[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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