rvdens: Sample from an arbitrary density function using grid approximation

Description

rvdens generates a random vector where each simulation comes from a Bernoulli sampling distribution.

Usage

rvdens(n=1, FUN, range, unitprecision=10, …)

Arguments

number of random scalars to draw

FUN

density function

range

range to discretize over

unitprecision

how many points per unit length

…

other arguments passed on to FUN

Value

A random vector (an rv object) of length n.

References

Kerman, J. and Gelman, A. (2007). Manipulating and Summarizing Posterior Simulations Using Random Variable Objects. Statistics and Computing 17:3, 235-244. See also vignette("rv").

Examples

Run this code

  x <- rvdens(FUN=stats:::dnorm, range=c(-5, 5), unitprecision=10)
  y <- rvnorm(1) ## Should be close to x

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