urweibull {Runuran}

UNU.RAN Weibull random variate generator

Description

UNU.RAN random variate generator for the Weibull distribution with with parameters shape and scale. It also allows sampling from the truncated distribution.

[Special Generator] – Sampling Function: Weibull.

Usage

urweibull(n, shape, scale=1, lb=0, ub=Inf)

Arguments

n

size of required sample.

shape

(strictly positive) shape parameter.

scale

(strictly positive) scale parameter.

lb

lower bound of (truncated) distribution.

ub

upper bound of (truncated) distribution.

Details

The Weibull distribution with shape parameter a and scale parameter \sigma has density given by

f(x) = (a/\sigma) {(x/\sigma)}^{a-1} \exp (-{(x/\sigma)}^{a})

for x \ge 0.

The generation algorithm uses fast numerical inversion. The parameters lb and ub can be used to generate variates from the Weibull distribution truncated to the interval (lb,ub).

Note

This function is wrapper for the UNU.RAN class in R. Compared to rweibull, urweibull is faster, especially for larger sample sizes. However, in opposition to rweibull 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 rweibull for the R built-in generator.

Examples

## Create a sample of size 1000
x <- urweibull(n=1000,shape=3)