urchisq | R Documentation |
UNU.RAN random variate generator for the Chi-Squared
(chi^2) distribution with df
degrees of freedom.
It also allows sampling from the truncated distribution.
[Special Generator] – Sampling Function: Chi-squared.
urchisq(n, df, lb=0, ub=Inf)
n |
size of required sample. |
df |
degrees of freedom (strictly positive, but can be non-integer). |
lb |
lower bound of (truncated) distribution. |
ub |
upper bound of (truncated) distribution. |
The Chi-squared distribution with df
= n > 0 degrees of
freedom has density
f_n(x) = 1 / (2^(n/2) Gamma(n/2)) x^(n/2-1) e^(-x/2)
for x > 0.
The generation algorithm uses fast numerical inversion. The parameters
lb
and ub
can be used to generate variates from
the Chi-squared distribution truncated to the interval (lb
,ub
).
This function is wrapper for the UNU.RAN class in R.
Compared to rchisq
, urchisq
is faster, especially for
larger sample sizes.
However, in opposition to rchisq
vector arguments are ignored,
i.e. only the first entry is used.
Josef Leydold and Wolfgang H\"ormann unuran@statmath.wu.ac.at.
W. H\"ormann, J. Leydold, and G. Derflinger (2004): Automatic Nonuniform Random Variate Generation. Springer-Verlag, Berlin Heidelberg
runif
and .Random.seed
about random number
generation, unuran
for the UNU.RAN class, and
rchisq
for the R built-in generator.
## Create a sample of size 1000 x <- urchisq(n=1000,df=3)
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