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From: | Bill Denney |
Subject: | Re: What is: cdfn(sqrt(rho)*rndn(1,Ns) + sqrt(1-rho)*rndn(N,Ns)) |
Date: | Sat, 21 Jun 2008 12:54:10 -0400 |
User-agent: | Thunderbird 2.0.0.14 (Windows/20080421) |
Jaroslav Hajek wrote:
I would guess that cdfn is looking for a cumulative distribution function. It appears that the goal is to have an experimental cumulative distribution function (as opposed to a theoretical one). To do that, you're probably wanting the function cumsum. If you're wanting the theoretical cdf (i.e. one where you would provide a mean and standard deviation), you may want something like normcdf (or for a non-normal distribution, there are others).On Mon, Jun 16, 2008 at 5:58 PM, pierrreg <address@hidden> wrote: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=0.5rndn could be randn - normal random number generator. I have no idea what "cdfn" could correspond to.
Have a good day, Bill
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