unuran.cont-class {Runuran}

Class "unuran.cont" for Continuous Distribution

Description

Class unuran.cont provides an interface to UNU.RAN objects for continuous distributions. The interface might be changed in future releases. Do not use unnamed arguments!

[Advanced] – Continuous Distribution Object.

Details

Create a new instance of a unuran.cont object using

new ("unuran.cont", cdf=NULL, pdf=NULL, dpdf=NULL, islog=FALSE, lb=NA, ub=NA, mode=NA, center=NA, area=NA, name=NA).

cdf

cumulative distribution function. (R function)

pdf

probability density function. (R function)

dpdf

derivative of the pdf. (R function)

islog

whether the given cdf and pdf are given by their logarithms (the dpdf is then the derivative of the logarithm). (boolean)

lb

lower bound of domain; use -Inf if unbounded from left. (numeric)

ub

upper bound of domain; use Inf if unbounded from right. (numeric)

mode

mode of distribution. (numeric)

center

typical point (“center”) of distribution. If not given the mode is used. (numeric)

area

area below pdf; used for computing normalization constants if required. (numeric)

name

name of distribution. (string)

The user is responsible that the given informations are consistent. It depends on the chosen method which information must be given / are used.

Author(s)

Josef Leydold and Wolfgang H\"ormann [e-mail].

References

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

See Also

unuran.cont.new, unuran.new, unuran.

Examples

## Create continuous distribution with given logPDF and its derivative
pdf <- function (x) { -0.5*x^2 }
dpdf <- function (x) { -x }
distr <- new("unuran.cont", pdf=pdf, dpdf=dpdf, islog=TRUE, lb=-Inf, ub=Inf)