UNU.RAN random variate generator for the Logistic distribution with
parameters location
and scale
.
It also allows sampling from the truncated distribution.
[Special Generator] -- Sampling Function: Logistic.
urlogis(n, location=0, scale=1, lb=-Inf, ub=Inf)
size of required sample.
location parameter.
(strictly positive) scale parameter.
lower bound of (truncated) distribution.
upper bound of (truncated) distribution.
Josef Leydold and Wolfgang H\"ormann unuran@statmath.wu.ac.at.
If location
or scale
are omitted, they assume the
default values of 0
and 1
respectively.
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 generation algorithm uses inversion. The parameters
lb
and ub
can be used to generate variates from
the Logistic distribution truncated to the interval (lb
,ub
).
W. H\"ormann, J. Leydold, and G. Derflinger (2004): Automatic Nonuniform Random Variate Generation. Springer-Verlag, Berlin Heidelberg
runif
and .Random.seed
about random number
generation, unuran
for the UNU.RAN class, and
rlogis
for the R built-in generator.
## Create a sample of size 1000
x <- urlogis(n=1000)
Run the code above in your browser using DataLab