rapprox_unif: Draw Random Numbers from Approximated (Differentiably)...

In sdPrior: Scale-Dependent Hyperpriors in Structured Additive Distributional Regression

Description

Draw Random Numbers from Approximated (Differentiably) Uniform Distribution.

Usage

rapprox_unif(n = 100, scale, tildec = 13.86294, seed = 123)

Arguments

n	number of draws.
scale	the scale parameter originally defining the upper bound of the uniform distribution.
tildec	denotes the ratio between scale parameter θ and s. The latter is responsible for the closeness of the approximation to the uniform distribution. See also below for further details and the default value.
seed	denotes the seed

Details

The method is based on the inversion method and the quantile function is computed numerically using uniroot.

Value

n draws with density papprox_unif.

Author(s)

Nadja Klein

References

Nadja Klein and Thomas Kneib (2015). Scale-Dependent Priors for Variance Parameters in Structured Additive Distributional Regression. Working Paper.

See Also

rapprox_unif,papprox_unif

sdPrior documentation built on May 2, 2019, 8:57 a.m.