udchisq: UNU.RAN object for Chi-Squared distribution

In Runuran: R Interface to the 'UNU.RAN' Random Variate Generators

UNU.RAN object for Chi-Squared distribution

Description

Create UNU.RAN object for a Chi-squared (chi^2) distribution with df degrees of freedom.

[Distribution] – Chi-squared.

Usage

udchisq(df, lb=0, ub=Inf)

Arguments

df	degrees of freedom (strictly positive). Non-integer values allowed.
lb	lower bound of (truncated) distribution.
ub	upper bound of (truncated) distribution.

Details

The Chi-squared distribution with df= n > 0 degrees of freedom has density

f_n(x) = 1 / (2^(n/2) Gamma(n/2)) x^(n/2-1) e^(-x/2)

for x > 0.

The domain of the distribution can be truncated to the interval (lb,ub).

Value

An object of class "unuran.cont".

Author(s)

Josef Leydold and Wolfgang H\"ormann [e-mail].

References

N.L. Johnson, S. Kotz, and N. Balakrishnan (1994): Continuous Univariate Distributions, Volume 1. 2nd edition, John Wiley & Sons, Inc., New York. Chap. 18, p. 416

See Also

unuran.cont.

Examples

## Create distribution object for chi-squared distribution
distr <- udchisq(df=5)
## Generate generator object; use method PINV (inversion)
gen <- pinvd.new(distr)
## Draw a sample of size 100
x <- ur(gen,100)

Runuran documentation built on Jan. 17, 2023, 5:17 p.m.