Runuran (version 0.34)

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 R built-in generator.

Examples

# NOT RUN {
## Create a sample of size 1000
x <- urweibull(n=1000,shape=3)
# }