[R] Drawing random numbers from Uniform distribution with infinite range

[peter dalgaard]

Or rlogis(1e6, scale=.5) which is the same thing.

But the logistic distribution is in no reasonable sense a uniform on the entire line, any more than the Gaussian is.

(Some notion of a "random real" is involved in Benford's law of first digits, but that involves having a uniform distribution of log(X) and then increasing the range.)

-pd

> On 30 Jul 2025, at 14:11 , Richard O'Keefe <raoknz using gmail.com> wrote:
> 
> Let's look at something that *would* work if it were not that IEEE
> doubles are relatively small discrete set,.
> 
> Suppose we had two things.
> - a U(0,1) uniform random generator able to generate any *real* in the
> range 0 .. 1
> - an implementation of atanh() that works for any real in the range 0
> .. 1 and can return any real number.
> Then atanh(runif(n)*2 - 1) would do pretty much what you want,.
> Try it in R.
> f <- function (n = 1000000) atanh(runif(n)*2 - 1)
> summary(f())
> It turns out that working with *representable* numbers means that the
> results of f() are limited to
> roughly -18,.4 to 18.4, and with n = 1000000 the extremes are almost
> always around 7.
> Something that, for actual real numbers, could return *any* real, for
> representable numbers
> can only return -18-and-a-bit to +18-and-a-bit.
> 
> This suggests a completely different approach to your original
> problem, whatever it is.
> Instead of working with the entire real line, transform your problem
> to work with the interval (0,1).
> 
> On Tue, 29 Jul 2025 at 04:01, Daniel Lobo <danielobo9976 using gmail.com> wrote:
>> 
>> Hi,
>> 
>> I want to draw a set of random number from Uniform distribution where
>> Support is the entire Real line.
>> 
>> runif(4, min = -Inf, max = Inf)
>> 
>> However it produces all NAN
>> 
>> Could you please help with the right approach?
>> 
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> 
> ______________________________________________
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-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
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