rpgnorm {pgnorm} | R Documentation |
A random number generator for the p
-generalized normal distribution
Description
The function simulates the univariate p
-generalized normal distribution by using one of the following methods: the p
-generalized polar method (pgenpolar), the p
-generalized rejecting polar method (pgenpolarrej), the Monty Python method (montypython), the Ziggurat method (ziggurat) and the method of Nardon and Pianca (nardonpianca).
Usage
rpgnorm(n, p, mean, sigma, method)
Arguments
n |
The natural number of random variables to be simulated. |
p |
A positive number expressing the form parameter of the distribution. The default is 2. In case of the Monty Python method and the Ziggurat method, p can be chosen from |
mean |
A real number expressing the expectation of the distribution. The default is 0. |
sigma |
A positive number expressing the standard deviation of the distribution. The default is |
method |
A string expressing the method to be used for the simulation ("pgenpolar", "pgenpolarrej", "montypython", "ziggurat" or "nardonpianca"). The default is "nardonpianca". |
Value
An n
-dimensional, real vector.
Author(s)
Steve Kalke
References
S. Kalke and W.-D. Richter (2013)."Simulation of the p-generalized Gaussian distribution." Journal of Statistical Computation and Simulation. Volume 83. Issue 4.
Examples
y<-rpgnorm(10000,3,method="pgenpolar")