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Re: What is: cdfn(sqrt(rho)*rndn(1,Ns) + sqrt(1-rho)*rndn(N,Ns))


From: Jaroslav Hajek
Subject: Re: What is: cdfn(sqrt(rho)*rndn(1,Ns) + sqrt(1-rho)*rndn(N,Ns))
Date: Sat, 21 Jun 2008 16:57:43 +0200

On Mon, Jun 16, 2008 at 5:58 PM, pierrreg
<address@hidden> wrote:
>
> Hi
> I don't know if this code is an Octave code, but if it is, I would like to
> know what this code does:
>
> cdfn(sqrt(rho)*rndn(1,Ns) + sqrt(1-rho)*rndn(N,Ns))
>
> I guess that cdfn is the cumulative distribution function
> and rndn is a random generator that generates a random variable between 0
> and 1.
>
> assuming that Ns=1000, N=100, rho=0.5
> Thank you
> --

rndn could be randn - normal random number generator. I have no idea
what "cdfn" could correspond to.

-- 
RNDr. Jaroslav Hajek
computing expert
Aeronautical Research and Test Institute (VZLU)
Prague, Czech Republic
url: www.highegg.matfyz.cz


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