Download Package `Runuran`

Transcript
udweibull
69
See Also
unuran.cont.
Examples
## Create distribution object for variance gamma distribution
distr <- udvg(lambda=2.25, alpha=210.5, beta=-5.14, mu=0.00094)
## Generate generator object; use method PINV (inversion)
gen <- pinvd.new(distr)
## Draw a sample of size 100
x <- ur(gen,100)
udweibull
UNU.RAN object for Weibull distribution
Description
Create UNU.RAN object for a Weibull (Extreme value type III) distribution with with parameters
shape and scale.
[Distribution] – Weibull (Extreme value type III).
Usage
udweibull(shape, scale=1, lb=0, ub=Inf)
Arguments
shape
(strictly positive) shape parameter.
scale
(strictly positive) scale parameter.
lb
lower bound of (truncated) distribution.
ub
upper bound of (truncated) distribution.
Details
The Weibull distribution with shape parameter a and scale parameter σ has density given by
a−1
f (x) = (a/σ)(x/σ)
a
exp(−(x/σ) )
for x ≥ 0.
The domain of the distribution can be truncated to the interval (lb,ub).
Value
An object of class "unuran.cont".