| urextremeI {Runuran} | R Documentation |
UNU.RAN random variate generator for the Extreme value type I
(Gumbel-type) distribution with
location parameter location and scale parameter scale.
It also allows sampling from the truncated distribution.
urextremeI(n, location=0, scale=1, lb=-Inf, ub=Inf)
n |
size of required sample. |
location |
location parameter. |
scale |
(strictly positive) scale parameter. |
lb |
lower bound of (truncated) distribution. |
ub |
upper bound of (truncated) distribution. |
If location or scale are not specified, they assume
the default values of 0 and 1 respectively.
The Gumbel distribution with location l and scale s has density
f(x) = exp(-exp(-(x-l)/s) - (x-l)/s)
for all x.
The generation algorithm uses fast numerical inversion. The parameters
lb and ub can be used to generate variates from
the Gumbel distribution truncated to the interval (lb,ub).
This function is wrapper for the UNU.RAN class in R.
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.
N.L. Johnson, S. Kotz, and N. Balakrishnan (1995): Continuous Univariate Distributions, Volume 2. 2nd edition, John Wiley & Sons, Inc., New York. Chap.22, p.2.
runif and .Random.seed about random number
generation and unuran for the UNU.RAN class.
## Create a sample of size 1000 x <- urextremeI(n=1000)