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.
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 @code{"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.