rpgm (version 1.1.2)

rpgm.rgeom: Fast Simulation of Geometric Random Variables

Description

The function rpgm.geom uses rpgm.exp in order to simulate geometric random variables faster than rgeom.

Usage

rpgm.rgeom(n, prob)

Arguments

n

integer, number of simulations.

prob

double, probability.

Value

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

Details

The argument prob must be in ]0, 1], else, NA are produced.

References

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

See Also

http://pgm-solutions.com/packages

Examples

# NOT RUN {
rpgm.rgeom(5, 0.5)
# }