random.function: Random Draw Generator

In GoFKernel: Testing Goodness-of-Fit with the Kernel Density Estimator

Random Draw Generator

Description

This function generates random draws of a continuous random variable given either its density or its cumulative distribution function.

Usage

random.function(n = 1, f, lower = -Inf, upper = Inf, kind = "density")

Arguments

n	number of draws, default 1.
f	either a density (default) or cumulative distribution function of the random variable.
lower	lower limit of the support of the random variable, default -Inf.
upper	upper limit of the support of the random variable, default Inf.
kind	character string with the function used to identify the distribution, either "density" (default) or "cumulative", as alternative.

Details

random.function uses the method of the inverse of the cdf to generate random draws from f.

Value

A vector of length n with n draws from a random variable with density (or cumulative distribution) function given by f.

Note

random.function is called by dgeometric.test when the corresponding r- function (random generator of f) is not available in the environment. random.function generates random samples from the null hypothesis density function specified in dgeometric.test.

Author(s)

Jose M. Pavia

See Also

dgeometric.test, integrate, inverse and support.facto.

Examples

f0 <- function(x) ifelse(x>=0 & x<=1, 2-2*x, 0)
random.function(10, f0, lower=0, upper=1, kind="density")

GoFKernel documentation built on April 4, 2025, 2:47 a.m.