Converting a logic in MATLAB to Excel VBA

[Juggler_IN]

I am unable to convert the logic of a MATLAB code to VBA.

Any input will be of help. The code is:

t=0s=3.14
pi=3.14

coeff1 = 1/(2*pi);
coeff2 = 1/(2*s);
coeff3 = pi/s;
                    
u = 0.5 - rand();
out = -u*s;

outNext = out - (coeff1*sin(coeff3*out) + coeff2*out + u) ./ ...
(coeff2*cos(coeff3*out)+coeff2);


indxs = find(abs(outNext - out)>tol);

outPrev = out(indxs);


while ~isempty(indxs)


outNext = outPrev - (coeff1*sin(coeff3*outPrev) + coeff2*outPrev + u(indxs)) ./ ...
(coeff2*cos(coeff3*outPrev)+coeff2);
l = (abs(outNext - outPrev)>tol);
out(indxs(~l)) = outNext(~l);
outPrev = outNext(l);
indxs = indxs(l);


end
                     
out = t + out;

 

[Juggler_IN]

Missed tol value:

[COLOR=#24292E][FONT=SFMono-Regular]  tol = [/FONT][/COLOR][COLOR=#005CC5][FONT=SFMono-Regular]1e-9[/FONT][/COLOR][COLOR=#24292E][FONT=SFMono-Regular];[/FONT][/COLOR]

 

[shg]

Maybe you could explain what the code does.

 

[Juggler_IN]

It generates Cosine Distribution.

The original code it at: https://github.com/probml/pmtksupport/blob/master/randraw/randraw.m#L10

 

[shg]

Random variates with a raised cosine distribution?

 

[Juggler_IN]

I dont think it is the Raised Cosine. It is the general form of Cosine with:

pdf = (1+cos(pi*(y-t)/s))/(2*s); t-s <= y <= t+s; s>0 and
cdf = (pi + pi*(y-t)/s + sin(pi*(y-t)/s))/(2*pi); t-s <= y <= t+s; s>0

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[shg]

That looks like the raised cosine distribution to me; see page 116 of http://geb.uni-giessen.de/geb/volltexte/2010/7607/pdf/RinneHorst_LocationScale_2010.pdf. and compare to the cosine distribution a few pages earlier.

But I can't follow the MATLAB code, so I can't provide a routine to generate random variates, sorry. I would have to do a lookup (binary search) against the cdf, which would work, but not be efficient.