[R] Random numbers with PDF of user-defined function

[Duncan Murdoch]

On 29/04/2010 5:40 AM, Nick Crosbie wrote:
> Hi,
>
> In S+/R, is there an easy way to generate random numbers with a
> probability distribution specified by an exact user-defined function?
>
> For example, I have a function:
>
> f(x) = 1/(365 * x), which should be fitted for values of x between 1 and
> 100,000
>
> How do I generate random numbers with a probability distribution that
> exactly maps the above function?
>   

You can use sample() with the prob argument set to the values of f(x).  
You probably want replace=TRUE as well.

Duncan Murdoch
> Nick
>
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