udgamma: UNU.RAN object for Gamma distribution

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

UNU.RAN object for Gamma distribution

Description

Create UNU.RAN object for a Gamma distribution with parameters shape and scale.

[Distribution] – Gamma.

Usage

udgamma(shape, scale=1, lb=0, ub=Inf)

Arguments

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

Details

The Gamma distribution with parameters shape = a and scale = s has density

f(x) = 1/(s^a Gamma(a)) x^(a-1) exp(-x/s)

for x ≥ 0, a > 0 and s > 0. (Here Gamma(a) is the function implemented by R's gamma() and defined in its help.)

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. 17, p. 337.

See Also

unuran.cont.

Examples

## Create distribution object for gamma distribution
distr <- udgamma(shape=4)
## 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.