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binomialcftp (version 1.0)

Generates binomial random numbers via the coupling from the past algorithm

Description

Binomial random numbers are generated via the perfect sampling algorithm. At each iteration dual markov chains are generated and coalescence is checked. In case coalescence occurs, the resulting number is outputted. In case not, then the algorithm is restarted from T(t)=2*T(t) until coalescence occurs.

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Version

Install

install.packages('binomialcftp')

Monthly Downloads

20

Version

1.0

License

GPL-2

Maintainer

Francisco Juretig

Last Published

September 20th, 2012

Functions in binomialcftp (1.0)

bin_ps

CFTP Binomial Random Numbers
draw_i

generate random integer numbers
binomialcftp-package

Generates Random Numbers according to the coupling from the past algorithm.