Runuran (version 0.5)

unuran.new: Create a UNU.RAN object

Description

Create a new UNU.RAN object in package Runuran that can be used for sampling from the specified distribution. The function unuran.sample can then be used to draw a random sample.

Usage

unuran.new(distr,method="auto")

Arguments

distr

a string or an S4 class describing the distribution.

method

a string describing the random variate generation method.

Details

The UNU.RAN package works in the following way: [object Object],[object Object]

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, unuran.sample, urtdr, urdgt and urdau.

For distribution objects see unuran.cont, unuran.discr, and unuran.cmv.

Examples

## Make histograms for samples of size 10000 for some non-standard distributions

unr <- new("unuran", "cont; pdf='log(x)*(x<1.3098)+(x>1.3098)*exp(-x)'; domain = (1, Inf)", "TDR");
x <- unuran.sample(unr,10000);
hist(x)

unr <- new("unuran", "distr=cont; pdf='1/x^3'; domain = (0.5, Inf)", "TDR");
x <- unuran.sample(unr,10000);
hist(x)

unr <- new("unuran", "distr=discr; pmf='1/(2+x)^3'; domain = (1, Inf);pmfsum=0.05","DARI");
x <- unuran.sample(unr,10000);
hist(x)