R: Class "unuran" - Universal Non-Uniform RANdom variate...

unuran-class {Runuran}

R Documentation

Class "unuran" – Universal Non-Uniform RANdom variate generators

Description

The class unuran provides an interface to the UNU.RAN library for universal non-uniform random number generators. It uses the R built-in uniform random number generator.

[Advanced] – UNU.RAN generator object.

Objects from the Class

Objects can be created by calls of the form new("unuran", distribution, method).

distribution:: A character string that describes the target distribution (see UNU.RAN User Manual) or one of the S4 classes unuran.cont, unuran.discr, or unuran.cmv that holds information about the distribution.
method:: A character string that describes the chosen generation method, see UNU.RAN User Manual. If omitted method "auto" (automatic) is used.

See unuran.new for short introduction and examples for this interface.

Methods

The class unuran provides the following methods for handling objects:

ur: signature(object = "unuran"): Get a random sample from the stream object.
r: signature(object = "unuran"): Same as ur.
initialize: signature(.Object = "unuran"): Initialize unuran object. (For Internal usage only).
print: signature(x = "unuran"): Print info about unuran object.
show: signature(x = "unuran"): Same as print.

Warning

unuran objects cannot be saved and restored in later R sessions, nor is it possible to copy such objects to different nodes in a computer cluster.

However, unuran objects for some generation methods can be “packed”, see unuran.packed. Then these objects can be handled like any other R object (and thus saved and restored).

All other objects must be newly created in a new R session! (Using a restored object does not work as the unuran is then broken.)

Note

The interface has been changed compared to the DSC 2003 paper.

Author(s)

Josef Leydold and Wolfgang H\"ormann unuran@statmath.wu.ac.at.

References

J. Leydold and W. H\"ormann (2000-2007): UNU.RAN User Manual, see https://statmath.wu.ac.at/unuran/.

W. H\"ormann, J. Leydold, and G. Derflinger (2004): Automatic Nonuniform Random Variate Generation. Springer-Verlag, Berlin Heidelberg

G. Tirler and J. Leydold (2003): Automatic Nonuniform Random Variate Generation in R. In: K. Hornik and F. Leisch, Proceedings of the 3rd International Workshop on Distributed Statistical Computing (DSC 2003), March 20–22, Vienna, Austria.