simulate_cdf function

Inverse Tranform Sampling

Generates sample numbers at random from any probability distribution given its cumulative distribution function. Pre-defined distribution functions such as pnorm are supported.

See here

for the algorithm.

simulate_cdf(n, cdf, range = c(-1e+200, 1e+200), ...)

Arguments

• n: number of observations.
• cdf: cumulative distribution function to be sampled from.
• range: support of the given cdf.
• ...: other arguments/parameters to be passed onto cdf.

Examples

simulate_cdf(10, pnorm)
simulate_cdf(10, pbeta, shape1 = 2, shape2 = 2)