On 01/04/11 08:50, Ted Harding wrote:
On 31-Mar-11 19:23:33, Anna Lee wrote:
Hey List,
does anyone know how I can generate a vector of random numbers
from a given distribution? Something like "rnorm" just for non
normal distributions???
Thanks a lot!
Anna
SUppose we give your distribution the name "Dist".
The generic approach would start by defining a function for
the inverse of its cumulative distribution. Call this qDist.
Then
qDist(runif(1000))
would generate 1000 values from the distribution "Dist".
As a ready-made example, qnorm is the inverse of pnorm,
the cumulative distribution function of the Normal distribution.
Then
qnorm(runif(1000))
would act just like rnorm(1000), though the sequence of values
would be different (a different algorithm) -- and also rnorm()
would be more efficient (being specially written).
Depending on what your desired distribution is, you may find
that an "rDist" has already been written for it. There are
many distributions already in R for which the family of
functions dDist, pDist, qDist and rDist are provided.
For more specific advice, please give us information about
the specific distribution you want to sample from!
Ted.
I can point to one general implementation which might be helpful, and
even the function names are the same.
In the version of DistributionUtils on R-Forge you will find functions
pDist and qDist which should give the distribution function and quantile
function of any continuous unimodal distribution.
Provisos: there may be problems with distributions with very heavy
tails, and generally the routines could be slow.
David Scott
--
_________________________________________________________________
David Scott Department of Statistics
The University of Auckland, PB 92019
Auckland 1142, NEW ZEALAND
Phone: +64 9 923 5055, or +64 9 373 7599 ext 85055
Email: d.sc...@auckland.ac.nz, Fax: +64 9 373 7018
Director of Consulting, Department of Statistics
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