rball: Generation of deviates uniformly distributed in a unitary...

In fastmatrix: Fast Computation of some Matrices Useful in Statistics

Generation of deviates uniformly distributed in a unitary ball

Description

Random vector generation uniformly in the unitary ball.

Usage

rball(n = 1, p = 2)

Arguments

n	the number of samples requested
p	dimension of the unitary sphere

Details

The function rball is an interface to C routines, which make calls to subroutines from BLAS.

Value

If n = 1 a p-dimensional vector, otherwise a matrix of n rows of random vectors.

References

Hormann, W., Leydold, J., Derflinger, G. (2004). Automatic Nonuniform Random Variate Generation. Springer, New York.

See Also

runif

Examples

# generate the sample
z <- rball(n = 500)

# scatterplot of a random sample of 500 points uniformly distributed
# in the unitary ball
par(pty = "s")
plot(z, xlab = "x", ylab = "y")
title("500 points in the ball", font.main = 1)

fastmatrix documentation built on Oct. 12, 2023, 5:14 p.m.