urchisq: UNU.RAN Chi-Squared random variate generator
Description
UNU.RAN random variate generator for the Chi-Squared
($\chi^2$) distribution with df degrees of freedom.
It also allows sampling from the truncated distribution.
[Special Generator] -- Sampling Function: Chi-squared.
Usage
urchisq(n, df, lb=0, ub=Inf)
Arguments
n
size of required sample.
df
degrees of freedom (strictly positive, but can be non-integer).
lb
lower bound of (truncated) distribution.
ub
upper bound of (truncated) distribution.
Details
The Chi-squared distribution with df$= n > 0$ degrees of
freedom has density
$$f_n(x) = \frac{1}{{2}^{n/2} \Gamma (n/2)} {x}^{n/2-1} {e}^{-x/2}$$
for $x > 0$.
The generation algorithm uses fast numerical inversion. The parameters
lb and ub can be used to generate variates from
the Chi-squared distribution truncated to the interval (lb,ub).
References
W. H"ormann, J. Leydold, and G. Derflinger (2004):
Automatic Nonuniform Random Variate Generation.
Springer-Verlag, Berlin Heidelberg
See Also
runif and .Random.seed about random number
generation, unuran for the UNU.RAN class, and
rchisq for the Rbuilt-in generator.