urweibull: UNU.RAN Weibull random variate generator
Description
UNU.RAN random variate generator for the Weibull distribution with
with parameters shape and scale.
It also allows sampling from the truncated distribution.
[Special Generator] -- Sampling Function: Weibull.
Usage
urweibull(n, shape, scale=1, lb=0, ub=Inf)
Arguments
n
size of required sample.
shape
(strictly positive) shape parameter.
scale
(strictly positive) scale parameter.
lb
lower bound of (truncated) distribution.
ub
upper bound of (truncated) distribution.
Details
The Weibull distribution with shape parameter $a$ and
scale parameter $\sigma$ has density given by
$$f(x) = (a/\sigma) {(x/\sigma)}^{a-1} \exp (-{(x/\sigma)}^{a})$$
for $x \ge 0$.
The generation algorithm uses fast numerical inversion. The parameters
lb and ub can be used to generate variates from
the Weibull 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
rweibull for the Rbuilt-in generator.