vunif: Variate Generation for Uniform Distribution

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Variate Generation for Uniform Distribution

Description

Variate Generation for Uniform Distribution

Usage

vunif(n, min = 0, max = 1, stream = NULL, antithetic = FALSE, asList = FALSE)

Arguments

n	number of observations
min	lower limit of distribution (default 0)
max	upper limit of distribution (default 1)
stream	if NULL (default), uses stats::runif to generate uniform variates; otherwise, an integer in 1:25 indicates the rstream stream from which to generate uniform variates;
antithetic	if FALSE (default), inverts u = uniform(0,1) variate(s) generated via either stats::runif or rstream::rstream.sample; otherwise, uses 1 - u
asList	if FALSE (default), output only the generated random variates; otherwise, return a list with components suitable for visualizing inversion. See return for details

Details

Generates random variates from the uniform distribution.

Uniform variates are generated by inverting uniform(0,1) variates produced either by stats::runif (if stream is NULL) or by rstream::rstream.sample (if stream is not NULL). In either case, stats::qunif is used to invert the uniform(0,1) variate(s). In this way, using vunif provides a monotone and synchronized binomial variate generator, although not particularly fast.

The stream indicated must be an integer between 1 and 25 inclusive.

The uniform distribution has density

      \deqn{f(x) = \frac{1}{max-min}}{
                f(x) = 1/(max-min)}

for min \le x \le max.

Value

If asList is FALSE (default), return a vector of random variates.

Otherwise, return a list with components suitable for visualizing inversion, specifically:

u	A vector of generated U(0,1) variates
x	A vector of uniform random variates
quantile	Parameterized quantile function
text	Parameterized title of distribution

Author(s)

Barry Lawson ([e-mail]),
Larry Leemis ([e-mail]),
Vadim Kudlay ([e-mail])

See Also

rstream, set.seed, stats::runif

stats::runif

Examples

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qunif
 vunif(3, min = -2, max = 2)

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qunif
 vunif(3, 0, 10, stream = 1)
 vunif(3, 0, 10, stream = 2)

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qunif
 vunif(1, 0, 10, stream = 1)
 vunif(1, 0, 10, stream = 2)
 vunif(1, 0, 10, stream = 1)
 vunif(1, 0, 10, stream = 2)
 vunif(1, 0, 10, stream = 1)
 vunif(1, 0, 10, stream = 2)

 set.seed(8675309)
 variates <- vunif(100, 0, 10, stream = 1)
 set.seed(8675309)
 variates <- vunif(100, 0, 10, stream = 1, antithetic = TRUE)

simEd documentation built on Nov. 27, 2023, 1:07 a.m.