urexp: UNU.RAN Exponential random variate generator

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

UNU.RAN Exponential random variate generator

Description

UNU.RAN random variate generator for the Exponential distribution with rate rate (i.e., mean 1/rate). It also allows sampling from the truncated distribution.

[Special Generator] – Sampling Function: Exponential.

Usage

urexp(n, rate=1, lb=0, ub=Inf)

Arguments

n	size of required sample.
rate	(strictly positive) rate parameter.
lb	lower bound of (truncated) distribution.
ub	upper bound of (truncated) distribution.

Details

If rate is not specified, it assumes the default value of 1.

The Exponential distribution with rate λ has density

f(x) = lambda * exp(-lambda x)

for x ≥ 0.

The generation algorithm uses fast numerical inversion. The parameters lb and ub can be used to generate variates from the Exponential distribution truncated to the interval (lb,ub).

Note

This function is a wrapper for the UNU.RAN class in R. Compared to rexp, urexp is faster, especially for larger sample sizes. However, in opposition to rexp vector arguments are ignored, i.e. only the first entry is used.

Author(s)

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

References

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

See Also

runif and .Random.seed about random number generation, unuran for the UNU.RAN class, and rexp for the R built-in generator.

Examples

## Create a sample of size 1000
x <- urexp(n=1000)

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