rlog {copula} | R Documentation |
Generating random variates from a Log(p) distribution with probability mass function
p_k = p^k/(-log(1-p)k), k in IN,
where p in (0,1). The implemented algorithm is the one named “LK” in Kemp (1981).
rlog(n, p, Ip = 1 - p)
n |
sample size, that is, length of the resulting vector of random variates. |
p |
parameter in (0,1). |
Ip |
= 1 - p, possibly more accurate, e.g, when p ~= 1. |
For documentation and didactical purposes, rlogR
is a pure-R
implementation of rlog
. However, rlogR
is not as fast as
rlog
(the latter being implemented in C).
A vector of positive integer
s of length n
containing the
generated random variates.
Marius Hofert, Martin Maechler
Kemp, A. W. (1981), Efficient Generation of Logarithmically Distributed Pseudo-Random Variables, Journal of the Royal Statistical Society: Series C (Applied Statistics) 30, 3, 249–253.
## Sample n random variates from a Log(p) distribution and plot a ## histogram n <- 1000 p <- .5 X <- rlog(n, p) hist(X, prob = TRUE)