urgeom {Runuran} | R Documentation |
UNU.RAN random variate generator for the Geometric distribution
with parameter prob
.
It also allows sampling from the truncated distribution.
urgeom(n, prob, lb = 0, ub = Inf)
n |
size of required sample. |
prob |
probability of success in each trial. 0 < prob <= 1 . |
lb |
lower bound of (truncated) distribution. |
ub |
upper bound of (truncated) distribution. |
The Geometric distribution with prob
= p has density
p(x) = p (1-p)^x
for x = 0, 1, 2, ..., 0 < p <= 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
).
This function is wrapper for the UNU.RAN class in R.
Compared to rgeom
, urgeom
is faster, especially for
larger sample sizes.
However, in opposition to rgeom
vector arguments are ignored,
i.e. only the first entry is used.
Josef Leydold and Wolfgang H"ormann unuran@statmath.wu-wien.ac.at.
W. H"ormann, J. Leydold, and G. Derflinger (2004): Automatic Nonuniform Random Variate Generation. Springer-Verlag, Berlin Heidelberg
runif
and .Random.seed
about random number
generation, unuran
for the UNU.RAN class, and
rgeom
for the R built-in generator.
## Create a sample of size 1000 x <- urgeom(n=1000,prob=0.2)