inv_sample: inv_sample

In aumath-advancedr2019/ACM_2019: Monte Carlo methods

Description

The function inv_sample() draws from the random variable, which is specified by the distribution F, using inverse sampling.

Usage

inv_sample(Finv, N = 1, F_distribution = NA)

Arguments

Finv	inverse distribution function
N	number of samples
F_distribution	distribution function, optional for more sophisticated plots

Value

returns a list containing the samples, the number of simulations and (optional) the distribution function.

Examples

Finv <- function(x){-log(1-x)}
F_dist <- function(x){1-exp(-x)}

inv_samples <- inv_sample(Finv, N = 10000)
inv_samples_withF <- inv_sample(Finv, N = 10000, F_distribution = F_dist)
inv_5samples <- inv_sample(Finv, N = 5)

aumath-advancedr2019/ACM_2019 documentation built on Nov. 26, 2019, 2:07 a.m.