unuran.cont.new: Create a UNU.RAN continuous univariate distribution object
In Runuran: R Interface to the 'UNU.RAN' Random Variate Generators

unuran.cont.new

R Documentation

Create a UNU.RAN continuous univariate distribution object

Description

Create a new UNU.RAN object for a continuous univariate distribution. The interface might be changed in future releases. Do not use unnamed arguments!

[Advanced] – Continuous Distribution.

Usage

unuran.cont.new( cdf=NULL, pdf=NULL, dpdf=NULL, islog=FALSE,
                 lb=NA, ub=NA, mode=NA, center=NA, area=NA, name=NA)

Arguments

`cdf`	cumulative distribution function. (R function)
`pdf`	probability density function. (R function)
`dpdf`	derivative of the `pdf`. (R function)
`islog`	whether the given `cdf` and `pdf` are given by their logarithms (the `dpdf` is then the derivative of the logarithm). (boolean)
`lb`	lower bound of domain; use `-Inf` if unbounded from left. (numeric)
`ub`	upper bound of domain; use `Inf` if unbounded from right. (numeric)
`mode`	mode of distribution. (numeric)
`center`	typical point (“center”) of distribution. If not given the `mode` is used. (numeric)
`area`	area below `pdf`; used for computing normalization constants if required. (numeric)
`name`	name of distribution. (string)

Details

Creates an instance of class unuran.cont.

The user is responsible that the given informations are consistent. It depends on the chosen method which information must be given / are used.

Note

unuran.cont.new(...) is an alias for new("unuran.cont", ...).

Author(s)

Josef Leydold and Wolfgang H\"ormann unuran@statmath.wu.ac.at.

References

W. H\"ormann, J. Leydold, and G. Derflinger (2004): Automatic Nonuniform Random Variate Generation. Springer-Verlag, Berlin Heidelberg.

Examples

## Get a distribution object with given pdf, domain and mode
mypdf <- function (x) { exp(-x) }
distr <- unuran.cont.new(pdf=mypdf, islog=FALSE, lb=0, ub=Inf, mode=0)

## This object can now be used to create an generator object.
## 1. select a method using a Runuran function:
gen <- pinvd.new(distr, uresolution=1e-12)

## 2. directly use the UNU.RAN string API
gen <- unuran.new(distr, method="pinv; u_resolution=1e-12")

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