urtriang: UNU.RAN Triangular random variate generator

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

UNU.RAN Triangular random variate generator

Description

UNU.RAN random variate generator for the Triangular distribution with shape parameters a, m and b. It also allows sampling from the truncated distribution.

[Special Generator] – Sampling Function: Triangular.

Usage

urtriang(n, a, m, b, lb=a, ub=b)

Arguments

n	size of required sample.
a,b	left and right boundary of domain
m	mode of distribution
lb	lower bound of (truncated) distribution.
ub	upper bound of (truncated) distribution.

Details

The Triangular distribution with domain (a,b) and mode m has a density proportional to

f(x) ~ (x-a)/(m-a)

for a <= x <= m, and

f(x) ~ (b-x)/(b-m)

for m <= x <= b.

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

Note

This function is a wrapper for the UNU.RAN class in R.

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 and unuran for the UNU.RAN class.

Examples

## Create a sample of size 1000
x <- urtriang(n=1000,a=-1,m=0,b=2)

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