| urhyperbolic {Runuran} | R Documentation |
UNU.RAN random variate generator for the Hyperbolic distribution with
with parameters shape and scale.
It also allows sampling from the truncated distribution.
urhyperbolic(n, shape, scale=1, lb = -Inf, ub = Inf)
n |
size of required sample. |
shape |
(strictly positive) shape parameter. |
scale |
(strictly positive) scale parameter. |
lb |
lower bound of (truncated) distribution. |
ub |
upper bound of (truncated) distribution. |
If scale is omitted, it assumes the default value of 1.
The Hyperbolic distribution with parameters shape = a
and scale = s has density proportional to
f(x) ~ exp(-a * sqrt(1+(x/s)^2))
for all x, a > 0 and s > 0.
The generation algorithm uses transformed density rejection "TDR". The
parameters lb and ub can be used to generate variates from
the Hyperbolic distribution truncated to the interval (lb,ub).
This function is wrapper for the UNU.RAN class in R.
Do not confuse with rhyper
that samples from the (discrete) hypergeometric distribution.
Josef Leydold and Wolfgang H"ormann unuran@statmath.wu-wien.ac.at.
W. H"ormann, J. Leydold, and G. Derflinger (2004): Automatic Nonuniform Random Variate Generation. Springer-Verlag, Berlin Heidelberg
runif and .Random.seed about random number
generation and unuran for the UNU.RAN class.
## Create a sample of size 1000 x <- urhyperbolic(n=1000,shape=3)