Re: [R] Generate quasi-random positive numbers

[Ted Harding]

On 05-Aug-2014 10:27:54 Frederico Mestre wrote:
 Hello all:
 
 Is it possible to generate quasi-random positive numbers, given a standard
 deviation and mean? I need all positive values to have the same probability
 of selection (uniform distribution). Something like:
 
 runif(10, min = 0, max = 100)
 
 This way I'm generating random positive numbers from a uniform
 distribution. However, using runif I can't previously select SD and mean
 (as in rnorm).
 
 Alternatively, I'm able to generate a list of quasi-random numbers given a
 SD and a mean.
 
 b - (sqrt(SD^2*12)+(MEAN*2))/2
 a - (MEAN*2) - b
 x1 - runif(N,a,b)
 
 However, negative values might be included, since a can assume a negative
 value.
 
 Any help?
 
 Thanks,
 Frederico

There is an inevitable constraint on MEAN and SD for a uniform
ditribution of positive numbers. Say the parent distribution is
uniform on (a,b) with a = 0 and b  a.

Then MEAN = (a+b)/2, SD^2 = ((b-a)^2)/12, so

  12*SD^2  = b^2 - 2*a*b + a^2
  4*MEAN^2 = b^2 + 2*a*b + a^2

  4*MEAN^2 - 12*SD^2 = 4*a*b

  MEAN^2 - 3*SD^2 = a*b

Hence for a = 0 and b  a you must have MEAN^2 = 3*SD^2.

Once you have MEAN and SD satisfying this constraint, you should
be able to solve the equations for a and b.

Hoping this helps,
Ted.

-
E-Mail: (Ted Harding) ted.hard...@wlandres.net
Date: 05-Aug-2014  Time: 11:46:52
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Re: [R] Generate quasi-random positive numbers

[Martyn Byng]

Hi,

As a slight aside, did you mean pseudo-random or quasi-random?

http://en.wikipedia.org/wiki/Pseudorandom_number_generator
http://en.wikipedia.org/wiki/Low-discrepancy_sequence

runif gives a sequence of pseudo-random numbers, for quasi-random numbers you 
will need something else, for example the Sobol generator from 
http://cran.r-project.org/web/packages/randtoolbox/index.html.


Martyn

-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On 
Behalf Of Frederico Mestre
Sent: 05 August 2014 11:28
To: r-help@r-project.org
Subject: [R] Generate quasi-random positive numbers

Hello all:

Is it possible to generate quasi-random positive numbers, given a standard 
deviation and mean? I need all positive values to have the same probability of 
selection (uniform distribution). Something like:

runif(10, min = 0, max = 100)

This way I'm generating random positive numbers from a uniform distribution. 
However, using runif I can't previously select SD and mean (as in rnorm).

Alternatively, I'm able to generate a list of quasi-random numbers given a SD 
and a mean.

b - (sqrt(SD^2*12)+(MEAN*2))/2
a - (MEAN*2) - b
x1 - runif(N,a,b)

However, negative values might be included, since a can assume a negative 
value.

Any help?

Thanks,
Frederico

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