unuran.cmv.new {Runuran} | R Documentation |
Create a new UNU.RAN object for a continuous multivariate distribution. The interface might be changed in future releases. Do not use unnamed arguments!
[Advanced] – Continuous Multivariate Distribution.
unuran.cmv.new(dim=1, pdf=NULL, ll=NULL, ur=NULL, mode=NULL, center=NULL, name=NA)
dim |
number of dimensions of the distribution. (integer) |
pdf |
probability density function. (R function) |
ll,ur |
lower left and upper right vertex of a rectangular
domain of the pdf . The domain is only set if both vertices
are not NULL . Otherwise, the domain is unbounded by default.
(numeric vectors) |
mode |
location of the mode. (numeric vector – optional) |
center |
point in “typical” region of distribution,
e.g. the approximate location of the mode. It is used by several
methods to locate the main region of the distribution.
If omitted the mode is implicitly used. If the mode
is not given either, the origin is used. (numeric vector –
optional) |
name |
name of distribution. (string) |
Creates an instance of class unuran.cmv
.
The user is responsible that the given informations are consistent. It depends on the chosen method which information must be given / are used.
unuran.cmv.new(...)
is an alias for
new("unuran.cmv", ...)
.
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.
unuran.cmv
, unuran.new
,
unuran
.
## Get a distribution object with given pdf and mode mvpdf <- function (x) { exp(-sum(x^2)) } mvd <- unuran.cmv.new(dim=2, pdf=mvpdf, mode=c(0,0)) ## Restrict domain to rectangle [0,1]x[0,1] and set ## mode to (0,0) mvpdf <- function (x) { exp(-sum(x^2)) } mvd <- unuran.cmv.new(dim=2, pdf=mvpdf, ll=c(0,0), ur=c(1,1), mode=c(0,0))