urpois {Runuran}

UNU.RAN Poisson random variate generator

Description

UNU.RAN random variate generator for the Poisson distribution with parameter lambda. It also allows sampling from the truncated distribution.

[Special Generator] – Sampling Function: Poisson.

Usage

urpois(n, lambda, lb = 0, ub = Inf)

Arguments

n

size of required sample.

lambda

(non-negative) mean.

lb

lower bound of (truncated) distribution.

ub

upper bound of (truncated) distribution.

Details

The Poisson distribution has density

p(x) = \frac{\lambda^x e^{-\lambda}}{x!}

for x = 0, 1, 2, \ldots.

The generation algorithm uses guide table based inversion when the tails are not too heavy and method ‘DARI’ otherwise. The parameters lb and ub can be used to generate variates from the Poisson distribution truncated to the interval (lb,ub).

Note

This function is wrapper for the UNU.RAN class in R. Compared to rpois, urpois is faster, especially for larger sample sizes. However, in opposition to rpois vector arguments are ignored, i.e. only the first entry is used.

Author(s)

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

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 rpois for the R built-in generator.

Examples

## Create a sample of size 1000 from Poisson distribution with lamda=2.3
x <- urpois(n=1000,lambda=2.3)