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

[Heinz Nabielek]

Uniform U(0,1) random deviates with given autocorrelation would be good enough…...


> On 03.05.2018, at 10:57, Heinz Nabielek <heinznabielek at me.com> wrote:
> 
> 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