simEd (version 1.0.3)

vgeom: Variate Generator for the Geometric Distribution

Description

Generates random variates from the geometric distribution, with options for independent streams and antithetic variates.

Usage

vgeom(n, prob, stream = NULL, antithetic = FALSE)

Arguments

n

number of observations

prob

probability of success in each trial (0 \(<\) prob \(\le\) 1)

stream

if NULL (default), uses stats::runif to generate uniform variates to invert via stats::qgeom; otherwise, an integer in 1:25 indicates the rstream stream from which to generate uniform variates to invert via stats::qgeom

antithetic

if FALSE (default), inverts \(u\) = uniform(0,1) variate(s) generated via either stats::runif or rstream::rstream.sample; otherwise, uses \(1 - u\)

Value

A vector of geometric random variates.

Details

Generates random variates from the geometric distribution.

Geometric variates are generated by inverting uniform(0,1) variates produced either by stats::runif (if stream is NULL) or by rstream::rstream.sample (if stream is not NULL). In either case, stats::qgeom is used to invert the uniform(0,1) variate(s). In this way, using vgeom provides a monotone and synchronized geometric variate generator, although not particularly fast.

The stream indicated must be an integer between 1 and 25 inclusive.

The geometric distribution with parameter prob = \(p\) has density

$$p(x) = p (1-p)^x$$

for \(x = 0, 1, 2, \ldots\), where \(0 < p \le 1\).

See Also

stats::rgeom, stats::runif, rstream, set.seed

Examples

# NOT RUN {
set.seed(8675309)
vgeom(3, prob = 0.3)  # inverts stats::runif using stats::qgeom

set.seed(8675309)
vgeom(3, 0.3, stream = 1) # inverts rstream::rstream.sample using stats::qgeom
vgeom(3, 0.3, stream = 2)

set.seed(8675309)
vgeom(1, 0.3, stream = 1) # inverts rstream::rstream.sample using stats::qgeom
vgeom(1, 0.3, stream = 2)
vgeom(1, 0.3, stream = 1)
vgeom(1, 0.3, stream = 2)
vgeom(1, 0.3, stream = 1)
vgeom(1, 0.3, stream = 2)

set.seed(8675309)
variates <- vgeom(1000, prob = 0.3, stream = 1)
set.seed(8675309)
variates <- vgeom(1000, prob = 0.3, stream = 1, antithetic = TRUE)
# }