urchisq: UNU.RAN Chi-Squared random variate generator
Description
UNU.RAN random variate generator for the Chi-Squared
(\(\chi^2\)) distribution with df degrees of freedom.
It also allows sampling from the truncated distribution.
The Chi-squared distribution with df\(= n > 0\) degrees of
freedom has density
$$
f_n(x) = \frac{1}{{2}^{n/2} \Gamma (n/2)} {x}^{n/2-1} {e}^{-x/2}
$$
for \(x > 0\).
The generation algorithm uses fast numerical inversion. The parameters
lb and ub can be used to generate variates from
the Chi-squared distribution truncated to the interval (lb,ub).
References
W. H\"ormann, J. Leydold, and G. Derflinger (2004):
Automatic Nonuniform Random Variate Generation.
Springer-Verlag, Berlin Heidelberg
See Also
runif and .Random.seed about random number
generation, unuran for the UNU.RAN class, and
rchisq for the R built-in generator.