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Runuran (version 0.40)

urpois: UNU.RAN Poisson random variate generator

Description

UNU.RAN random variate generator for the Poisson distribution with parameter lambda. It also allows sampling from the truncated distribution.

[Special Generator] -- Sampling Function: Poisson.

Usage

urpois(n, lambda, lb = 0, ub = Inf)

Arguments

n

size of required sample.

lambda

(non-negative) mean.

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 Poisson distribution has density $$ p(x) = \frac{\lambda^x e^{-\lambda}}{x!} $$ for \(x = 0, 1, 2, \ldots\).

The generation algorithm uses guide table based inversion when the tails are not too heavy and method ‘DARI’ otherwise. The parameters lb and ub can be used to generate variates from the Poisson 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 rpois for the R built-in generator.

Examples

Run this code
## Create a sample of size 1000 from Poisson distribution with lamda=2.3
x <- urpois(n=1000,lambda=2.3)

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