Function Reference: qrandn

Function File: z = qrandn (q, r,c)

Function File: z = qrandn (q, [r,c])

Returns random deviates drawn from a q-Gaussian distribution.

Parameter q charcterizes the q-Gaussian distribution. The result has the size indicated by s.

Reference: W. Thistleton, J. A. Marsh, K. Nelson, C. Tsallis (2006) "Generalized Box-Muller method for generating q-Gaussian random deviates" arXiv:cond-mat/0605570 http://arxiv.org/abs/cond-mat/0605570

See also: rand, randn.

Demonstration 1

The following code

 z = qrandn (-5, 5e6);
 [c x] = hist (z,linspace(-1.5,1.5,200),1);
 figure(1)
 plot(x,c,"r."); axis tight; axis([-1.5,1.5]);

 z = qrandn (-0.14286, 5e6);
 [c x] = hist (z,linspace(-2,2,200),1);
 figure(2)
 plot(x,c,"r."); axis tight; axis([-2,2]);

 z = qrandn (2.75, 5e6);
 [c x] = hist (z,linspace(-1e3,1e3,1e3),1);
 figure(3)
 semilogy(x,c,"r."); axis tight; axis([-100,100]);

 # ---------
 # Figures from the reference paper.

Produces the following figures

Figure 1	Figure 2	Figure 3

Package: statistics