urchisq function

UNU.RAN Chi-Squared random variate generator

UNU.RAN random variate generator for the Chi-Squared ($chi^2$) distribution with df degrees of freedom. It also allows sampling from the truncated distribution.

[Special Generator] -- Sampling Function: Chi-squared.

urchisq(n, df, lb=0, ub=Inf)

Arguments

• n: size of required sample.
• df: degrees of freedom (strictly positive, but can be non-integer).
• lb: lower bound of (truncated) distribution.
• ub: upper bound of (truncated) distribution.

Details

The Chi-squared distribution with df$= n > 0$ degrees of freedom has density

for $x > 0$.

The generation algorithm uses fast numerical inversion. The parameters lb and ub can be used to generate variates from the Chi-squared distribution truncated to the interval (lb,ub).

See Also

runif and .Random.seed about random number generation, unuran for the UNU.RAN class, and rchisq for the built-in generator.

References

W. H"ormann, J. Leydold, and G. Derflinger (2004): Automatic Nonuniform Random Variate Generation. Springer-Verlag, Berlin Heidelberg

Author(s)

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

Note

This function is wrapper for the UNU.RAN class in . Compared to rchisq, urchisq is faster, especially for larger sample sizes. However, in opposition to rchisq vector arguments are ignored, i.e. only the first entry is used.

Examples

## Create a sample of size 1000
x <- urchisq(n=1000,df=3)