[R] generate random numbers

[(Ted Harding)]

On 31-Mar-11 19:23:33, Anna Lee wrote:
> 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

SUppose we give your distribution the name "Dist".

The generic approach would start by defining a function for
the inverse of its cumulative distribution. Call this qDist.
Then

  qDist(runif(1000))

would generate 1000 values from the distribution "Dist".

As a ready-made example, qnorm is the inverse of pnorm,
the cumulative distribution function of the Normal distribution.
Then

  qnorm(runif(1000))

would act just like rnorm(1000), though the sequence of values
would be different (a different algorithm) -- and also rnorm()
would be more efficient (being specially written).

Depending on what your desired distribution is, you may find
that an "rDist" has already been written for it. There are
many distributions already in R for which the family of
functions dDist, pDist, qDist and rDist are provided.

For more specific advice, please give us information about
the specific distribution you want to sample from!

Ted.

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Date: 31-Mar-11                                       Time: 20:50:52
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