cgamint

(rtools/cgamint.m)

Function Synopsis

dx = cgamint(x,n,mu,shape,Rg)

Help text

function dx = cgamint(x,n,mu,shape,Rg)

 The integrand of Equation 15&16 in [1] for gamma distribution.
 outputs the (n+1) values from 0 to n.

 Correctly handles abs(x)->infinity via dcdflib and explicit
 use of erf and erfc as separate calls.

 [1] The correlation properties of gamma and other non-Gaussian processes
     generated by memoryless non-linear transformation. Tough, R.J.A and
     Ward, K.D. preprint.

 Part of the Matlab Radar Toolbox v0.11 by Glen Davidson at www.radarworks.com
 Please acknowledge use of this toolbox in any publication or software.
 This header must be retained in any derivative work

Cross-Reference Information

cgamqdist                     rtools/cgamqdist.m
hermite_end                   rtools/hermite_end.m