repan {wxgenR}

Random variates from the Epanechnikov kernel

Description

Simulate outside the historical envelope using randomly generated values from the Epanechnikov kernel (via acceptance-rejection sampling).

For more details on the Epanechnikov kernel and its use in a weather generator, see Rajagopalan et al. (1996).

Usage

repan(nsim)

Arguments

nsim

Number of simulations.

Value

Returns a vector of random variates sampled from the Epanechnikov kernel. 'nsim' number of samples are returned.

References

Rajagopalan, B., Lall, U., & Tarboton, D. G. (1996). Nonhomogeneous Markov Model for Daily Precipitation. Journal of Hydrologic Engineering, 1(1), 33–40. https://doi.org/10.1061/(ASCE)1084-0699(1996)1:1(33)

Examples

 repan(nsim = 10)

 #simulate and plot density and distribution function
 oldpar = par(mfrow=c(1,3), mar=c(2,2.5,2,1),
              oma=c(2,2,0,0), mgp=c(2,1,0), cex.axis=0.8)

 par(mfrow=c(1,2))
 nsim=1e5
 x <- sort(repan(nsim));y=0.75*(1-x^2)
 plot(x,y,xlab="x",ylab="f(x)",type="l",lwd=2)
 grid()
 title (main="Epanechnikov PDF",cex.main=0.8)
 F=rank(x)/(nsim+1)
 plot(x,F,ylab="F(x)",type="l",lwd=2)
 grid()
 title (main="Epanechnikov CDF",cex.main=0.8)

 dev.off()

 par(oldpar)