random: Random Functions

In kyotil: Utility Functions for Statistical Analysis Report Generation and Monte Carlo Studies

Random Functions

Description

Generate samples from random variables.

Usage

dbern(x, prob, log = FALSE)

dcorbern(x, p, a, log = FALSE)

dmixnorm(x, mix.p, sd1, sd2, log = FALSE)

dnorm.norm.gamma(x, p, same.distr = FALSE, log = FALSE)

rbern(n, prob, generalized = FALSE)

rbigamma(n, shape.1, shape.2, rate.1, rate.2, rho)

rbilogistic(n, loc.1, loc.2, scale.1, scale.2, rho) 

rejective.sampling(N, n, pik)

rnorm.ar(n, sd, rho)

rnorm.norm.gamma(n, mu.0, lambda, alpha, beta)

rmixnorm (n, mix.p, mu1, mu2, sd1, sd2)

rdoublexp(n, location=0, scale=1) 
ddoublexp(x, location=0, scale=1) 
qdoublexp(p, location=0, scale=1) 
pdoublexp(q, location=0, scale=1) 

rbidoublexp(n, loc.1, loc.2, scale.1, scale.2, rho) 

Arguments

q	tbdx
location	tbdx
scale	tbdx
x	tbdx
prob	tbdprob
log	tbdlog
p	tbdp
a	tbda
mix.p	tbdmix.p
sd1	tbdsd1
sd2	tbdsd2
same.distr	tbdsame.distr
n	tbdn
generalized	tbdgeneralized
N	tbdN
pik	tbdpik
mu	tbdmu
mu1	tbdmu
mu2	tbdmu
sd	tbdsd
alpha	tbdalpha
mu.0	tbdmu.0
lambda	tbdlambda
beta	tbdbeta
loc.1	tbdbeta
loc.2	tbdbeta
scale.1	tbdbeta
scale.2	tbdbeta
rate.1	tbdbeta
rate.2	tbdbeta
shape.1	tbdbeta
shape.2	tbdbeta
rho	tbdbeta

Details

rbern generates Bernoulli random variables.
rbilogistic generates a bivariate logistic distribution for correlation coefficient 0.5, or [-0.271, 0.478].
In the former case it is generated by calling rbilogis, part of the VGAM package; in the latter case it is generated via the AMH copular.
rnorm.ar simulate autoregressive normal random variables, correlation is rho^d between x_1 and x_(1+d)

Examples

set.seed(1)
rbern(n=10, p=1/2)
rbern(n=2, p=c(.999,.001))

## Not run: 
tmp=replicate(1e4, rnorm.cor(10, 1, .81))
round(cor(t(tmp)),2)

## End(Not run)

kyotil documentation built on Nov. 28, 2023, 1:09 a.m.