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Runuran (version 0.40)

urplanck: UNU.RAN Planck random variate generator

Description

UNU.RAN random variate generator for the Planck distribution with shape parameter a. It also allows sampling from the truncated distribution.

[Special Generator] -- Sampling Function: Planck.

Usage

urplanck(n, a, lb = 1.e-12, ub = Inf)

Arguments

n

size of required sample.

a

(strictly positive) shape 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

The Planck distribution with parameter a has density proportional to $$ f(x) \sim \frac{x^a}{\exp(x)-1} $$ for \(x \ge 0\) and \(a\ge 1\).

The generation algorithm uses transformed density rejection ‘TDR’. The parameters lb and ub can be used to generate variates from the Planck 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 and unuran for the UNU.RAN class.

Examples

Run this code
## Create a sample of size 1000
x <- urplanck(n=1000,a=2)

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