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Runuran (version 0.40)

urexp: UNU.RAN Exponential random variate generator

Description

UNU.RAN random variate generator for the Exponential distribution with rate rate (i.e., mean 1/rate). It also allows sampling from the truncated distribution.

[Special Generator] -- Sampling Function: Exponential.

Usage

urexp(n, rate=1, lb=0, ub=Inf)

Arguments

n

size of required sample.

rate

(strictly positive) rate parameter.

lb

lower bound of (truncated) distribution.

ub

upper bound of (truncated) distribution.

Author

Josef Leydold and Wolfgang H\"ormann unuran@statmath.wu.ac.at.

Details

If rate is not specified, it assumes the default value of 1.

The Exponential distribution with rate \(\lambda\) has density $$ f(x) = \lambda e^{-\lambda x} $$ for \(x \ge 0\).

The generation algorithm uses fast numerical inversion. The parameters lb and ub can be used to generate variates from the Exponential 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 rexp for the R built-in generator.

Examples

Run this code
## Create a sample of size 1000
x <- urexp(n=1000)

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