Runuran (version 0.40)

udlogis: UNU.RAN object for Logistic distribution

Description

Create UNU.RAN object for a Logistic distribution with parameters location and scale.

[Distribution] -- Logistic.

Usage

udlogis(location=0, scale=1, lb=-Inf, ub=Inf)

Value

An object of class "unuran.cont".

Arguments

location

location parameter.

scale

(strictly positive) scale parameter.

lb

lower bound of (truncated) distribution.

ub

upper bound of (truncated) distribution.

Author

Josef Leydold and Wolfgang H\"ormann .

Details

The Logistic distribution with location \(= \mu\) and scale \(= \sigma\) has distribution function $$ F(x) = \frac{1}{1 + e^{-(x-\mu)/\sigma}} $$ and density $$ f(x) = \frac{1}{\sigma}\frac{e^{(x-\mu)/\sigma}}{(1 + e^{(x-\mu)/\sigma})^2} $$

The domain of the distribution can be truncated to the interval (lb,ub).

References

N.L. Johnson, S. Kotz, and N. Balakrishnan (1995): Continuous Univariate Distributions, Volume 2. 2nd edition, John Wiley & Sons, Inc., New York. Chap. 23, p. 115.

See Also

unuran.cont.

Examples

## Create distribution object for standard logistic distribution
distr <- udlogis()
## Generate generator object; use method PINV (inversion)
gen <- pinvd.new(distr)
## Draw a sample of size 100
x <- ur(gen,100)