On Mon, 23 Jul 2007, Iwona Szyd?owska wrote: > Hello,
> I would like to ask You, how to generate random numbers from an > exponential power family with a shape parameter p less than 1(p->0). I > found the rnormp package, which can generate numbers from this > distribution, but only for parameter less or equal 1. It seems you mean package 'normalp', and that the package author believes that the exponential power distribution is only defined for p >= 1 (although that is not on the help page). Other authors believe it is defined by a relationship to the gamma for all p > 0. So all you need to do is to change the condition from p < 1 to p <= 0 in rnormp and friends. However, the algorithms used are not adequate for large or small p. We know that the distribution tends to uniform for p -> Inf, but pnormp and rnormp break down for quite modest values of p. As p -> 0 it tends to a point distribution at 0, but you will see very large values far too often. So if you want p smaller than say 0.01 you will need to implement a different algorithm. > > Regards, > Iwona Szydlowska > [[alternative HTML version deleted]] > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
