[Scilab-users] needed: SciLab routine for generating Weibull random variables with prior given autocorrelation

Friends: urgently needed: a SciLab routine for generating Weibull random variables with prior given autocorrelation. Uncorrelated is easy with vc*((-log(grand(1,5,"def"))).^(1/m)) producing 0.9666848 1.4646143 10.402793 5.9513675 3.3241823 with characteristic velocity vc=7 and modulus m

Re: [Scilab-users] needed: SciLab routine for generating Weibull random variables with prior given autocorrelation

Uniform U(0,1) random deviates with given autocorrelation would be good enough…... > On 03.05.2018, at 10:57, Heinz Nabielek wrote: > > Friends: > > urgently needed: a SciLab routine for generating Weibull random variables > with prior given autocorrelation. > > Uncorrelated is easy with >

Re: [Scilab-users] needed: SciLab routine for generating Weibull random variables with prior given autocorrelation

Why don't start with a simple autoregressive process ? See e.g. https://en.wikipedia.org/wiki/Autoregressive_model Le 03/05/2018 à 11:15, Heinz Nabielek a écrit : Uniform U(0,1) random deviates with given autocorrelation would be good enough…... On 03.05.2018, at 10:57, Heinz Nabielek wro

Re: [Scilab-users] needed: SciLab routine for generating Weibull random variables with prior given autocorrelation

Many thanks. works fine on an originating normal distribution [where i would not need it, because we have grand(n, "mn", Mean, Cov) in SciLab]. With an initiating U(-0.5, 0,5), however, I get a triangle function, but

Re: [Scilab-users] needed: SciLab routine for generating Weibull random variables with prior given autocorrelation

Le 03/05/2018 à 15:49, Heinz Nabielek a écrit : Many thanks. works fine on an originating normal distribution [where i would not need it, because we have gran

Re: [Scilab-users] needed: SciLab routine for generating Weibull random variables with prior given autocorrelation

Le 03/05/2018 à 15:49, Heinz Nabielek a écrit : Many thanks. works fine on an originating normal distribution [where i would not need it, because we have gran

Re: [Scilab-users] needed: SciLab routine for generating Weibull random variables with prior given autocorrelation

thanks. but still: how construct autocorrelated uniform randoms? Sent from Heinz Nabielek > On 03 May 2018, at 17:40, Stéphane Mottelet wrote: > >> Le 03/05/2018 à 15:49, Heinz Nabielek a écrit : >> Many thanks. >>