unuran.cont-class function

Class "unuran.cont" for Continuous Distribution

Class unuran.cont provides an interface to UNU.RAN objects for continuous distributions. The interface might be changed in future releases. Do not use unnamed arguments!

[Advanced] -- Continuous Distribution Object. class

Details

Create a new instance of a unuran.cont object using

new ("unuran.cont", cdf=NULL, pdf=NULL, dpdf=NULL, islog=FALSE, lb=NA,ub=NA, mode=NA, center=NA, area=NA, name=NA).

• cdf: cumulative distribution function. ( function)
• pdf: probability density function. ( function)
• dpdf: derivative of the pdf. ( function)
• islog: whether the given cdf and pdf are given by their logarithms (the dpdf is then the derivative of the logarithm). (boolean)
• lb: lower bound of domain; use -Inf if unbounded from left. (numeric)
• ub: upper bound of domain; use Inf if unbounded from right. (numeric)
• mode: mode of distribution. (numeric)
• center: typical point (center ) of distribution. If not given the mode is used. (numeric)
• area: area below pdf; used for computing normalization constants if required. (numeric)
• name: name of distribution. (string)

The user is responsible that the given informations are consistent. It depends on the chosen method which information must be given / are used.

Examples

## Create continuous distribution with given logPDF and its derivative
pdf <- function (x) { -0.5*x^2 }
dpdf <- function (x) { -x }
distr <- new("unuran.cont", pdf=pdf, dpdf=dpdf, islog=TRUE, lb=-Inf, ub=Inf)

Author(s)

Josef Leydold and Wolfgang H"ormann unuran@statmath.wu.ac.at .

References

J. Leydold and W. H"ormann (2000-2007): UNU.RAN User Manual, see https://statmath.wu.ac.at/unuran/.

See Also

unuran.cont.new, unuran.new, unuran.