urgeom: UNU.RAN Geometric random variate generator
Description
UNU.RAN random variate generator for the Geometric distribution
with parameter prob.
It also allows sampling from the truncated distribution.
[Special Generator] -- Sampling Function: Geometric.
Usage
urgeom(n, prob, lb = 0, ub = Inf)
Arguments
n
size of required sample.
prob
probability of success in each trial. 0 < prob <= 1<="" code="">.
lb
lower bound of (truncated) distribution.
ub
upper bound of (truncated) distribution.
Details
The Geometric distribution with prob $= p$ has density
$$p(x) = p (1-p)^x$$
for $x = 0, 1, 2, \ldots$, $0 < p \le 1$.
The generation algorithm uses guide table based inversion for
$p > 0.02$ and method DARI otherwise.
The parameters lb and ub can be used to generate
variates from the Geometric 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
rgeom for the Rbuilt-in generator.