urgeom | R Documentation |
UNU.RAN random variate generator for the Geometric distribution
with parameter prob
.
It also allows sampling from the truncated distribution.
[Special Generator] – Sampling Function: Geometric.
urgeom(n, prob, lb = 0, ub = Inf)
n |
size of required sample. |
prob |
probability of success in each trial. |
lb |
lower bound of (truncated) distribution. |
ub |
upper bound of (truncated) distribution. |
The Geometric distribution with prob
= p
has density
p(x) = p (1-p)^x
for x = 0, 1, 2, \ldots
, 0 < p \le 1
.
The generation algorithm uses guide table based inversion for
p > 0.02
and method ‘DARI’ otherwise.
The parameters lb
and ub
can be used to generate
variates from the Geometric distribution truncated to the interval
(lb
,ub
).
This function is a wrapper for the UNU.RAN class in R.
Compared to rgeom
, urgeom
is faster, especially for
larger sample sizes.
However, in opposition to rgeom
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
rgeom
for the R built-in generator.
## Create a sample of size 1000
x <- urgeom(n=1000,prob=0.2)
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