urpois function

UNU.RAN Poisson random variate generator

UNU.RAN random variate generator for the Poisson distribution with parameter lambda. It also allows sampling from the truncated distribution.

[Special Generator] -- Sampling Function: Poisson.

urpois(n, lambda, lb = 0, ub = Inf)

Arguments

• n: size of required sample.
• lambda: (non-negative) mean.
• lb: lower bound of (truncated) distribution.
• ub: upper bound of (truncated) distribution.

Details

The Poisson distribution has density

for $x = 0, 1, 2, \ldots$.

The generation algorithm uses guide table based inversion when the tails are not too heavy and method DARI otherwise. The parameters lb and ub can be used to generate variates from the Poisson distribution truncated to the interval (lb,ub).

See Also

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

Examples

## Create a sample of size 1000 from Poisson distribution with lamda=2.3
x <- urpois(n=1000,lambda=2.3)