cgamnn

(rtools/cgamnn.m)

Function Synopsis

newval = cgamnn(Rg,shape)

Help text

function nn = cgamnn(Rg,shape)

 Generates the transfer function for correlated gamma in [1] for scalar Rg
 and shape.

 Lots of effort has gone into making this efficient and numerically stable
 but there can always be problems. In particular Matlab's integration routines
 are nowhere near as good as Mathematica.

 The minimum value of shape seems to be _very_ low, convergence seems ok.

 Shape has a maximum value of 25, above this the gamma is so close to Gaussian
 that the numerics break down. If you understand the theory you should never
 really need this routine for a shape near this...
 
 [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

cgamgen                       rtools/cgamgen.m