urlogis() R function from [Runuran]

UNU.RAN Logistic random variate generator

UNU.RAN random variate generator for the Logistic distribution with parameters location and scale. It also allows sampling from the truncated distribution.

[Special Generator] -- Sampling Function: Logistic.


urlogis(n, location=0, scale=1, lb=-Inf, ub=Inf)

Arguments

n: size of required sample.
location: location parameter.
scale: (strictly positive) scale parameter.
lb: lower bound of (truncated) distribution.
ub: upper bound of (truncated) distribution.

Details

If location or scale are omitted, they assume the default values of 0 and 1 respectively.

The Logistic distribution with location $= m$ and scale $= s$ has distribution function

F(x) = \frac{1}{1 + e^{-(x-\mu)/\sigma}}%F(x) = 1 / (1 + exp(-(x-m)/s))

and density

f(x)= \frac{1}{\sigma}\frac{e^{(x-\mu)/\sigma}}{(1 + e^{(x-\mu)/\sigma})^2}%f(x) = 1/s exp((x-m)/s) (1 + exp((x-m)/s))^-2

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

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

Examples


## Create a sample of size 1000
x <- urlogis(n=1000)

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Maintainer: Josef Leydold
License: GPL (>= 2)
Last published: 2025-04-07

Useful links

urlogis function