How to generate mixed exponential distribution random number using the command in MATLAB?

How to generate mixed exponential distribution random number using the command in MATLAB? because mixexprnd function does not exist in R2013. Thank you for your help

[David Goodmanson]

Hello Noor, could you supply an expression for the distribution you would like to generate?

[Noor]

Answer 1

[Torsten]

https://de.mathworks.com/matlabcentral/fileexchange/29136-stochastic-weather-generator--weagets-?focused=3858295&tab=function

Best wishes

Torsten.

[Noor]

function R = mixexprnd(p,mu1,mu2,n) does not exist in Matlab 2016. error while running this function. This function serves for StoRainGen toolbox- is it I need to have StoRainGen toolbox for mixed exponential distribution?

[Torsten]

Why don't you just copy the code from the afore mentioned link, save it as a .m-file and call it to generate your random numbers ?

Best wishes

Torsten.

[Noor]

Okay,I will try first. Thank you Torsten for your help.

Answer 2

[David Goodmanson]

Hello Noor, The function below agrees with the function cited above for several choices of parameters that I have tried. For 10000 points, cited function takes 40 sec. and this function takes .009 sec.

function R = randmixexp(a,b1,b2,n)
%
% random numbers taken from mixed exponential distribution
% pdf = a*(1/b1)*exp(-x/b1) + (1-a)*(1/b2)*exp(-x/b2)
% cdf = a*(1-exp(-x/b1)) + (1-a)*(1-exp(-x/b2))
%
% R = randmixexp(a,b1,b2,n)

if nargin < 4;  n=1;   end

r = rand(1,n);
ind = r<a;
nind = ~ind;
r = rand(1,n);
R(ind) = -log(r(ind))*b1;
R(nind) = -log(r(nind))*b2

 % David Goodmanson

[Noor]

Okay I will try it first.. Thank you David for your help.

[Noor]

David, it shows function R = randmixexp(a,b1,b2,n) not enough input argument.. what is mean by that?

[David Goodmanson]

I guess it is telling you that you are not supplying enough input arguments to the function. I just tried randmixexp(.2,1,2,100) and it worked fine.