • Platform: Matlab, Scripts

plotcdfkuiper(x,a,b,cdf,varargin) Plot the cumulative probability distribution for a set of variates x between limits a,b and compare with the theoretical cumulative distribution function using the Kuiper test. cdf = handle for cumulative distribution function varargin contains parameters for cdf plot limits and cdf are optional inputs The Kuiper test is similar to the Kolmogorov-Smirnov test, but the Kolmogorov-Smirnov test is most sensitive around the median and less sensitive at the tails of the distribution, whereas the Kuiper test is equally sensitive to all values of x.

  • Platform: Matlab, Scripts
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