urf function

UNU.RAN F random variate generator

UNU.RAN random variate generator for the F distribution with with df1 and df2 degrees of freedom. It also allows sampling from the truncated distribution.

[Special Generator] -- Sampling Function: F.

urf(n, df1, df2, lb=0, ub=Inf)

Arguments

• n: size of required sample.
• df1, df2: (strictly positive) degrees of freedom. Non-integer values allowed.
• lb: lower bound of (truncated) distribution.
• ub: upper bound of (truncated) distribution.

Details

The F distribution with df1 = $n1$ and df2 =

$n2$ 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 F distribution truncated to the interval (lb,ub).

See Also

runif and .Random.seed about random number generation, unuran for the UNU.RAN class, and rf 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 rf, urf is faster, especially for larger sample sizes. However, in opposition to rf vector arguments are ignored, i.e. only the first entry is used.

Examples

## Create a sample of size 1000
x <- urf(n=1000,df1=3,df2=5)