rpgm (version 1.1.2)

rpgm.rexp: Fast Simulation of Exponential Random Variables

Description

The function rpgm.rexp uses the Ziggurat algorithm with a 256-regions table, in order to simulate exponential random variables faster than rexp.

Usage

rpgm.rexp(n, lambda = 1)

Arguments

n

integer, number of simulations.

lambda

double, the parameter lambda.

Value

A vector of i.i.d. exponential random variables.

Details

The density is lambda * exp(-lambda*x) for x > 0.

References

https://en.wikipedia.org/wiki/Ziggurat_algorithm

See Also

http://pgm-solutions.com/packages

Examples

# NOT RUN {
rpgm.rnorm(5)
# }