| urlomax {Runuran} | R Documentation |
UNU.RAN random variate generator for the Lomax distribution (Pareto
distribution of second kind) with
shape parameter shape and scale parameter scale.
It also allows sampling from the truncated distribution.
[Distribution] – Sampling Function: Lomax.
urlomax(n, shape, scale=1, lb=0, 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 Lomax distribution with parameters shape =a
and scale = s has density
f(x) = a s^a (x+s)^(-a-1)
for x >= 0, a > 0 and s > 0.
The generation algorithm uses fast numerical inversion. The parameters
lb and ub can be used to generate variates from
the Lomax distribution truncated to the interval (lb,ub).
This function is a 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 (1994): Continuous Univariate Distributions, Volume 1. 2nd edition, John Wiley & Sons, Inc., New York. Chap.20, p.575.
runif and .Random.seed about random number
generation and unuran for the UNU.RAN class.
## Create a sample of size 1000 x <- urlomax(n=1000,shape=2)