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Runuran (version 0.40)

urlogis: UNU.RAN Logistic random variate generator

Description

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.

Usage

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

Arguments

n

size of required sample.

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 unuran@statmath.wu.ac.at.

Details

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).

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 rlogis for the R built-in generator.

Examples

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

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