rbern {EMJumpDiffusion}R Documentation

Bernoulli distribution

Description

Creates Bernoulli distributed random variables via uniformly distrubuted random variables.

Usage

        rbern(n, lambda)

Arguments

n Number of observations.
lambda Probability for observations.

Details

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.

Value

Vector of length n with values 0 and 1.

Examples

        ##Create a vector of 10 Bernoulli dristributed random variables with probability 0.2 for a 1
        u <- rbern(10,0.2)

[Package EMJumpDiffusion version 1.4.1 Index]