f



distribution function #2

Hi,

i'm a beginner in matlab.I need to create distribution function of a meixner distribution:
function y=meixner(x,a,b,d,m)
x=x(:);
n=length(x);
for k=1:n
y(k)=(2*cos(b/2))^(2*d)*exp(b*(x(k)'-m)./a)*abs(gamma(d+i*(x(k)-m)./a)).^2/(2*a*pi*gamma(2*d));
y=y(:);
end

and i don't know how.
could someone please help me?
thanks a lot
0
Yoggi (4)
3/14/2010 1:18:02 PM
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"jeny hu" <Yoggi@post.sk> wrote in message <hninma$k1$1@fred.mathworks.com>...

If you don't know how, what does the code you posted do?
0
mattjacREMOVE (3195)
3/14/2010 1:25:05 PM
"Matt J " <mattjacREMOVE@THISieee.spam> wrote in message <hnio3h$6bt$1@fred.mathworks.com>...
> "jeny hu" <Yoggi@post.sk> wrote in message <hninma$k1$1@fred.mathworks.com>...
> 
> If you don't know how, what does the code you posted do?

the code creates a probability density function and i need to create a distribution function
0
Yoggi (4)
3/14/2010 1:32:05 PM
"jeny hu" <Yoggi@post.sk> wrote in message <hniogl$c6p$1@fred.mathworks.com>...

> the code creates a probability density function and i need to create a distribution function
===============

help cumsum
0
mattjacREMOVE (3195)
3/14/2010 1:35:23 PM
"Matt J " <mattjacREMOVE@THISieee.spam> wrote in message <hniomr$eu4$1@fred.mathworks.com>...
> "jeny hu" <Yoggi@post.sk> wrote in message <hniogl$c6p$1@fred.mathworks.com>...
> 
> > the code creates a probability density function and i need to create a distribution function
> ===============
> 
> help cumsum
I need the cdf for statistical testing(kstest,kuiper test....) and i know the result(accept H0) and I've already tried cumsum but this ends with rejecting H0
0
Yoggi (4)
3/14/2010 1:48:02 PM
"jeny hu" <Yoggi@post.sk> wrote in message <hnipei$pn5$1@fred.mathworks.com>...

> > help cumsum
> I need the cdf for statistical testing(kstest,kuiper test....) and i know the result(accept H0) and I've already tried cumsum but this ends with rejecting H0
==============

That doesn't mean cumsum is wrong. It could mean there's aproblem somewhere else.
0
mattjacREMOVE (3195)
3/14/2010 2:34:05 PM
jeny hu wrote:
> "Matt J " <mattjacREMOVE@THISieee.spam> wrote in message 
> <hniomr$eu4$1@fred.mathworks.com>...
>> "jeny hu" <Yoggi@post.sk> wrote in message 
>> <hniogl$c6p$1@fred.mathworks.com>...
>>
>> > the code creates a probability density function and i need to create 
>> a distribution function
>> ===============
>>
>> help cumsum
> I need the cdf for statistical testing(kstest,kuiper test....) and i 
> know the result(accept H0) and I've already tried cumsum but this ends 
> with rejecting H0

Your original code was:

function y=meixner(x,a,b,d,m)
x=x(:);
n=length(x);
for k=1:n
y(k)=(2*cos(b/2))^(2*d)*exp(b*(x(k)'-m)./a)*abs(gamma(d+i*(x(k)-m)./a)).^2/(2*a*pi*gamma(2*d));
y=y(:);
end


There is no H0 anywhere in there, so cumsum() applied to the output of 
this function is not going to have any problem with H0.

What you do with the distribution function after you have it is a 
different matter. Be sure you are asking us the right question.
0
roberson (2980)
3/14/2010 5:08:35 PM
On 3/14/2010 9:18 AM, jeny hu wrote:

> i'm a beginner in matlab.I need to create distribution function of a
> meixner distribution:

This is a continuous distribution, correct?  And presumably there is no closed form for the distribution?  So you might consider using (for example) QUADGK to numerically integrate your PDF.  CUMSUM probably isn't what you want, unless you are using it as a poor-man's numerical integration.

But you have a bit of a problem here:   this line

> y(k)=(2*cos(b/2))^(2*d)*exp(b*(x(k)'-m)./a)*abs(gamma(d+i*(x(k)-m)./a)).^2/(2*a*pi*gamma(2*d));

calls the gamma function with a complex argument, and as the help says,

>> help gamma
  GAMMA Gamma function.
     Y = GAMMA(X) evaluates the gamma function for each element of X.
     X must be real.

So you will have to find something other than GAMMA.  The MATLAB File Exchange has what seems like a well-written version (also the very first google hit for "complex gamma matlab):

<http://www.mathworks.com/matlabcentral/fileexchange/978>

Other than that, there's no reason to loop over elements in computing the PDF, you can do it with one vectorized statement.
0
3/15/2010 1:45:08 PM
Peter Perkins <Peter.Perkins@MathRemoveThisWorks.com> wrote in message <hnldl4$s0f$1@fred.mathworks.com>...
> On 3/14/2010 9:18 AM, jeny hu wrote:
> 
> > i'm a beginner in matlab.I need to create distribution function of a
> > meixner distribution:
> 
> This is a continuous distribution, correct?  And presumably there is no closed form for the distribution?  So you might consider using (for example) QUADGK to numerically integrate your PDF.  CUMSUM probably isn't what you want, unless you are using it as a poor-man's numerical integration.
> 
> But you have a bit of a problem here:   this line
> 
> > y(k)=(2*cos(b/2))^(2*d)*exp(b*(x(k)'-m)./a)*abs(gamma(d+i*(x(k)-m)./a)).^2/(2*a*pi*gamma(2*d));
> 
> calls the gamma function with a complex argument, and as the help says,
> 
> >> help gamma
>   GAMMA Gamma function.
>      Y = GAMMA(X) evaluates the gamma function for each element of X.
>      X must be real.
> 
> So you will have to find something other than GAMMA.  The MATLAB File Exchange has what seems like a well-written version (also the very first google hit for "complex gamma matlab):
> 
> <http://www.mathworks.com/matlabcentral/fileexchange/978>
> 
> Other than that, there's no reason to loop over elements in computing the PDF, you can do it with one vectorized statement.


I use in that code gamma function for complex numbers,but still i have problem with the CDF
0
Yoggi (4)
3/15/2010 3:50:27 PM
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Hey all, I'm trying to convert a .m file into something usable by a user defined function block in simulink but am having trouble with the following style of equation: x = exp([-y:y]); where y is an integer which normally has a value between 40 and 120. Running this through simulink results in the following error: ------------------------------------------------ Computed maximum size of the output of function 'colon' is not bounded. Static memory allocation requires all sizes to be bounded. The computed size is [1 x :?]. Function 'testing.m' line 8, column 14: "[-y:y]" ---------------------------------------------------- I know simulink doesn't like variably sized arrays/matrices but I'm not sure I can set an upper bound in this case since it's referring to the operation itself rather than x or y. Anyone know of a potential work around for this? Cheers. What sort of user defined function: Embedded MATLAB, S-Fuction, MATLAB Fcn Block? Is y and input? Is x an output? Or are they local variables? Phil. "Phil Goddard" <phil@modeling-simulation-visualization.com> wrote in message <j020k4$gkv$1@newscl01ah.mathworks.com>... > What sort of user defined function: Embedded MATLAB, S-Fuction, MATLAB Fcn Block? > > Is y and input? > Is x an output? > Or are they local variables? > > Phil. Sorry should have been more clear. It is an Embedded Matlab Function block, x and y are just local v...

Matlab S-function Builder does not support reference (&) parameter for function?
Hi, I am using Matlab S-Function Builder for some my legacy C code in Simulink. Because in my C code, several varables modified, I would like to transfer these varables in their reference. To my surprise, Matlab build process always complaint error. These codes using reference has passed in Microsoft C. Thus, I don't think it is a programming problem. mex also supports MSVC. Why I cannot transfer reference in function call? I would like to know are there better methods to transfer multiple varables back to callee? Using structure? Thanks a lot. ...

Matlab crashes when print from my custom function in c-mex s-function code
I have a c-mex s-function file in which I have written several custom functions. I have no problems printing to output files from most of these custom functions, but the one below continually crashes Matlab whenever I try to print to file from this function. This is odd, because, from what I can see, the syntax below follows that used in all of my other custom functions, so I'm not sure what's going wrong. Can anyone spot the problem with the code below, that causes Matlab to crash when the write-to-file statements are active? (When I comment those lines out, the function runs without crashing, although I suspect that this function is generating the wrong values, which is why I need to view them.) ------------------------------------------------------------------- static void mdlRLgetState(SimStruct *S){ FILE *out1; real_T *Dwork_ShAng = (real_T*) ssGetDWork(S,0); real_T *Dwork_ElbAng = (real_T*) ssGetDWork(S,1); real_T *Dwork_state0 = (real_T*) ssGetDWork(S,48); real_T *Dwork_state1 = (real_T*) ssGetDWork(S,49); /* it also crashes if I declare FILE *out1 here, instead */ out1 = ("AA_mdlRLgetState.log","a"); Dwork_state0[0] = Dwork_ShAng[0]; Dwork_state1[0] = Dwork_ElbAng[0]; fprintf(out1, "Dwork_state0[0] = %f, 1 = %f \n", Dwork_state0[0],Dwork_state1[0]); fclose(out1); } /* mdlRLgetState() function */ ---------...

different results in function regress from MATLAB 6.5 to MATLAB 7.0
Hello , anybody knows when I execute the function "regress" to this model (STAR(1)) Yt = 1 - 0-5Yt-1 - (4 + 0.4Yt-1)G(gamma*Yt-1) + et, where G(z) =1/ [1 + exp(-z)], gamma=4; et=N(0,1) I obtain different radically different results from matlab 6.5 to matlab 7.0 that with other models??Any suggestion to avoid this problem??? On May 25, 4:40=A0am, "Kun Aguero" <isildur20022...@yahoo.es> wrote: > Hello , anybody knows when I execute the function "regress" to this model= (STAR(1)) > Yt =3D 1 - 0-5Yt-1 - (4 + 0.4Yt-1)G(gamma*Yt-1) + et, where G(z) =3D1/ [1= + exp(-z)], > gamma=3D4; > > et=3DN(0,1) > I obtain different radically different results from matlab 6.5 to matlab = 7.0 that with other models??Any suggestion to avoid this problem??? Please show the relevant code. Hope this helps. Greg Well,I have made several tests and this is the result: -When I use the function regress in this format in matlab 6.5, it works: [B1,BINT1,R_X,RINT1,STATS1]=regress(X(2:length(X))',[ones(length(X)-1,1),X(1:length(X)-1)']); -When I use the same format in matlab 7.0 it doesn't works, but if I use this format: [B1,BINT1,R_X,RINT1,STATS1]=regress(X(2:length(X))',X(1:length(X)-1)'); It works in matlab 7.0. Then I think the problem is how the function regress treats the independent term in both versions?? regards Greg Heath <heath@alumni.brown.edu> wrote in message <69879944-34b7-4262-a193-0bb545d8cf99@...

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