[R] random number generation
Hi there, I am relatively new user of R. I need to generate random number following Gamma distribution with mean 14 und st.dev 3. I read the help-text but I can not understand it well. Regards, Azizi [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch 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.
Re: [R] random number generation
Hello Hadi, See ?rgamma The Gamma distribution usually takes two parameters, shape and scale, not the mean and st. deviation. If you have data, you can estimate those parameters using MLE methods, which are nicely provided in MASS: library(MASS) fitdistr(yourdata,Gamma) Once you have your parameters you can generate random values using rgamma i.e. rgamma(1000,10,1) will generate 1000 random samples from a Gamma distribution with shape = 10 and scale = 1. If you only have the mean and standard deviation you can approximate the shape and scale parameters using: scale=variance/mean shape=mean^2/var Remember the variance is equal to sd^2 I hope this helps, Francisco J. Zagmutt PS: Please read the posting guide (see the link at the bottom of this email). It really helps people trying to help you :-) Hadi Darzian Azizi wrote: Hi there, I am relatively new user of R. I need to generate random number following Gamma distribution with mean 14 und st.dev 3. I read the help-text but I can not understand it well. Regards, Azizi [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch 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. __ R-help@stat.math.ethz.ch 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.
[R] random number generation from a-/symmetric distribution
Hi list, are there any functions or ideas to compute random numbers with a specific population mean and standard deviation from symmetric (but not normal) and asymmetric distributions? My first idea was to use e.g. rf() (and other R-functions for random number generation) and then scale the random numbers (for example: mean 300 and standard deviation 40), but I don't know if I'm wrong... Thanks, Sven __ R-help@stat.math.ethz.ch 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.
Re: [R] random number generation from a-/symmetric distribution
Garbade, Sven a écrit : Hi list, are there any functions or ideas to compute random numbers with a specific population mean and standard deviation from symmetric (but not normal) and asymmetric distributions? My first idea was to use e.g. rf() (and other R-functions for random number generation) and then scale the random numbers (for example: mean 300 and standard deviation 40), but I don't know if I'm wrong... Thanks, Sven http://cran.r-project.org/src/contrib/Descriptions/boot.html and all methods/packages related to bootstraping. hih __ R-help@stat.math.ethz.ch 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.
[R] Random number generation
Hi All. (This is probably an incredibly stupid question :)) I have just noticed that every time I start an R2.3 session and request a random number (say with rnorm) that I receive the same number. AFAIK I have not set a seed at any point. Returning to an older version of R(v1.8) I get the behaviour that I have come to expect, where a new seed is automatically generated for each new session (actually it was a student running bootstraps on multiple machines that has noticed this). I am running R2.3 for windows on winXP pro, AMD Athlon 2400+. Thanks in advance and be gentle. C ...retreats and waits for imminent admonishment... -- ~ Dr. Carl Donovan Research Fellow in Statistical Computing Ph +44 1334 461802 The Observatory Buchanan Gardens University of St Andrews St Andrews Fife KY16 9LZ Scotland __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Random number generation
On 6/1/2006 3:13 PM, Carl wrote: Hi All. (This is probably an incredibly stupid question :)) I have just noticed that every time I start an R2.3 session and request a random number (say with rnorm) that I receive the same number. AFAIK I have not set a seed at any point. Returning to an older version of R(v1.8) I get the behaviour that I have come to expect, where a new seed is automatically generated for each new session (actually it was a student running bootstraps on multiple machines that has noticed this). I am running R2.3 for windows on winXP pro, AMD Athlon 2400+. R saves the random seed in a variable called .Random.seed. (Because of the initial dot, this is not normally shown by ls(). Use ls(all=T) to see it. If you save this to an .RData file, it will be reloaded next time you run, and your RNG will continue on from before. I'm guessing you saved a copy once, but are *not* saving your workspace each time you restart: hence you get the same seed each time. You can avoid this by deleting the saved workspace, or just deleting .Random.seed and saving it (but it will be resurrected next time you do a save), or by always saving your workspace (so you save a different seed every time). My advice would be not to save the workspace; I save individual objects sometimes, but I like a nice clean workspace each time I start. Duncan Murdoch __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Random number generation
according to ?.Random.seed, `Note' section, different R sessions give differen simulation results; maybe each time you start R you load a previously saved workspace, with an existing .Random.seed, i.e., check if the .Random.seed value is the same each time you start R. I hope it helps. Best, Dimitris Dimitris Rizopoulos Ph.D. Student Biostatistical Centre School of Public Health Catholic University of Leuven Address: Kapucijnenvoer 35, Leuven, Belgium Tel: +32/(0)16/336899 Fax: +32/(0)16/337015 Web: http://med.kuleuven.be/biostat/ http://www.student.kuleuven.be/~m0390867/dimitris.htm Quoting Carl [EMAIL PROTECTED]: Hi All. (This is probably an incredibly stupid question :)) I have just noticed that every time I start an R2.3 session and request a random number (say with rnorm) that I receive the same number. AFAIK I have not set a seed at any point. Returning to an older version of R(v1.8) I get the behaviour that I have come to expect, where a new seed is automatically generated for each new session (actually it was a student running bootstraps on multiple machines that has noticed this). I am running R2.3 for windows on winXP pro, AMD Athlon 2400+. Thanks in advance and be gentle. C ...retreats and waits for imminent admonishment... -- ~ Dr. Carl Donovan Research Fellow in Statistical Computing Ph +44 1334 461802 The Observatory Buchanan Gardens University of St Andrews St Andrews Fife KY16 9LZ Scotland __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Disclaimer: http://www.kuleuven.be/cwis/email_disclaimer.htm __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Random number generation
That certainly sounds like the behaviour you would get if you
had a .Random.seed in your work space. If you do not save your
workspace at the end of the session then the random seed will
be in exactly the same state every time you start a new R session,
and you will get identical simulations from the same sequence
of function calls. So you either need to save your work space
or launch R from the command line with --no-restore or --vanilla
and get a fresh starting seed in each session based on the
time stamp.
Have you tried checking for the existence of .Random.seed before
you call any random number functions (e.g. with
objects(all.names=TRUE))?
I don't know why you would get different behaviour from R 1.8.0
since the RNG hasn't changed since 1.7.0.
Martyn
Quoting Carl [EMAIL PROTECTED]:
Hi All.
(This is probably an incredibly stupid question :))
I have just noticed that every time I start an R2.3 session and request
a random number (say with rnorm) that I receive the same number. AFAIK I
have not set a seed at any point. Returning to an older version of
R(v1.8) I get the behaviour that I have come to expect, where a new seed
is automatically generated for each new session (actually it was a
student running bootstraps on multiple machines that has noticed this).
I am running R2.3 for windows on winXP pro, AMD Athlon 2400+.
Thanks in advance and be gentle.
C
...retreats and waits for imminent admonishment...
--
~
Dr. Carl Donovan
Research Fellow in Statistical Computing
Ph +44 1334 461802
The Observatory
Buchanan Gardens
University of St Andrews
St Andrews
Fife
KY16 9LZ
Scotland
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
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[R] random number generation
Hi every one, I am trying to generate a normally distributed random variable with the following descriptive statistics, min=1, max=99, variance=125, mean=38.32, 1st quartile=38, median=40, 3rd quartile=40, skewness=-0.274. I know the rnorm will allow me to simulate random numbers with mean 38.32 and Sd=11.18(sqrt(125)). But I need to have the above mentioned descriptive statistics for the data that I generate. I would be thankful to anyone who can help me with this problem. Regards Murthy __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
[R] random number generation
Hi every one, I am trying to generate a random variable with the following descriptive statistics, min=1, max=99, variance=125, mean=38.32, 1st quartile=38, median=40, 3rd quartile=40, skewness=-0.274. I tried with rgamma and as I cannot use rnorm, can any one please suggest me what distribution would give me the negative skewness. I need to have the above mentioned descriptive statistics for the data generated. I would be thankful to anyone who can help me with this problem. Regards Murthy __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] random number generation
You need to know the exact distribution of the random numbers you want to generate. For rnorm, in fact, you do not just specify the mean and the variance, but implicitely also that the data is normally distributed. Likewise, it is not sufficient to give min, max, skewness etc, you also need to know the distribution and then maybe you can use runif() as base for your code. Pascal nmi13 wrote: Hi every one, I am trying to generate a normally distributed random variable with the following descriptive statistics, min=1, max=99, variance=125, mean=38.32, 1st quartile=38, median=40, 3rd quartile=40, skewness=-0.274. I know the rnorm will allow me to simulate random numbers with mean 38.32 and Sd=11.18(sqrt(125)). But I need to have the above mentioned descriptive statistics for the data that I generate. I would be thankful to anyone who can help me with this problem. Regards Murthy __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] random number generation
Is this a student exercise? If not, please enlighten us as to the real-world problem from which this is extracted. Given that 50% of the probability mass lies between 38 and 40, and the median and 3rd quartile are both 40, this cannot be a continuous distribution. I would design a discrete distribution on the integers 1, ..., 99 to meet your requirements: that is `just' a constrained non-linear optimization problem. BTW, a random variable cannot have those characteristics: its distribution could, or a sample could and it is unclear which you mean. The first is easier and so that's what I have assumed. On Wed, 29 Oct 2003, nmi13 wrote: I am trying to generate a random variable with the following descriptive statistics, min=1, max=99, variance=125, mean=38.32, 1st quartile=38, median=40, 3rd quartile=40, skewness=-0.274. I tried with rgamma and as I cannot use rnorm, can any one please suggest me what distribution would give me the negative skewness. I need to have the above mentioned descriptive statistics for the data generated. I would be thankful to anyone who can help me with this problem. -- 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, UKFax: +44 1865 272595 __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] random number generation
These conditions are mutually exclusive for a lot of reasons, therefore, there's no way to generate such data. Briefly, the normal distribution is fully specified by the mean and variance, the other conditions are superfluous, and, in some cases, impossible Please tell us what you are actually trying to do and why you need to do it, and perhaps we can help. Peter Peter L. Flom, PhD Assistant Director, Statistics and Data Analysis Core Center for Drug Use and HIV Research National Development and Research Institutes 71 W. 23rd St www.peterflom.com New York, NY 10010 (212) 845-4485 (voice) (917) 438-0894 (fax) nmi13 [EMAIL PROTECTED] 10/28/2003 3:38:22 AM Hi every one, I am trying to generate a normally distributed random variable with the following descriptive statistics, min=1, max=99, variance=125, mean=38.32, 1st quartile=38, median=40, 3rd quartile=40, skewness=-0.274. I know the rnorm will allow me to simulate random numbers with mean 38.32 and Sd=11.18(sqrt(125)). But I need to have the above mentioned descriptive statistics for the data that I generate. I would be thankful to anyone who can help me with this problem. Regards Murthy __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
