Matlab toolbox to compute the statistics, pdf, cdf, inverse cdf and random numbers of the generalized chi-square distribution.
Abhranil Das, Center for Perceptual Systems, The University of Texas at Austin.
Bugs/comments/questions/suggestions to abhranil.das@utexas.edu.
If you use this code, please cite:
- Methods to integrate multinormals and compute classification measures
- New methods to compute the generalized chi-square distribution.
Within Matlab's Home tab, select Add-Ons > Get Add-Ons > Search for 'Generalized chi-square distribution' and install.
After installation, begin with the Getting Started live script with interactive examples, or, at any time, go to Matlab Home tab > Add-Ons > Manage Add-Ons > click the three dots next to this toolbox > View Getting Started Guide
For function help, type:
doc gx2_to_norm_quad_params
doc norm_quad_to_gx2_params
doc gx2stat
doc gx2rnd
doc gx2char
doc gx2cdf
doc gx2pdf
doc gx2inv