astable.m.tar.gz_ALPHA stable_alpha stable_astable文件_random

function [Y, r1, r2]=astable(M, N, alpha, beta, dispersion, location) %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % ASTABLE (function) % Function for generating alpha stable random vector 'y'. % inproved version of a previous FORTRAN function written by % John M. Chambers and John Nolan in which a standardized variable % with characteristic exponent, alpha, and symmetric parameter, beta, % is outputted. % % INPUT ARGUMENTS: M -> Length of matrix to be returned % N -> Width of matrix to be returned % alpha -> Characteristic exponent % beta -> Skewness in revised parameterization % disp -> dispersion % loc -> location parameter % % OUTPUT ARGUMENTS: y -> Vector containing alpha stable random numbers % % % % % function [y, r1, r2]=astable(M, N, alpha, beta, dispersion, location) %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% if (nargin == 0) N=1; M=1; end; if (nargin == 1) N=1; end; if (nargin <= 2) alpha = 1; end; if (nargin <= 3) beta = 0; end; if (nargin <= 4) dispersion = 1; end; if (nargin <= 5) location = 0; end; u=(rand(M,N)-0.5)*pi; w=-log(rand(M,N)); if (alpha ~= 1) X=sin(alpha.*u)./(cos(u)).^(1/alpha).*(cos((1-alpha).*u)./w).^((1-alpha)/alpha); Y=X-beta.*tan(pi/2*alpha); else X=sin(alpha*u)./(cos(u)).^(1/alpha).*(cos((1-alpha).*u)./w).^((1-alpha)/alpha); Y=X; end; Y = Y*dispersion^(1/alpha)+location; return;