udexp: UNU.RAN object for Exponential distribution

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

UNU.RAN object for Exponential distribution

Description

Create UNU.RAN object for an Exponential distribution with rate rate (i.e., mean 1/rate).

[Distribution] – Exponential.

Usage

udexp(rate=1, lb=0, ub=Inf)

Arguments

rate	(strictly positive) rate parameter.
lb	lower bound of (truncated) distribution.
ub	upper bound of (truncated) distribution.

Details

The Exponential distribution with rate λ has density

f(x) = lambda exp(-lambda x)

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. 19, p. 494.

See Also

unuran.cont.

Examples

## Create distribution object for standard exponential distribution
distr <- udexp()
## 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.