rweibull: rweibull

In wrathematics/curand: Bindings to CUDA Random Number Generation

Description

Generate from a weibull distribution using a gpu.

Usage

rweibull(n, shape, scale = 1, seed = getseed(), type = "double")

Arguments

n	The number of values to generate
shape, scale	Parameters for weibull random variables.
seed	Seed for the random number generation.
type	'double' or 'float'

Details

We use the cuRAND uniform generator together with the fact that if X \sim U(0, 1) then

Y = ≤ft[ -β^α \log≤ft(1-X\right) \right]^{\frac{1}{α}} \sim Weibull(α, β)

References

Casella, G. and Berger, R.L., 2002. Statistical inference (Vol. 2). Pacific Grove, CA: Duxbury.

Rizzo, M.L., 2007. Statistical computing with R. Chapman and Hall/CRC.

wrathematics/curand documentation built on May 20, 2019, 9:57 a.m.