unuran.cmv-class: Class "unuran.cmv" for Continuous Multivariate Distribution

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

Class "unuran.cmv" for Continuous Multivariate Distribution

Description

Class unuran.cmv provides an interface to UNU.RAN objects for continuous multivariate distributions. The interface might be changed in future releases. Do not use unnamed arguments!

[Advanced] – Continuous Multivariate Distribution Object.

Details

Create a new instance of a unuran.cmv object using

new ("unuran.cmv", dim=1, pdf=NULL, ll=NULL, ur=NULL, mode=NULL, center=NULL, name=NA).

dim

number of dimensions of the distribution. (integer)

pdf

probability density function. (R function)

ll,ur

lower left and upper right vertex of a rectangular domain of the pdf. The domain is only set if both vertices are not NULL. Otherwise, the domain is unbounded by default. (numeric vectors)

mode

location of the mode. (numeric vector – optional)

center

point in “typical” region of distribution, e.g. the approximate location of the mode. It is used by several methods to locate the main region of the distribution. If omitted the mode is implicitly used. If the mode is not given either, the origin is used. (numeric vector – optional)

name

name of distribution. (string)

The user is responsible that the given informations are consistent. It depends on the chosen method which information must be given / are used. It is important, that the mode is contained in the (closure of the) domain.

Author(s)

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

References

J. Leydold and W. H\"ormann (2000-2007): UNU.RAN User Manual, see https://statmath.wu.ac.at/unuran/.

See Also

unuran.cmv.new, unuran.new, unuran.

Examples

## Create distribution with given PDF
mvpdf <- function (x) { exp(-sum(x^2)) }
mvdist <- new("unuran.cmv", dim=2, pdf=mvpdf)

## Restrict domain to rectangle [0,1]x[0,1] and set
## mode to (0,0)
mvpdf <- function (x) { exp(-sum(x^2)) }
mvdist <- new("unuran.cmv", dim=2, pdf=mvpdf, ll=c(0,0), ur=c(1,1), mode=c(0,0))

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