udpowerexp: UNU.RAN object for Powerexponential distribution

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

UNU.RAN object for Powerexponential distribution

Description

Create UNU.RAN object for a Powerexponential (Subbotin) distribution with shape parameter shape.

[Distribution] – Powerexponential (Subbotin).

Usage

udpowerexp(shape, lb=-Inf, ub=Inf)

Arguments

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

Details

The Powerexponential distribution with parameter shape = t has density

f(x) = 1/(2 * Gamma(1+1/t)) * exp(-|x|^t )

for all x and t > 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".

Note

This function is wrapper for the UNU.RAN class in R.

Author(s)

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

References

N.L. Johnson, S. Kotz, and N. Balakrishnan (1995): Continuous Univariate Distributions, Volume 2. 2nd edition, John Wiley & Sons, Inc., New York. Chap. 24, p. 195.

See Also

unuran.cont.

Examples

## Create distribution object for powerexponential distribution
distr <- udpowerexp(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.