urhitro {Runuran} | R Documentation |
UNU.RAN random variate generator for continuous multivariate distributions with given probability density function (PDF). It is based on the Hit-and-Run algorithm in combinaton with the Ratio-of-Uniforms method (HITRO).
[ Deprecated.
Use hitro.new
instead. ]
urhitro(n, dim=1, pdf, mode=NULL, center=NULL, ll=NULL, ur=NULL, thinning=1, burnin = 0, ...)
n |
size of required sample. |
dim |
number of dimensions of the distribution. (integer) |
pdf |
probability density function. (R function) |
mode |
location of the mode – optional. (numeric vector) |
center |
point in “typical” region of distribution,
e.g. the approximate location of the mode. If omitted the
mode is implicitly used. If the mode is not given
either, the origin is used. (numeric vector – optional) |
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) |
thinning |
thinning factor. (positive integer) |
burnin |
lenght of burin-in phase. (positive integer) |
... |
(optional) arguments for pdf |
This method is deprecated. Please use hitro.new
together with ur
instead.
For further details see hitro.new
.
Josef Leydold and Wolfgang H"ormann unuran@statmath.wu-wien.ac.at.
R. Karawatzki, J. Leydold, and K. P"otzelberger (2005): Automatic Markov Chain Monte Carlo Procedures for Sampling from Multivariate Distributions. Research Report Series / Department of Statistics and Mathematics, Nr. 27, December 2005 Department of Statistics and Mathematics, Wien, Wirtschaftsuniv., 2005. http://epub.wu-wien.ac.at/dyn/virlib/wp/showentry?ID=epub-wu-01_8cb
hitro.new
and ur
for replacement.