urpois | R Documentation |
UNU.RAN random variate generator for the Poisson distribution
with parameter lambda
.
It also allows sampling from the truncated distribution.
[Special Generator] – Sampling Function: Poisson.
urpois(n, lambda, lb = 0, ub = Inf)
n |
size of required sample. |
lambda |
(non-negative) mean. |
lb |
lower bound of (truncated) distribution. |
ub |
upper bound of (truncated) distribution. |
The Poisson distribution has density
p(x) = lambda^x exp(-lambda)/x!
for x = 0, 1, 2, ….
The generation algorithm uses guide table based inversion when the
tails are not too heavy and method ‘DARI’ otherwise.
The parameters lb
and ub
can be used to generate
variates from the Poisson distribution truncated to the interval
(lb
,ub
).
This function is wrapper for the UNU.RAN class in R.
Compared to rpois
, urpois
is faster, especially for
larger sample sizes.
However, in opposition to rpois
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
rpois
for the R built-in generator.
## Create a sample of size 1000 from Poisson distribution with lamda=2.3 x <- urpois(n=1000,lambda=2.3)
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