urlogis {Runuran} | R Documentation |
UNU.RAN Logistic random variate generator
Description
UNU.RAN random variate generator for the Logistic distribution with
parameters location
and scale
.
It also allows sampling from the truncated distribution.
[Special Generator] – Sampling Function: Logistic.
Usage
urlogis(n, location=0, scale=1, lb=-Inf, ub=Inf)
Arguments
n |
size of required sample. |
location |
location parameter. |
scale |
(strictly positive) scale parameter. |
lb |
lower bound of (truncated) distribution. |
ub |
upper bound of (truncated) distribution. |
Details
If location
or scale
are omitted, they assume the
default values of 0
and 1
respectively.
The Logistic distribution with location
= \mu
and
scale
= \sigma
has distribution function
F(x) = \frac{1}{1 + e^{-(x-\mu)/\sigma}}%
and density
f(x)= \frac{1}{\sigma}\frac{e^{(x-\mu)/\sigma}}{(1 + e^{(x-\mu)/\sigma})^2}%
The generation algorithm uses inversion. The parameters
lb
and ub
can be used to generate variates from
the Logistic distribution truncated to the interval (lb
,ub
).
Note
This function is a wrapper for the UNU.RAN class in R.
Compared to rlogis
, urlogis
is faster, especially for
larger sample sizes.
However, in opposition to rlogis
vector arguments are ignored,
i.e. only the first entry is used.
Author(s)
Josef Leydold and Wolfgang H\"ormann unuran@statmath.wu.ac.at.
References
W. H\"ormann, J. Leydold, and G. Derflinger (2004): Automatic Nonuniform Random Variate Generation. Springer-Verlag, Berlin Heidelberg
See Also
runif
and .Random.seed
about random number
generation, unuran
for the UNU.RAN class, and
rlogis
for the R built-in generator.
Examples
## Create a sample of size 1000
x <- urlogis(n=1000)