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

Heinz Nabielek heinznabielek at me.com
Thu May 3 10:57:18 CEST 2018


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=2.

But I need Weibull deviates with given autocorrelation, say rho=0.80

Literature has dozen of references on the subject which either do not work or I do not know how to code.

Any help here?
Heinz


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