FreeMat
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Section: Random Number Generation
Generates a vector of non-central chi-square random variables with the given number of degrees of freedom and the given non-centrality parameters. The general syntax for its use is
y = randnchi(n,mu)
where n
is an array containing the degrees of freedom for each generated random variable (with each element of n
>= 1), and mu
is the non-centrality shift (must be positive).
A non-central chi-square random variable is the sum of a chisquare deviate with n-1
degrees of freedom plus the square of a normal deviate with mean mu
and standard deviation 1.
Here is an example of a non-central chi-square random variable:
--> randnchi(5*ones(1,9),0.3) ans = Columns 1 to 7 12.8187 1.5030 1.9084 3.6028 1.1185 4.1872 4.5202 Columns 8 to 9 3.4539 0.4578