rpwu {PWEALL}

Piecewise uniform distribution: random number generation

Description

This will generate random numbers according to the specified piecewise uniform distribution

Usage

rpwu(nr=10,u=c(0,6,0.4),ut=c(1,2))

Arguments

nr

number of random numbers to be generated

u

piecewise constant density

ut

a strictly increasing sequence of time points defining the pieces. The first element must be strictly greater than zero. u and ut must have the same length.

Details

Let f(t)=\sum_{j=1}^m u_j I(t_{j-1}<t\le t_j) be the density function, where u_1,\ldots,u_m are the corresponding elements of u and t_1,\ldots,t_{m} are the corresponding elements of ut and t_0=0. The distribution function

F(t)=\sum_{j=1}^m u_j(t\wedge t_j-t\wedge t_{j-1}).

User must make sure that \sum_{j=1}^m u_j (t_j-t_{j-1})=1 before using this function.

Value

r

random numbers

Note

This provides a random number generator of the piecewise uniform distribution

Author(s)

Xiaodong Luo

References

Luo, et al. (2017)

See Also

rpwe

Examples

nr<-10
u<-c(0.6,0.4)
ut<-c(1,2)
pwur<-rpwu(nr=nr,u=u,ut=ut)
pwur