Variate Generation for Uniform Distribution
Variate Generation for Uniform Distribution
vunif(n, min = 0, max = 1, stream = NULL, antithetic = FALSE, asList = FALSE)
n |
number of observations |
min |
lower limit of distribution (default 0) |
max |
upper limit of distribution (default 1) |
stream |
if |
antithetic |
if |
asList |
if |
Generates random variates from the uniform distribution.
Uniform variates are generated by inverting uniform(0,1) variates
produced either by stats::runif (if stream is
NULL) or by rstream::rstream.sample
(if stream is not NULL).
In either case, stats::qunif is used to
invert the uniform(0,1) variate(s).
In this way, using vunif provides a monotone and synchronized
binomial variate generator, although not particularly fast.
The stream indicated must be an integer between 1 and 25 inclusive.
The uniform distribution has density
f(x) = 1/(max-min)
for min ≤ x ≤ max.
If asList is FALSE (default), return a vector of random variates.
Otherwise, return a list with components suitable for visualizing inversion, specifically:
u |
A vector of generated U(0,1) variates |
x |
A vector of uniform random variates |
quantile |
Parameterized quantile function |
text |
Parameterized title of distribution |
Barry Lawson (blawson@richmond.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vadim.kudlay@richmond.edu)
set.seed(8675309) # NOTE: following inverts rstream::rstream.sample using stats::qunif vunif(3, min = -2, max = 2) set.seed(8675309) # NOTE: following inverts rstream::rstream.sample using stats::qunif vunif(3, 0, 10, stream = 1) vunif(3, 0, 10, stream = 2) set.seed(8675309) # NOTE: following inverts rstream::rstream.sample using stats::qunif vunif(1, 0, 10, stream = 1) vunif(1, 0, 10, stream = 2) vunif(1, 0, 10, stream = 1) vunif(1, 0, 10, stream = 2) vunif(1, 0, 10, stream = 1) vunif(1, 0, 10, stream = 2) set.seed(8675309) variates <- vunif(1000, 0, 10, stream = 1) set.seed(8675309) variates <- vunif(1000, 0, 10, stream = 1, antithetic = TRUE)
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