rbern {EMJumpDiffusion} | R Documentation |
Creates Bernoulli distributed random variables via uniformly distrubuted random variables.
rbern(n, lambda)
n |
Number of observations. |
lambda |
Probability for observations. |
The Bernoulli distribution generates a 0 with probability 1-lambda and a 1 with probability lambda. Since lambda is a probability, it must be between 0 and 1.
Vector of length n with values 0 and 1.
##Create a vector of 10 Bernoulli dristributed random variables with probability 0.2 for a 1 u <- rbern(10,0.2)