PWEALL (version 1.3.0.1)

rpwu: Piecewise uniform distribution: random number generation

Description

This will generate random numbers according to the specified piecewise uniform distribution

Usage

rpwu(nr=10,u=c(0,6,0.4),ut=c(1,2))

Value

r

random numbers

Arguments

nr

number of random numbers to be generated

u

piecewise constant density

ut

a strictly increasing sequence of time points defining the pieces. The first element must be strictly greater than zero. u and ut must have the same length.

Author

Xiaodong Luo

Details

Let \(f(t)=\sum_{j=1}^m u_j I(t_{j-1}<t\le t_j)\) be the density function, where \(u_1,\ldots,u_m\) are the corresponding elements of u and \(t_1,\ldots,t_{m}\) are the corresponding elements of ut and \(t_0=0\). The distribution function $$F(t)=\sum_{j=1}^m u_j(t\wedge t_j-t\wedge t_{j-1}). $$ User must make sure that \(\sum_{j=1}^m u_j (t_j-t_{j-1})=1\) before using this function.

References

Luo, et al. (2017)

See Also

rpwe

Examples

nr<-10
u<-c(0.6,0.4)
ut<-c(1,2)
pwur<-rpwu(nr=nr,u=u,ut=ut)
pwur