Random number generation from an arbitrary pdf Matlab script

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Random number generation from an arbitrary log-concave generalized pdf generates random numbers from an arbitrary log-concave generalized pdf, which is known up to a consta Program "rand_log_concave.m" generates random numbers from an arbitrary log-concave generalized pdf (i.e., a pdf known up to its normalization constant). The log of the pdf must be concave.In particular, the program can be used to easily generate random numbers from truncated log-concave pdf, such as truncated normal, beta, gamma, etc. For algorithm description and details, please see the comments given in *.m file. The tests of the program are included Requirements: · MATLAB Release: R14SP3
Operating system:
Windows / Linux / Mac OS / BSD / Solaris

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