[R] generate random numbers

[Greg Snow]

There are several non-normal distributions built in that you could just use their generationg functions.  There are packages (most with dist somewhere in the name) that allow for functions on standard distributions including combining together distributions.

If your distribution is not one of the above, but has a well defined inverse cumulative distribution then you can just generate random uniforms (runif) and put them into the inverse.

If none of the above works then there are still many tools available such as rejection sampling or metropolis-hastings sampling.

The logspline package can approximate a distribution from a dataset and generate values from the approximation.

We would need to know more about the actual distribution that you are interested in to be of more specific help.

-- 
Gregory (Greg) L. Snow Ph.D.
Statistical Data Center
Intermountain Healthcare
greg.snow at imail.org
801.408.8111


> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
> project.org] On Behalf Of Anna Lee
> Sent: Thursday, March 31, 2011 1:24 PM
> To: r-help at r-project.org
> Subject: [R] generate random numbers
> 
> Hey List,
> 
> does anyone know how I can generate a vector of random numbers from a
> given distribution? Something like "rnorm" just for non normal
> distributions???
> 
> Thanks a lot!
> Anna
> 
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