bellcurve2 (code 2.1 and 2.2)

Author: vtjnash

demos/book/2/bellcurve2.jl

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+#bellcurve2.jl
+#Algorithm 2.1 of Random Eigenvalues by Alan Edelman
+
+#Experiment:    Generate random samples from the normal distribution
+#Plot:          Histogram of random samples
+#Theory:        The normal distribution curve
+
+
+## Experiment
+t = 1000000     # Trials
+dx = 0.25       # binsize
+v = randn(t,2)  # samples
+x = -4:dx:4   # range
+
+## Plot
+using Winston
+module Plot3D
+    # Warning: the 3D interface is very new at the time
+    # of writing this and is likely to not be available
+    # and/or have changed
+    if Winston.output_surface == :gtk
+        include(Pkg.dir("Winston","src","canvas3d_gtk.jl"))
+    else
+        include(Pkg.dir("Winston","src","canvas3d.jl"))
+    end
+end
+edg1, edg2, count = hist2(v, x-dx/2)
+cntrs = (first(x)+dx/2, last(x)-dx/2, length(x)-1)
+x,y = meshgrid(cntrs, cntrs)
+Plot3D.plot3d(Plot3D.surf(x,y,count./(t*dx^2) *10*length(cntrs)))
+Plot3D.plot3d(Plot3D.surf(x,y,exp(-(x.^2+y.^2)/2)/(2*pi) *10*length(cntrs)))

demos/book/2/hist2d.jl

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+#hist2d.jl
+#Algorithm 2.2 of Random Eigenvalues by Alan Edelman
+
+#see Base.hist2 for a simple implementation