udslash {Runuran} | R Documentation |
UNU.RAN object for Slash distribution
Description
Create UNU.RAN object for a Slash distribution.
[Distribution] – Slash.
Usage
udslash(lb=-Inf, ub=Inf)
Arguments
lb |
lower bound of (truncated) distribution. |
ub |
upper bound of (truncated) distribution. |
Details
The slash distribution has density
f(x) = \frac{1}{\sqrt{2 \pi}} (1 - exp(-x^2/2)) / x^2
for x\not= 0
and
\frac{1}{\sqrt{2 \pi}}
otherwise.
It is the distribution of the ratio of a unit normal variable to an
independent standard uniform (0,1) variable.
The domain of the distribution can be truncated to the
interval (lb
,ub
).
Value
An object of class "unuran.cont"
.
Author(s)
Josef Leydold and Wolfgang H\"ormann unuran@statmath.wu.ac.at.
References
N.L. Johnson, S. Kotz, and N. Balakrishnan (1994): Continuous Univariate Distributions, Volume 1. 2nd edition, John Wiley & Sons, Inc., New York. Chap. 12, p. 63.
See Also
Examples
## Create distribution object for a slash distribution
distr <- udslash()
## Generate generator object; use method PINV (inversion)
gen <- pinvd.new(distr)
## Draw a sample of size 100
x <- ur(gen,100)
[Package Runuran version 0.38 Index]