Runuran-package(Runuran)
Runuran-package()所属R语言包:Runuran
Runuran – R interface to Universal Non-Uniform RANdom variate
Runuran - R接口,通用的非均匀分布的随机变量
译者:生物统计家园网 机器人LoveR
描述----------Description----------
R interface to the UNU.RAN library for Universal Non-Uniform RANdom
R接口为通用的非均匀分布的随机的UNU.RAN库
Details
详细信息----------Details----------
Runuran provides an interface to the UNU.RAN library for universal non-uniform random number generators. It provides a collection of so called automatic methods for non-uniform random variate generation. Thus it is possible to draw samples from uncommon distributions. Nevertheless, (some of) these algorithms are also well suited for standard distribution like the normal distribution. Moreover, sampling from distributions like the generalized hyperbolic distribution is very fast. Such distributions became recently popular in financial engineering.
Runuran普遍的非均匀分布的随机数生成器提供了一个接口的UNU.RAN库。它提供了一组所谓的自动方法,非均匀分布的随机变量代。因此,它是可能的,得出样品从罕见分布。然而,(一些),这些算法也非常适合为标准的分布如正态分布。此外,抽样分布,如广义双曲分布是非常快的。这种分布成为最近流行的金融工程。
Runuran compiles four sets of functions of increasing power (and thus complexity):
Runuran编译四组增加发电(和复杂性)的功能:
[Special Generator] – Generators for paricular distributions. Their syntax is similar to
[特别发电机 - 发电机paricular分布。其语法是类似
[Universal] – Functions that offer an interface to a carefully selected collection of UNU.RAN methods with their most important
[通用] - 提供一个接口,一个精心挑选的集合UNU.RAN方法,其最重要的功能
[Distribution] – Functions that create objects for important distributions. These objects can then be used in combination with one of the universal methods which is best suited for a particular
[发行] - 创建对象的重要分布的函数。然后,这些对象可以被组合使用,与普遍的方法之一,是最适合于一个特定的
[Advanced] – Wrapper to the UNU.RAN string API. This gives access to all
[高级] - 包装的UNU.RAN字符串的API。这可访问所有
We have marked all functions in their corresponding help page by one these four tags.
我们通过这四个标签标明其对应的帮助页面中的所有功能。
An introduction to Runuran with examples together with a very short survey on non-uniform random variate generation can be found in the package vignette (which can be displayed using vignette("Runuran")).
介绍Runuran的例子,在很短的非均匀分布的随机变量代调查可以发现包中的小插曲(可以使用vignette("Runuran"))显示的。
密度和分布功能----------Density and distribution function----------
UNU.RAN distribution objects and generator objects may also be used to compute density and distribution function for a given distribution by means of ud and up.
UNU.RAN分发对象和发电机对象也可以用来计算给定的分布密度和分布函数通过ud和up。
均匀分布的随机数----------Uniform random numbers----------
All UNU.RAN methods use the R built-in random number generator as source of (pseudo-) random numbers. Thus the generated samples depend on the state .Random.seed and can be controlled by the R functions RNGkind and set.seed.
所有UNU.RAN方法使用的R内置作为源的(伪)随机数的随机数发生器。因此,产生的样本依赖于国家.Random.seed可以控制的R函数RNGkind和set.seed。
警告----------Warning----------
unuran objects cannot be saved and restored in later R sessions, nor is it possible to copy such objects to different nodes in a computer cluster.
unuran对象不能被保存,并在以后的R会话恢复,也不是这样的对象可以复制到计算机聚类中的不同节点。
However, unuran objects for some generation methods can be “packed”, see unuran.packed. Then these objects can be handled like any other R object (and thus saved and restored).
然而,unuran一些生成方法的对象可以是“打包”,看到unuran.packed。像任何其他的R对象,那么这些对象可以处理(从而保存和恢复)。
All other objects <STRONG>must</STRONG> be <STRONG>newly created</STRONG> in a new R session! (Using a restored object does not work as the "unuran" object is then broken.)
所有其他对象<STRONG>的</ STRONG>是<strong>新创建</ STRONG>在一个新的R会话! (使用还原的对象无法正常工作的"unuran"对象被分割。)
注意----------Note----------
The interface has been changed compared to the DSC 2003 paper.
该接口已被改变相比,在DSC 2003纸张。
(作者)----------Author(s)----------
Josef Leydold and Wolfgang H\"ormann
<a href="mailto:unuran@statmath.wu.ac.at">unuran@statmath.wu.ac.at</a>.
参考文献----------References----------
UNU.RAN User Manual, see http://statmath.wu.ac.at/unuran/.
Automatic Nonuniform Random Variate Generation. Springer-Verlag, Berlin Heidelberg
Automatic Nonuniform Random Variate Generation in R. In: K. Hornik and F. Leisch, Proceedings of the 3rd International Workshop on Distributed Statistical Computing (DSC 2003), March 20–22, Vienna, Austria.
参见----------See Also----------
All objects are implemented as respective S4 classes unuran, unuran.distr, unuran.cont, unuran.discr, unuran.
所有的对象都实现各自的S4类unuran,unuran.distr,unuran.cont,unuran.discr,unuran。
See Runuran.special.generators for an overview of special generators and Runuran.distributions for a list of ready-to-use distributions suitable for the automatic methods.
Runuran.special.generators概述了特殊的发电机和Runuran.distributions准备使用的发行版适用于自动的方法的列表。
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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