urtdr {Runuran}R Documentation

UNU.RAN transformend density rejection generator

Description

UNU.RAN random variate generator for continuous distributions with given probability density function (PDF). It is based on the Transformed Density Rejection method (‘TDR’).

[ Deprecated. Use tdr.new instead. ]

Usage

urtdr(n, pdf, dpdf=NULL, lb=-Inf, ub=Inf, islog=TRUE, ...)

Arguments

n size of required sample.
pdf probability density function. (R function)
dpdf derivative of the pdf. (R function)
islog whether the pdf is given by tits logarithm (the dpdf is then the derivative of the logarithm). (boolean)
lb, ub lower and upper bound of domain. (numeric)
... (optional) arguments for pdf

Details

This method is deprecated. Please use tdr.new together with ur instead.

For further details see tdr.new.

Author(s)

Josef Leydold and Wolfgang H"ormann unuran@statmath.wu-wien.ac.at.

References

W. H"ormann, J. Leydold, and G. Derflinger (2004): Automatic Nonuniform Random Variate Generation. Springer-Verlag, Berlin Heidelberg.

See Also

tdr.new and ur for replacement.


[Package Runuran version 0.9.0 Index]