distribution (gamma, inverse gamma 1 and 2, beta) given the mode and
the variance.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2535 ac1d8469-bf42-47a9-8791-bf33cf982152
+ Changed headers.
+ Allows vector of coefficients when calling the Beta random generator.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2422 ac1d8469-bf42-47a9-8791-bf33cf982152
+ Added algorithms from Devroye (1986, chapter 9).
+ Now we can generate independent gamma variates (and, as a consequence, beta)
with parameter a <= 0.5. This was not possible with the algorithm of
the previous version.
+ Algorithms are specialized depending on fix(a)=a, a<1 or a>1.
+ This new version can handle vectors for a and b (same length).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2421 ac1d8469-bf42-47a9-8791-bf33cf982152
+ Moved functions located in ./distribution to ./distributions/toolbox
+ Moved distribution related functions to ./distributions
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2055 ac1d8469-bf42-47a9-8791-bf33cf982152
* replaced CDF, PDF, quantile functions of the gamma by a GPL'd one
* replaced quantile function of the chi-square by a GPL'd one
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1981 ac1d8469-bf42-47a9-8791-bf33cf982152
* replaced dnorm, pnorm and qnorm by GPL alternatives in distributions/
* only add distributions/ to the path if under Matlab without Statistics toolbox
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1979 ac1d8469-bf42-47a9-8791-bf33cf982152
stepan
adjemian
sebastien