Simulation Education

Description

Contains various functions to be used for simulation education, including simple Monte Carlo simulation functions, queueing simulation functions, variate generation functions capable of producing independent streams and antithetic variates, functions for illustrating random variate generation for various discrete and continuous distributions, and functions to compute time-persistent statistics. Also contains functions for visualizing: event-driven details of a single-server queue model; a Lehmer random number generator; variate generation via acceptance-rejection; and of generating a non-homogeneous Poisson process via thinning. Also contains two queueing data sets (one fabricated, one real-world) to facilitate input modeling. More details on the use of these functions can be found in Lawson and Leemis (2015) doi:10.1109/WSC.2017.8248124, in Kudlay, Lawson, and Leemis (2020) doi:10.1109/WSC48552.2020.9384010, and in Lawson and Leemis (2021) doi:10.1109/WSC52266.2021.9715299.

Contains various functions to be used for simulation education, including simple Monte Carlo simulation functions, queueing simulation functions, variate generation functions capable of producing independent streams and antithetic variates, functions for illustrating random variate generation for various discrete and continuous distributions, and functions to compute time-persistent statistics. Also contains functions for visualizing: event-driven details of a single-server queue model; a Lehmer random number generator; variate generation via acceptance-rejection; and of generating a non-homogeneous Poisson process via thinning. Also contains two queueing data sets (one fabricated, one real-world) to facilitate input modeling. More details on the use of these functions can be found in Lawson and Leemis (2015) <doi:10.1109/WSC.2017.8248124>, in Kudlay, Lawson, and Leemis (2020) <doi:10.1109/WSC48552.2020.9384010>, and in Lawson and Leemis (2021) <doi:10.1109/WSC52266.2021.9715299>.

Request From Authors: If you adopt and use this package for your simulation course, we would greatly appreciate were you to email us (addresses below) to let us know, as we would like to maintain a list of adopters. Please include your name, university/affiliation, and course name/number. Thanks!

Details

The goal of this package is to facilitate use of R for an introductory course in discrete-event simulation.

This package contains animation functions for visualizing:

• event-driven details of a single-server queue model (ssqvis);

• a Lehmer random number generator (lehmer);

• variate generation via acceptance-rejection (accrej);

• generation of a non-homogeneous Poisson process via thinning (thinning).

The package contains variate generators capable of independent streams (based on Josef Leydold's rstream package) and antithetic variates for four discrete and eleven continuous distributions:

• discrete: vbinom, vgeom, vnbinom, vpois

• continuous: vbeta, vcauchy, vchisq, vexp, vgamma, vlnorm, vlogis, vnorm, vt, vunif, vweibull

All of the variate generators use inversion, and are therefore monotone and synchronized.

The package contains functions to visualize variate generation for the same four discrete and eleven continuous distributions:

• discrete: ibinom, igeom, inbinom, ipois

• continuous: ibeta, icauchy, ichisq, iexp, igamma, ilnorm, ilogis, inorm, it, iunif, iweibull

The package also contains functions that are event-driven simulation implementations of a single-server single-queue system and of a multiple-server single-queue system:

• single-server: ssq

• multiple-server: msq

Both queueing functions are extensible in allowing the user to provide custom arrival and service process functions. As of version 2.0.0, both of these functions provide animation capability.

The package contains functions that implement Monte Carlo simulation approaches for estimating probabilities in two different dice games:

• Galileo's dice problem: galileo

• craps: craps

The package contains three functions for computing time-persistent statistics:

• time-average mean: meanTPS

• time-average standard deviation: sdTPS

• time-average quantiles: quantileTPS

The package also masks two functions from the stats package:

• set.seed, which explicitly calls the stats version in addition to setting up seeds for the independent streams in the package;

• sample, which provides capability to use independent streams and antithetic variates.

Finally, the package provides two queueing data sets to facilitate input modeling:

• queueTrace, which contains 1000 arrival times and 1000 service times (all fabricated) for a single-server queueing system;

• tylersGrill, which contains 1434 arrival times and 110 (sampled) service times corresponding to actual data collected during one business day at Tyler's Grill at the University of Richmond.

Acknowledgments

The authors would like to thank Dr. Barry L. Nelson, Walter P. Murphy Professor in the Department of Industrial Engineering & Management Sciences at Northwestern University, for meaningful feedback during the development of this package.

Author(s)

Maintainer: Barry Lawson blawson@bates.edu [copyright holder]

Authors:

• Larry Leemis leemis@math.wm.edu

• Vadim Kudlay vkudlay@nvidia.com

Barry Lawson [aut, cre, cph], Larry Leemis [aut], Vadim Kudlay [aut] Maintainer: Barry Lawson <blawson@bates.edu>

Acceptance-Rejection Algorithm Visualization

Description

This function animates the process of generating variates via acceptance-rejection for a specified density function (pdf) bounded by a specified majorizing function.

Usage

accrej(
  n = 20,
  pdf = function(x) dbeta(x, 3, 2),
  majorizingFcn = NULL,
  majorizingFcnType = NULL,
  support = c(0, 1),
  seed = NA,
  maxTrials = Inf,
  plot = TRUE,
  showTitle = TRUE,
  plotDelay = plot * -1
)

Arguments

Details

There are three modes for visualizing the acceptance-rejection algorithm for generating random variates from a particular probability distribution:

• interactive advance (plotDelay = -1), where pressing the 'ENTER' key advances to the next step (an accepted random variate) in the algorithm, typing 'j #' jumps ahead # steps, typing 'q' quits immediately, and typing 'e' proceeds to the end;

• automatic advance (plotDelay > 0); or

• final visualization only (plotDelay = 0).

As an alternative to visualizing, variates can be generated

Value

Returns the n generated variates accepted.

Examples

accrej(n = 20, seed = 8675309, plotDelay = 0)
accrej(n = 10, seed = 8675309, plotDelay = 0.1)

# interactive mode
if (interactive()) {
  accrej(n = 10, seed = 8675309, plotDelay = -1)
}

# Piecewise-constant majorizing function
m <- function(x) {
  if      (x < 0.3)  1.0 
  else if (x < 0.85) 2.5
  else               1.5
}
accrej(n = 10, seed = 8675309, majorizingFcn = m, plotDelay = 0)

# Piecewise-constant majorizing function as data frame
m <- data.frame(
  x = c(0.0, 0.3, 0.85, 1.0),
  y = c(1.0, 1.0, 2.5,  1.5))
accrej(n = 10, seed = 8675309, majorizingFcn = m, 
       majorizingFcnType = "pwc", plotDelay = 0)

# Piecewise-linear majorizing function as data frame
m <- data.frame(
   x = c(0.0, 0.1, 0.3, 0.5, 0.7, 1.0), 
   y = c(0.0, 0.5, 1.1, 2.2, 1.9, 1.0))
accrej(n = 10, seed = 8675309, majorizingFcn = m, 
       majorizingFcnType = "pwl", plotDelay = 0)

# invalid majorizing function; should give warning
try(accrej(n = 20, majorizingFcn = function(x) dbeta(x, 1, 3), plotDelay = 0))

# Piecewise-linear majorizing function with power-distribution density function
m <- data.frame(x = c(0, 1, 2), y = c(0, 0.375, 1.5))
samples <- accrej(n = 10, pdf = function(x) (3 / 8) * x ^ 2, support = c(0,2),
                  majorizingFcn = m, majorizingFcnType = "pwl", plotDelay = 0)

Monte Carlo Simulation of the Dice Game "Craps"

Description

A Monte Carlo simulation of the dice game "craps". Returns a point estimate of the probability of winning craps using fair dice.

Usage

craps(nrep = 1000, seed = NA, showProgress = TRUE)

Arguments

Details

Implements a Monte Carlo simulation of the dice game craps played with fair dice. A single play of the game proceeds as follows:

• Two fair dice are rolled. If the sum is 7 or 11, the player wins immediately; if the sum is 2, 3, or 12, the player loses immediately. Otherwise the sum becomes the point.

• The two dice continue to be rolled until either a sum of 7 is rolled (in which case the player loses) or a sum equal to the point is rolled (in which case the player wins).

The simulation involves nrep replications of the game.

Note: When the value of nrep is large, the function will execute noticeably faster when showProgress is set to FALSE.

Value

Point estimate of the probability of winning at craps (a real-valued scalar).

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

See Also

base::set.seed

Examples

 # set the initial seed externally using set.seed;
 # then use that current state of the generator with default nrep = 1000
 set.seed(8675309)
 craps()  # uses state of generator set above

 # explicitly set the seed in the call to the function,
 # using default nrep = 1000
 craps(seed = 8675309)

 # use the current state of the random number generator with nrep = 10000
 prob <- craps(10000)

 # explicitly set nrep = 10000 and seed = 8675309
 prob <- craps(10000, 8675309)

Monte Carlo Simulation of Galileo's Dice

Description

A Monte Carlo simulation of the Galileo's Dice problem. Returns a vector containing point estimates of the probabilities of the sum of three fair dice for sums 3, 4, \ldots, 18.

Usage

galileo(nrep = 1000, seed = NA, showProgress = TRUE)

Arguments

Details

Implements a Monte Carlo simulation of the Galileo's Dice problem. The simulation involves nrep replications of rolling three dice and summing the up-faces, and computing point estimates of the probabilities of each possible sum 3, 4, \ldots, 18.

Note: When the value of nrep is large, the function will execute noticeably faster when showProgress is set to FALSE.

Value

An 18-element vector of point estimates of the probabilities. (Because a sum of 1 or 2 is not possible, the corresponding entries in the returned vector have value NA.)

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

Examples

 # set the initial seed externally using set.seed;
 # then use that current state of the generator with default nrep = 1000
 set.seed(8675309)
 galileo()  # uses state of generator set above

 # explicitly set the seed in the call to the function,
 # using default nrep = 1000
 galileo(seed = 8675309)

 # use the current state of the random number generator with nrep = 10000
 prob <- galileo(10000)

 # explicitly set nrep = 10000 and seed = 8675309
 prob <- galileo(10000, 8675309)

Visualization of Random Variate Generation for the Beta Distribution

Description

Generates random variates from the Beta distribution by inversion. Optionally graphs the population cumulative distribution function and associated random variates, the population probability density function and a histogram of the random variates, and the empirical cumulative distribution function versus the population cumulative distribution function.

Usage

ibeta(
  u = runif(1),
  shape1,
  shape2,
  ncp = 0,
  minPlotQuantile = 0.01,
  maxPlotQuantile = 0.95,
  plot = TRUE,
  showCDF = TRUE,
  showPDF = TRUE,
  showECDF = TRUE,
  show = NULL,
  maxInvPlotted = 50,
  plotDelay = 0,
  sampleColor = "red3",
  populationColor = "grey",
  showTitle = TRUE,
  respectLayout = FALSE,
  restorePar = TRUE,
  ...
)

Arguments

Details

Generates random variates from the Beta distribution, and optionally, illustrates

• the use of the inverse-CDF technique,

• the effect of random sampling variability in relation to the PDF and CDF.

When all of the graphics are requested,

• the first graph illustrates the use of the inverse-CDF technique by graphing the population CDF and the transformation of the random numbers to random variates,

• the second graph illustrates the effect of random sampling variability by graphing the population PDF and the histogram associated with the random variates, and

• the third graph illustrates effect of random sampling variability by graphing the population CDF and the empirical CDF associated with the random variates.

All aspects of the random variate generation algorithm are output in red by default, which can be changed by specifying sampleColor. All aspects of the population distribution are output in gray by default, which can be changed by specifying populationColor.

The beta distribution has density

\deqn{f(x) = \frac{\Gamma(a+b)}{\Gamma(a) \ \Gamma(b)} x^{a-1}(1-x)^{b-1}}{
          f(x) = Gamma(a+b)/(Gamma(a)Gamma(b)) x^(a-1)(1-x)^(b-1)}

for a > 0, b > 0 and 0 \leq x \leq 1 where the boundary values at x=0 or x=1 are defined as by continuity (as limits).

The mean is \frac{a}{a+b} and the variance is {ab}{(a+b)^2 (a+b+1)}

The algorithm for generating random variates from the beta distribution is synchronized (one random variate for each random number) and monotone in u. This means that the variates generated here might be useful in some variance reduction techniques used in Monte Carlo and discrete-event simulation.

Values from the u vector are plotted in the cdf plot along the vertical axis as colored dots. A horizontal, dashed, colored line extends from the dot to the population cdf. At the intersection, a vertical, dashed colored line extends downward to the horizontal axis, where a second colored dot, denoting the associated beta random variate is plotted.

This is not a particularly fast variate generation algorithm because it uses the base R qbeta function to invert the values contained in u.

All of the elements of the u vector must be between 0 and 1. Alternatively, u can be NULL in which case plot(s) of the theoretical PDF and cdf are displayed according to plotting parameter values (defaulting to display of both the PDF and cdf).

The show parameter can be used as a shortcut way to denote plots to display. The argument to show can be either:

• a binary vector of length three, where the entries from left to right correspond to showCDF, showPDF, and showECDF, respectively. For each entry, a 1 indicates the plot should be displayed, and a 0 indicates the plot should be suppressed.

• an integer in [0,7] interpreted similar to the Unix chmod command. That is, the integer's binary representation can be transformed into a length-three vector discussed above (e.g., 6 corresponds to c(1,1,0)). See examples.

Any valid value for show takes precedence over existing individual values for showCDF, showPDF, and showECDF.

If respectLayout is TRUE, the function respects existing settings for device layout. Note, however, that if the number of plots requested (either via show or via showCDF, showPMF, and showECDF) exceeds the number of plots available in the current layout (as determined by prod(par("mfrow"))), the function will display all requested plots but will also display a warning message indicating that the current layout does not permit simultaneous viewing of all requested plots. The most recent plot with this attribute can be further annotated after the call.

If respectLayout is FALSE, any existing user settings for device layout are ignored. That is, the function uses par to explicitly set mfrow sufficient to show all requested plots stacked vertically to align their horizontal axes, and then resets row, column, and margin settings to their prior state on exit.

The minPlotQuantile and maxPlotQuantile arguments are present in order to compress the plots horizontally. The random variates generated are not impacted by these two arguments. Vertical, dotted, black lines are plotted at the associated quantiles on the plots.

plotDelay can be used to slow down or halt the variate generation for classroom explanation.

In the plot associated with the PDF, the maximum plotting height is associated with 125\ that extends above this limit will have three dots appearing above it.

Value

A vector of Beta random variates

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

See Also

stats::rbeta

stats::runif, simEd::vunif

Examples

 ibeta(0.5, shape1 = 3, shape2 = 1, ncp = 2)

 set.seed(8675309)
 ibeta(runif(10), 3, 1, showPDF = TRUE)

 set.seed(8675309)
 ibeta(runif(10), 3, 1, showECDF = TRUE)

 set.seed(8675309)
 ibeta(runif(10), 3, 1, showPDF = TRUE, showECDF = TRUE, sampleColor = "blue3")

 set.seed(8675309)
 ibeta(runif(10), 3, 1, showPDF = TRUE, showCDF = FALSE)

 ibeta(runif(100), 3, 1, showPDF = TRUE, minPlotQuantile = 0.02, maxPlotQuantile = 0.98)

 # plot the PDF and CDF without any variates
 ibeta(NULL, 3, 1, showPDF = TRUE, showCDF = TRUE)

 # plot CDF with inversion and PDF using show
 ibeta(runif(10), 3, 1, show = c(1,1,0))
 ibeta(runif(10), 3, 1, show = 6)

 # plot CDF with inversion and ECDF using show, using vunif
 ibeta(vunif(10), 3, 1, show = c(1,0,1))
 ibeta(vunif(10), 3, 1, show = 5)

 # plot CDF with inversion, PDF, and ECDF using show
 ibeta(vunif(10), 3, 1, show = c(1,1,1))
 ibeta(vunif(10), 3, 1, show = 7)

 # plot three different CDF+PDF+ECDF horizontal displays,
 # with title only on the first display
 oldpar <- par(no.readonly = TRUE)
 par(mfrow = c(3,3))  # 3 rows, 3 cols, filling rows before columns
 set.seed(8675309)
 ibeta(runif(20), 3, 1, show = 7, respectLayout = TRUE, restorePar = FALSE)
 ibeta(runif(20), 3, 1, show = 7, respectLayout = TRUE, restorePar = FALSE, showTitle = FALSE)
 ibeta(runif(20), 3, 1, show = 7, respectLayout = TRUE, restorePar = TRUE,  showTitle = FALSE)
 par(oldpar)

 # display animation of all components
 ibeta(runif(10), 3, 1, show = 7, plotDelay = 0.1)

 # display animation of CDF and PDF components only
 ibeta(runif(10), 3, 1, show = 5, plotDelay = 0.1)

 if (interactive()) {
   # interactive -- pause at each stage of inversion
   ibeta(runif(10), 3, 1, show = 7, plotDelay = -1)
 }

Visualization of Random Variate Generation for the Binomial Distribution

Description

Generates random variates from the Binomial distribution by inversion. Optionally graphs the population cumulative distribution function and associated random variates, the population probability mass function and a histogram of the random variates, and the empirical cumulative distribution function versus the population cumulative distribution function.

Usage

ibinom(
  u = runif(1),
  size,
  prob,
  minPlotQuantile = 0,
  maxPlotQuantile = 1,
  plot = TRUE,
  showCDF = TRUE,
  showPMF = TRUE,
  showECDF = TRUE,
  show = NULL,
  maxInvPlotted = 50,
  plotDelay = 0,
  sampleColor = "red3",
  populationColor = "grey",
  showTitle = TRUE,
  respectLayout = FALSE,
  restorePar = TRUE,
  ...
)

Arguments

Details

Generates random variates from the Binomial distribution, and optionally, illustrates

• the use of the inverse-CDF technique,

• the effect of random sampling variability in relation to the PMF and CDF.

When all of the graphics are requested,

• the first graph illustrates the use of the inverse-CDF technique by graphing the population CDF and the transformation of the random numbers to random variates,

• the second graph illustrates the effect of random sampling variability by graphing the population PMF and the histogram associated with the random variates, and

• the third graph illustrates effect of random sampling variability by graphing the population CDF and the empirical CDF associated with the random variates.

All aspects of the random variate generation algorithm are output in red by default, which can be changed by specifying sampleColor. All aspects of the population distribution are output in gray by default, which can be changed by specifying populationColor.

The binomial distribution with parameters size = n and prob = p has pmf

p(x) = {n \choose x} p^x (1-p)^{(n-x)}

for x = 0, \ldots, n.

The algorithm for generating random variates from the binomial distribution is synchronized (one random variate for each random number) and monotone in u. This means that the variates generated here might be useful in some variance reduction techniques used in Monte Carlo and discrete-event simulation.

Values from the u vector are plotted in the cdf plot along the vertical axis as colored dots. A horizontal, dashed, colored line extends from the dot to the population cdf. At the intersection, a vertical, dashed colored line extends downward to the horizontal axis, where a second colored dot, denoting the associated binomial random variate is plotted.

This is not a particularly fast variate generation algorithm because it uses the base R qbinom function to invert the values contained in u.

All of the elements of the u vector must be between 0 and 1. Alternatively, u can be NULL in which case plot(s) of the theoretical PMF and cdf are displayed according to plotting parameter values (defaulting to display of both the PMF and cdf).

The show parameter can be used as a shortcut way to denote plots to display. The argument to show can be either:

• a binary vector of length three, where the entries from left to right correspond to showCDF, showPMF, and showECDF, respectively. For each entry, a 1 indicates the plot should be displayed, and a 0 indicates the plot should be suppressed.

• an integer in [0,7] interpreted similar to the Unix chmod command. That is, the integer's binary representation can be transformed into a length-three vector discussed above (e.g., 6 corresponds to c(1,1,0)). See examples.

Any valid value for show takes precedence over existing individual values for showCDF, showPMF, and showECDF.

If respectLayout is TRUE, the function respects existing settings for device layout. Note, however, that if the number of plots requested (either via show or via showCDF, showPMF, and showECDF) exceeds the number of plots available in the current layout (as determined by prod(par("mfrow"))), the function will display all requested plots but will also display a warning message indicating that the current layout does not permit simultaneous viewing of all requested plots. The most recent plot with this attribute can be further annotated after the call.

If respectLayout is FALSE, any existing user settings for device layout are ignored. That is, the function uses par to explicitly set mfrow sufficient to show all requested plots stacked vertically to align their horizontal axes, and then resets row, column, and margin settings to their prior state on exit.

The minPlotQuantile and maxPlotQuantile arguments are present in order to compress the plots horizontally. The random variates generated are not impacted by these two arguments. Vertical, dotted, black lines are plotted at the associated quantiles on the plots.

plotDelay can be used to slow down or halt the variate generation for classroom explanation.

In the plot associated with the PMF, the maximum plotting height is associated with 125\ that extends above this limit will have three dots appearing above it.

Value

A vector of Binomial random variates

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

See Also

stats::rbinom

stats::runif, simEd::vunif

Examples

 ibinom(0.5, size = 7, prob = 0.4,)

 set.seed(8675309)
 ibinom(runif(10), 10, 0.3, showPMF = TRUE)

 set.seed(8675309)
 ibinom(runif(10), 10, 0.3, showECDF = TRUE)

 set.seed(8675309)
 ibinom(runif(10), 10, 0.3, showPMF = TRUE, showECDF = TRUE, sampleColor = "blue3")

 set.seed(8675309)
 ibinom(runif(10), 10, 0.3, showPMF = TRUE, showCDF = FALSE)

 ibinom(runif(100), 10, 0.3, showPMF = TRUE, minPlotQuantile = 0.02, maxPlotQuantile = 0.98)

 # plot the PMF and CDF without any variates
 ibinom(NULL, 10, 0.3, showPMF = TRUE, showCDF = TRUE)

 # plot CDF with inversion and PMF using show
 ibinom(runif(10), 10, 0.3, show = c(1,1,0))
 ibinom(runif(10), 10, 0.3, show = 6)

 # plot CDF with inversion and ECDF using show, using vunif
 ibinom(vunif(10), 10, 0.3, show = c(1,0,1))
 ibinom(vunif(10), 10, 0.3, show = 5)

 # plot CDF with inversion, PMF, and ECDF using show
 ibinom(vunif(10), 10, 0.3, show = c(1,1,1))
 ibinom(vunif(10), 10, 0.3, show = 7)

 # plot three different CDF+PMF+ECDF horizontal displays,
 # with title only on the first display
 oldpar <- par(no.readonly = TRUE)
 par(mfrow = c(3,3))  # 3 rows, 3 cols, filling rows before columns
 set.seed(8675309)
 ibinom(runif(20), 10, 0.3, show = 7, respectLayout = TRUE, restorePar = FALSE)
 ibinom(runif(20), 10, 0.3, show = 7, respectLayout = TRUE, restorePar = FALSE, showTitle = FALSE)
 ibinom(runif(20), 10, 0.3, show = 7, respectLayout = TRUE, restorePar = TRUE,  showTitle = FALSE)
 par(oldpar)

 # display animation of all components
 ibinom(runif(10), 10, 0.3, show = 7, plotDelay = 0.1)

 # display animation of CDF and PMF components only
 ibinom(runif(10), 10, 0.3, show = 5, plotDelay = 0.1)

 if (interactive()) {
   # interactive -- pause at each stage of inversion
   ibinom(runif(10), 10, 0.3, show = 7, plotDelay = -1)
 }

Visualization of Random Variate Generation for the Cauchy Distribution

Description

Generates random variates from the Cauchy distribution by inversion. Optionally graphs the population cumulative distribution function and associated random variates, the population probability density function and a histogram of the random variates, and the empirical cumulative distribution function versus the population cumulative distribution function.

Usage

icauchy(
  u = runif(1),
  location = 0,
  scale = 1,
  minPlotQuantile = 0.05,
  maxPlotQuantile = 0.95,
  plot = TRUE,
  showCDF = TRUE,
  showPDF = TRUE,
  showECDF = TRUE,
  show = NULL,
  maxInvPlotted = 50,
  plotDelay = 0,
  sampleColor = "red3",
  populationColor = "grey",
  showTitle = TRUE,
  respectLayout = FALSE,
  restorePar = TRUE,
  ...
)

Arguments

Details

Generates random variates from the Cauchy distribution, and optionally, illustrates

• the use of the inverse-CDF technique,

• the effect of random sampling variability in relation to the PDF and CDF.

When all of the graphics are requested,

• the first graph illustrates the use of the inverse-CDF technique by graphing the population CDF and the transformation of the random numbers to random variates,

• the second graph illustrates the effect of random sampling variability by graphing the population PDF and the histogram associated with the random variates, and

• the third graph illustrates effect of random sampling variability by graphing the population CDF and the empirical CDF associated with the random variates.

All aspects of the random variate generation algorithm are output in red by default, which can be changed by specifying sampleColor. All aspects of the population distribution are output in gray by default, which can be changed by specifying populationColor.

The Cauchy distribution has density
\deqn{f(x) = \frac{1}{\pi s} \ \left(1 + \left( \frac{x - l}{s} \right)^2
              \right)^{-1}}{
          f(x) = 1 / (\pi s (1 + ((x-l)/s)^2))}

for all x.

The mean is a/(a+b) and the variance is ab/((a+b)^2 (a+b+1)).

The algorithm for generating random variates from the Cauchy distribution is synchronized (one random variate for each random number) and monotone in u. This means that the variates generated here might be useful in some variance reduction techniques used in Monte Carlo and discrete-event simulation.

Values from the u vector are plotted in the cdf plot along the vertical axis as colored dots. A horizontal, dashed, colored line extends from the dot to the population cdf. At the intersection, a vertical, dashed colored line extends downward to the horizontal axis, where a second colored dot, denoting the associated Cauchy random variate is plotted.

This is not a particularly fast variate generation algorithm because it uses the base R qcauchy function to invert the values contained in u.

All of the elements of the u vector must be between 0 and 1. Alternatively, u can be NULL in which case plot(s) of the theoretical PDF and cdf are displayed according to plotting parameter values (defaulting to display of both the PDF and cdf).

The show parameter can be used as a shortcut way to denote plots to display. The argument to show can be either:

• a binary vector of length three, where the entries from left to right correspond to showCDF, showPDF, and showECDF, respectively. For each entry, a 1 indicates the plot should be displayed, and a 0 indicates the plot should be suppressed.

• an integer in [0,7] interpreted similar to the Unix chmod command. That is, the integer's binary representation can be transformed into a length-three vector discussed above (e.g., 6 corresponds to c(1,1,0)). See examples.

Any valid value for show takes precedence over existing individual values for showCDF, showPDF, and showECDF.

If respectLayout is TRUE, the function respects existing settings for device layout. Note, however, that if the number of plots requested (either via show or via showCDF, showPMF, and showECDF) exceeds the number of plots available in the current layout (as determined by prod(par("mfrow"))), the function will display all requested plots but will also display a warning message indicating that the current layout does not permit simultaneous viewing of all requested plots. The most recent plot with this attribute can be further annotated after the call.

If respectLayout is FALSE, any existing user settings for device layout are ignored. That is, the function uses par to explicitly set mfrow sufficient to show all requested plots stacked vertically to align their horizontal axes, and then resets row, column, and margin settings to their prior state on exit.

The minPlotQuantile and maxPlotQuantile arguments are present in order to compress the plots horizontally. The random variates generated are not impacted by these two arguments. Vertical, dotted, black lines are plotted at the associated quantiles on the plots.

plotDelay can be used to slow down or halt the variate generation for classroom explanation.

In the plot associated with the PDF, the maximum plotting height is associated with 125\ that extends above this limit will have three dots appearing above it.

Value

A vector of Cauchy random variates

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

See Also

stats::rcauchy

stats::runif, simEd::vunif

Examples

 icauchy(0.5, location = 3, scale = 1)

 set.seed(8675309)
 icauchy(runif(10), 0, 3, showPDF = TRUE)

 set.seed(8675309)
 icauchy(runif(10), 0, 3, showECDF = TRUE)

 set.seed(8675309)
 icauchy(runif(10), 0, 3, showPDF = TRUE, showECDF = TRUE, sampleColor = "blue3")

 set.seed(8675309)
 icauchy(runif(10), 0, 3, showPDF = TRUE, showCDF = FALSE)

 icauchy(runif(100), 0, 3, showPDF = TRUE, minPlotQuantile = 0.02, maxPlotQuantile = 0.98)

 # plot the PDF and CDF without any variates
 icauchy(NULL, 0, 3, showPDF = TRUE, showCDF = TRUE)

 # plot CDF with inversion and PDF using show
 icauchy(runif(10), 0, 3, show = c(1,1,0))
 icauchy(runif(10), 0, 3, show = 6)

 # plot CDF with inversion and ECDF using show, using vunif
 icauchy(vunif(10), 0, 3, show = c(1,0,1))
 icauchy(vunif(10), 0, 3, show = 5)

 # plot CDF with inversion, PDF, and ECDF using show
 icauchy(vunif(10), 0, 3, show = c(1,1,1))
 icauchy(vunif(10), 0, 3, show = 7)

 # plot three different CDF+PDF+ECDF horizontal displays,
 # with title only on the first display
 oldpar <- par(no.readonly = TRUE)
 par(mfrow = c(3,3))  # 3 rows, 3 cols, filling rows before columns
 set.seed(8675309)
 icauchy(runif(20), 0, 3, show = 7, respectLayout = TRUE, restorePar = FALSE)
 icauchy(runif(20), 0, 3, show = 7, respectLayout = TRUE, restorePar = FALSE, showTitle = FALSE)
 icauchy(runif(20), 0, 3, show = 7, respectLayout = TRUE, restorePar = TRUE,  showTitle = FALSE)
 par(oldpar)

 # display animation of all components
 icauchy(runif(10), 0, 3, show = 7, plotDelay = 0.1)

 # display animation of CDF and PDF components only
 icauchy(runif(10), 0, 3, show = 5, plotDelay = 0.1)

 if (interactive()) {
   # interactive -- pause at each stage of inversion
   icauchy(runif(10), 0, 3, show = 7, plotDelay = -1)
 }

Visualization of Random Variate Generation for the Chi-Squared Distribution

Description

Generates random variates from the Chi-Squared distribution by inversion. Optionally graphs the population cumulative distribution function and associated random variates, the population probability density function and a histogram of the random variates, and the empirical cumulative distribution function versus the population cumulative distribution function.

Usage

ichisq(
  u = runif(1),
  df,
  ncp = 0,
  minPlotQuantile = 0.01,
  maxPlotQuantile = 0.99,
  plot = TRUE,
  showCDF = TRUE,
  showPDF = TRUE,
  showECDF = TRUE,
  show = NULL,
  maxInvPlotted = 50,
  plotDelay = 0,
  sampleColor = "red3",
  populationColor = "grey",
  showTitle = TRUE,
  respectLayout = FALSE,
  restorePar = TRUE,
  ...
)

Arguments

Details

Generates random variates from the Chi-Squared distribution, and optionally, illustrates

• the use of the inverse-CDF technique,

• the effect of random sampling variability in relation to the PDF and CDF.

When all of the graphics are requested,

• the first graph illustrates the use of the inverse-CDF technique by graphing the population CDF and the transformation of the random numbers to random variates,

• the second graph illustrates the effect of random sampling variability by graphing the population PDF and the histogram associated with the random variates, and

• the third graph illustrates effect of random sampling variability by graphing the population CDF and the empirical CDF associated with the random variates.

All aspects of the random variate generation algorithm are output in red by default, which can be changed by specifying sampleColor. All aspects of the population distribution are output in gray by default, which can be changed by specifying populationColor.

The chi-squared distribution with df = n \geq 0 degrees of freedom has density

\deqn{f_n(x) = \frac{1}{2^{n/2} \ \Gamma(n/2)} x^{n/2-1} e^{-x/2}}{
          f_n(x) = 1 / (2^(n/2) \Gamma(n/2)) x^(n/2-1) e^(-x/2)}

for x > 0. The mean and variance are n and 2n.

The non-central chi-squared distribution with df = n degrees of freedom and non-centrality parameter ncp = \lambda has density

\deqn{f(x) = e^{-\lambda/2} \sum_{r=0}^\infty \frac{(\lambda/2)^r}{r!} f_{n + 2r}(x)}{
          f(x) = exp(-\lambda/2) SUM_{r=0}^\infty ((\lambda/2)^r / r!) dchisq(x, df + 2r)}

for x \geq 0.

The algorithm for generating random variates from the chi-squared distribution is synchronized (one random variate for each random number) and monotone in u. This means that the variates generated here might be useful in some variance reduction techniques used in Monte Carlo and discrete-event simulation.

Values from the u vector are plotted in the cdf plot along the vertical axis as colored dots. A horizontal, dashed, colored line extends from the dot to the population cdf. At the intersection, a vertical, dashed colored line extends downward to the horizontal axis, where a second colored dot, denoting the associated chi-squared random variate is plotted.

This is not a particularly fast variate generation algorithm because it uses the base R qchisq function to invert the values contained in u.

All of the elements of the u vector must be between 0 and 1. Alternatively, u can be NULL in which case plot(s) of the theoretical PDF and cdf are displayed according to plotting parameter values (defaulting to display of both the PDF and cdf).

The show parameter can be used as a shortcut way to denote plots to display. The argument to show can be either:

• a binary vector of length three, where the entries from left to right correspond to showCDF, showPDF, and showECDF, respectively. For each entry, a 1 indicates the plot should be displayed, and a 0 indicates the plot should be suppressed.

• an integer in [0,7] interpreted similar to the Unix chmod command. That is, the integer's binary representation can be transformed into a length-three vector discussed above (e.g., 6 corresponds to c(1,1,0)). See examples.

Any valid value for show takes precedence over existing individual values for showCDF, showPDF, and showECDF.

If respectLayout is TRUE, the function respects existing settings for device layout. Note, however, that if the number of plots requested (either via show or via showCDF, showPMF, and showECDF) exceeds the number of plots available in the current layout (as determined by prod(par("mfrow"))), the function will display all requested plots but will also display a warning message indicating that the current layout does not permit simultaneous viewing of all requested plots. The most recent plot with this attribute can be further annotated after the call.

If respectLayout is FALSE, any existing user settings for device layout are ignored. That is, the function uses par to explicitly set mfrow sufficient to show all requested plots stacked vertically to align their horizontal axes, and then resets row, column, and margin settings to their prior state on exit.

The minPlotQuantile and maxPlotQuantile arguments are present in order to compress the plots horizontally. The random variates generated are not impacted by these two arguments. Vertical, dotted, black lines are plotted at the associated quantiles on the plots.

plotDelay can be used to slow down or halt the variate generation for classroom explanation.

In the plot associated with the PDF, the maximum plotting height is associated with 125\ that extends above this limit will have three dots appearing above it.

Value

A vector of Chi-Squared random variates

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

See Also

stats::rchisq

stats::runif, simEd::vunif

Examples

 ichisq(0.5, df = 3, ncp = 2)

 set.seed(8675309)
 ichisq(runif(10), 3, showPDF = TRUE)

 set.seed(8675309)
 ichisq(runif(10), 3, showECDF = TRUE)

 set.seed(8675309)
 ichisq(runif(10), 3, showPDF = TRUE, showECDF = TRUE, sampleColor = "blue3")

 set.seed(8675309)
 ichisq(runif(10), 3, showPDF = TRUE, showCDF = FALSE)

 ichisq(runif(100), 3, showPDF = TRUE, minPlotQuantile = 0.02, maxPlotQuantile = 0.98)

 # plot the PDF and CDF without any variates
 ichisq(NULL, 3, showPDF = TRUE, showCDF = TRUE)

 # plot CDF with inversion and PDF using show
 ichisq(runif(10), 3, show = c(1,1,0))
 ichisq(runif(10), 3, show = 6)

 # plot CDF with inversion and ECDF using show, using vunif
 ichisq(vunif(10), 3, show = c(1,0,1))
 ichisq(vunif(10), 3, show = 5)

 # plot CDF with inversion, PDF, and ECDF using show
 ichisq(vunif(10), 3, show = c(1,1,1))
 ichisq(vunif(10), 3, show = 7)

 # plot three different CDF+PDF+ECDF horizontal displays,
 # with title only on the first display
 oldpar <- par(no.readonly = TRUE)
 par(mfrow = c(3,3))  # 3 rows, 3 cols, filling rows before columns
 set.seed(8675309)
 ichisq(runif(20), 3, show = 7, respectLayout = TRUE, restorePar = FALSE)
 ichisq(runif(20), 3, show = 7, respectLayout = TRUE, restorePar = FALSE, showTitle = FALSE)
 ichisq(runif(20), 3, show = 7, respectLayout = TRUE, restorePar = TRUE,  showTitle = FALSE)
 par(oldpar)

 # display animation of all components
 ichisq(runif(10), 3, show = 7, plotDelay = 0.1)

 # display animation of CDF and PDF components only
 ichisq(runif(10), 3, show = 5, plotDelay = 0.1)

 if (interactive()) {
   # interactive -- pause at each stage of inversion
   ichisq(runif(10), 3, show = 7, plotDelay = -1)
 }

Visualization of Random Variate Generation for the Exponential Distribution

Description

Generates random variates from the Exponential distribution by inversion. Optionally graphs the population cumulative distribution function and associated random variates, the population probability density function and a histogram of the random variates, and the empirical cumulative distribution function versus the population cumulative distribution function.

Usage

iexp(
  u = runif(1),
  rate = 1,
  minPlotQuantile = 0,
  maxPlotQuantile = 0.99,
  plot = TRUE,
  showCDF = TRUE,
  showPDF = TRUE,
  showECDF = TRUE,
  show = NULL,
  maxInvPlotted = 50,
  plotDelay = 0,
  sampleColor = "red3",
  populationColor = "grey",
  showTitle = TRUE,
  respectLayout = FALSE,
  restorePar = TRUE,
  ...
)

Arguments

Details

Generates random variates from the Exponential distribution, and optionally, illustrates

• the use of the inverse-CDF technique,

• the effect of random sampling variability in relation to the PDF and CDF.

When all of the graphics are requested,

• the first graph illustrates the use of the inverse-CDF technique by graphing the population CDF and the transformation of the random numbers to random variates,

• the second graph illustrates the effect of random sampling variability by graphing the population PDF and the histogram associated with the random variates, and

• the third graph illustrates effect of random sampling variability by graphing the population CDF and the empirical CDF associated with the random variates.

All aspects of the random variate generation algorithm are output in red by default, which can be changed by specifying sampleColor. All aspects of the population distribution are output in gray by default, which can be changed by specifying populationColor.

 The exponential distribution with rate \eqn{\lambda} has density

     \deqn{f(x) = \lambda e^{-\lambda x}}{
               f(x) = \lambda e^(-\lambda x)}

 for \eqn{x \geq 0}.

The algorithm for generating random variates from the exponential distribution is synchronized (one random variate for each random number) and monotone in u. This means that the variates generated here might be useful in some variance reduction techniques used in Monte Carlo and discrete-event simulation.

Values from the u vector are plotted in the cdf plot along the vertical axis as colored dots. A horizontal, dashed, colored line extends from the dot to the population cdf. At the intersection, a vertical, dashed colored line extends downward to the horizontal axis, where a second colored dot, denoting the associated exponential random variate is plotted.

This is not a particularly fast variate generation algorithm because it uses the base R qexp function to invert the values contained in u.

All of the elements of the u vector must be between 0 and 1. Alternatively, u can be NULL in which case plot(s) of the theoretical PDF and cdf are displayed according to plotting parameter values (defaulting to display of both the PDF and cdf).

The show parameter can be used as a shortcut way to denote plots to display. The argument to show can be either:

• a binary vector of length three, where the entries from left to right correspond to showCDF, showPDF, and showECDF, respectively. For each entry, a 1 indicates the plot should be displayed, and a 0 indicates the plot should be suppressed.

• an integer in [0,7] interpreted similar to the Unix chmod command. That is, the integer's binary representation can be transformed into a length-three vector discussed above (e.g., 6 corresponds to c(1,1,0)). See examples.

Any valid value for show takes precedence over existing individual values for showCDF, showPDF, and showECDF.

If respectLayout is TRUE, the function respects existing settings for device layout. Note, however, that if the number of plots requested (either via show or via showCDF, showPMF, and showECDF) exceeds the number of plots available in the current layout (as determined by prod(par("mfrow"))), the function will display all requested plots but will also display a warning message indicating that the current layout does not permit simultaneous viewing of all requested plots. The most recent plot with this attribute can be further annotated after the call.

If respectLayout is FALSE, any existing user settings for device layout are ignored. That is, the function uses par to explicitly set mfrow sufficient to show all requested plots stacked vertically to align their horizontal axes, and then resets row, column, and margin settings to their prior state on exit.

The minPlotQuantile and maxPlotQuantile arguments are present in order to compress the plots horizontally. The random variates generated are not impacted by these two arguments. Vertical, dotted, black lines are plotted at the associated quantiles on the plots.

plotDelay can be used to slow down or halt the variate generation for classroom explanation.

In the plot associated with the PDF, the maximum plotting height is associated with 125\ that extends above this limit will have three dots appearing above it.

Value

A vector of Exponential random variates

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

See Also

stats::rexp

stats::runif, simEd::vunif

Examples

 iexp(0.5, rate = 3)

 set.seed(8675309)
 iexp(runif(10), 2, showPDF = TRUE)

 set.seed(8675309)
 iexp(runif(10), 2, showECDF = TRUE)

 set.seed(8675309)
 iexp(runif(10), 2, showPDF = TRUE, showECDF = TRUE, sampleColor = "blue3")

 set.seed(8675309)
 iexp(runif(10), 2, showPDF = TRUE, showCDF = FALSE)

 iexp(runif(100), 2, showPDF = TRUE, minPlotQuantile = 0.02, maxPlotQuantile = 0.98)

 # plot the PDF and CDF without any variates
 iexp(NULL, 2, showPDF = TRUE, showCDF = TRUE)

 # plot CDF with inversion and PDF using show
 iexp(runif(10), 2, show = c(1,1,0))
 iexp(runif(10), 2, show = 6)

 # plot CDF with inversion and ECDF using show, using vunif
 iexp(vunif(10), 2, show = c(1,0,1))
 iexp(vunif(10), 2, show = 5)

 # plot CDF with inversion, PDF, and ECDF using show
 iexp(vunif(10), 2, show = c(1,1,1))
 iexp(vunif(10), 2, show = 7)

 # plot three different CDF+PDF+ECDF horizontal displays,
 # with title only on the first display
 oldpar <- par(no.readonly = TRUE)
 par(mfrow = c(3,3))  # 3 rows, 3 cols, filling rows before columns
 set.seed(8675309)
 iexp(runif(20), 2, show = 7, respectLayout = TRUE, restorePar = FALSE)
 iexp(runif(20), 2, show = 7, respectLayout = TRUE, restorePar = FALSE, showTitle = FALSE)
 iexp(runif(20), 2, show = 7, respectLayout = TRUE, restorePar = TRUE,  showTitle = FALSE)
 par(oldpar)

 # display animation of all components
 iexp(runif(10), 2, show = 7, plotDelay = 0.1)

 # display animation of CDF and PDF components only
 iexp(runif(10), 2, show = 5, plotDelay = 0.1)

 if (interactive()) {
   # interactive -- pause at each stage of inversion
   iexp(runif(10), 2, show = 7, plotDelay = -1)
 }

  # overlay visual exploration of ks.test results
  oldpar <- par(no.readonly = TRUE)
  set.seed(54321)
  vals <- iexp(runif(10), 2, showECDF = TRUE, restorePar = FALSE)
  D <- as.numeric(ks.test(vals, "pexp", 2)$statistic)
  for (x in seq(0.25, 0.65, by = 0.05)) {
    y <- pexp(x, 2)
    segments(x, y, x, y + D, col = "darkgreen", lwd = 2, xpd = NA)
  }
  par(oldpar) # restore original par values, since restorePar = FALSE above

Visualization of Random Variate Generation for the FALSE Distribution

Description

Generates random variates from the FALSE distribution by inversion. Optionally graphs the population cumulative distribution function and associated random variates, the population probability density function and a histogram of the random variates, and the empirical cumulative distribution function versus the population cumulative distribution function.

Usage

ifd(
  u = runif(1),
  df1,
  df2,
  ncp = 0,
  minPlotQuantile = 0.01,
  maxPlotQuantile = 0.99,
  plot = TRUE,
  showCDF = TRUE,
  showPDF = TRUE,
  showECDF = TRUE,
  show = NULL,
  maxInvPlotted = 50,
  plotDelay = 0,
  sampleColor = "red3",
  populationColor = "grey",
  showTitle = TRUE,
  respectLayout = FALSE,
  restorePar = TRUE,
  ...
)

Arguments

Details

Generates random variates from the FALSE distribution, and optionally, illustrates

• the use of the inverse-CDF technique,

• the effect of random sampling variability in relation to the PDF and CDF.

When all of the graphics are requested,

• the first graph illustrates the use of the inverse-CDF technique by graphing the population CDF and the transformation of the random numbers to random variates,

• the second graph illustrates the effect of random sampling variability by graphing the population PDF and the histogram associated with the random variates, and

• the third graph illustrates effect of random sampling variability by graphing the population CDF and the empirical CDF associated with the random variates.

All aspects of the random variate generation algorithm are output in red by default, which can be changed by specifying sampleColor. All aspects of the population distribution are output in gray by default, which can be changed by specifying populationColor.

The F distribution with df1 = n_1 and df2 = n_2 degrees of freedom has density

f(x) = \frac {\Gamma(n_1/2 + n_2/2)} {\Gamma(n_1/2) \ \Gamma(n_2/2)} \left( \frac{n_1}{n_2} \right)^{n_1/2} x^{n_1/2 - 1} \left( 1 + \frac{n_1x}{n_2} \right) ^ {-(n_1 + n_2)/2}

for x > 0.

The algorithm for generating random variates from the FALSE distribution is synchronized (one random variate for each random number) and monotone in u. This means that the variates generated here might be useful in some variance reduction techniques used in Monte Carlo and discrete-event simulation.

Values from the u vector are plotted in the cdf plot along the vertical axis as colored dots. A horizontal, dashed, colored line extends from the dot to the population cdf. At the intersection, a vertical, dashed colored line extends downward to the horizontal axis, where a second colored dot, denoting the associated FALSE random variate is plotted.

This is not a particularly fast variate generation algorithm because it uses the base R qf function to invert the values contained in u.

All of the elements of the u vector must be between 0 and 1. Alternatively, u can be NULL in which case plot(s) of the theoretical PDF and cdf are displayed according to plotting parameter values (defaulting to display of both the PDF and cdf).

The show parameter can be used as a shortcut way to denote plots to display. The argument to show can be either:

• a binary vector of length three, where the entries from left to right correspond to showCDF, showPDF, and showECDF, respectively. For each entry, a 1 indicates the plot should be displayed, and a 0 indicates the plot should be suppressed.

• an integer in [0,7] interpreted similar to the Unix chmod command. That is, the integer's binary representation can be transformed into a length-three vector discussed above (e.g., 6 corresponds to c(1,1,0)). See examples.

Any valid value for show takes precedence over existing individual values for showCDF, showPDF, and showECDF.

If respectLayout is TRUE, the function respects existing settings for device layout. Note, however, that if the number of plots requested (either via show or via showCDF, showPMF, and showECDF) exceeds the number of plots available in the current layout (as determined by prod(par("mfrow"))), the function will display all requested plots but will also display a warning message indicating that the current layout does not permit simultaneous viewing of all requested plots. The most recent plot with this attribute can be further annotated after the call.

If respectLayout is FALSE, any existing user settings for device layout are ignored. That is, the function uses par to explicitly set mfrow sufficient to show all requested plots stacked vertically to align their horizontal axes, and then resets row, column, and margin settings to their prior state on exit.

The minPlotQuantile and maxPlotQuantile arguments are present in order to compress the plots horizontally. The random variates generated are not impacted by these two arguments. Vertical, dotted, black lines are plotted at the associated quantiles on the plots.

plotDelay can be used to slow down or halt the variate generation for classroom explanation.

In the plot associated with the PDF, the maximum plotting height is associated with 125\ that extends above this limit will have three dots appearing above it.

Value

A vector of FALSE random variates

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

See Also

stats::rf

stats::runif, simEd::vunif

Examples

 ifd(0.5, df1 = 1, df2 = 2, ncp = 10)

 set.seed(8675309)
 ifd(runif(10), 5, 5, showPDF = TRUE)

 set.seed(8675309)
 ifd(runif(10), 5, 5, showECDF = TRUE)

 set.seed(8675309)
 ifd(runif(10), 5, 5, showPDF = TRUE, showECDF = TRUE, sampleColor = "blue3")

 set.seed(8675309)
 ifd(runif(10), 5, 5, showPDF = TRUE, showCDF = FALSE)

 ifd(runif(100), 5, 5, showPDF = TRUE, minPlotQuantile = 0.02, maxPlotQuantile = 0.98)

 # plot the PDF and CDF without any variates
 ifd(NULL, 5, 5, showPDF = TRUE, showCDF = TRUE)

 # plot CDF with inversion and PDF using show
 ifd(runif(10), 5, 5, show = c(1,1,0))
 ifd(runif(10), 5, 5, show = 6)

 # plot CDF with inversion and ECDF using show, using vunif
 ifd(vunif(10), 5, 5, show = c(1,0,1))
 ifd(vunif(10), 5, 5, show = 5)

 # plot CDF with inversion, PDF, and ECDF using show
 ifd(vunif(10), 5, 5, show = c(1,1,1))
 ifd(vunif(10), 5, 5, show = 7)

 # plot three different CDF+PDF+ECDF horizontal displays,
 # with title only on the first display
 oldpar <- par(no.readonly = TRUE)
 par(mfrow = c(3,3))  # 3 rows, 3 cols, filling rows before columns
 set.seed(8675309)
 ifd(runif(20), 5, 5, show = 7, respectLayout = TRUE, restorePar = FALSE)
 ifd(runif(20), 5, 5, show = 7, respectLayout = TRUE, restorePar = FALSE, showTitle = FALSE)
 ifd(runif(20), 5, 5, show = 7, respectLayout = TRUE, restorePar = TRUE,  showTitle = FALSE)
 par(oldpar)

 # display animation of all components
 ifd(runif(10), 5, 5, show = 7, plotDelay = 0.1)

 # display animation of CDF and PDF components only
 ifd(runif(10), 5, 5, show = 5, plotDelay = 0.1)

 if (interactive()) {
   # interactive -- pause at each stage of inversion
   ifd(runif(10), 5, 5, show = 7, plotDelay = -1)
 }

Visualization of Random Variate Generation for the Gamma Distribution

Description

Generates random variates from the Gamma distribution by inversion. Optionally graphs the population cumulative distribution function and associated random variates, the population probability density function and a histogram of the random variates, and the empirical cumulative distribution function versus the population cumulative distribution function.

Usage

igamma(
  u = runif(1),
  shape,
  rate = 1,
  scale = 1/rate,
  minPlotQuantile = 0,
  maxPlotQuantile = 0.95,
  plot = TRUE,
  showCDF = TRUE,
  showPDF = TRUE,
  showECDF = TRUE,
  show = NULL,
  maxInvPlotted = 50,
  plotDelay = 0,
  sampleColor = "red3",
  populationColor = "grey",
  showTitle = TRUE,
  respectLayout = FALSE,
  restorePar = TRUE,
  ...
)

Arguments

Details

Generates random variates from the Gamma distribution, and optionally, illustrates

• the use of the inverse-CDF technique,

• the effect of random sampling variability in relation to the PDF and CDF.

When all of the graphics are requested,

• the first graph illustrates the use of the inverse-CDF technique by graphing the population CDF and the transformation of the random numbers to random variates,

• the second graph illustrates the effect of random sampling variability by graphing the population PDF and the histogram associated with the random variates, and

• the third graph illustrates effect of random sampling variability by graphing the population CDF and the empirical CDF associated with the random variates.

All aspects of the random variate generation algorithm are output in red by default, which can be changed by specifying sampleColor. All aspects of the population distribution are output in gray by default, which can be changed by specifying populationColor.

The gamma distribution with parameters \code{shape} = \eqn{a} and
\code{scale} = \eqn{s} has density

     \deqn{f(x) = \frac{1}{s^a\, \Gamma(a)} x^{a-1} e^{-x/s}}{
               f(x) = 1/(s^a Gamma(a)) x^(a-1) e^(-x/s)}

for \eqn{x \ge 0}, \eqn{a > 0}, and \eqn{s > 0}.
(Here \eqn{\Gamma(a)}{Gamma(a)} is the function implemented by
R's \code{\link[base:Special]{gamma}()} and defined in its help.)

The population mean and variance are \eqn{E(X) = as}
and \eqn{Var(X) = as^2}.

The algorithm for generating random variates from the gamma distribution is synchronized (one random variate for each random number) and monotone in u. This means that the variates generated here might be useful in some variance reduction techniques used in Monte Carlo and discrete-event simulation.

Values from the u vector are plotted in the cdf plot along the vertical axis as colored dots. A horizontal, dashed, colored line extends from the dot to the population cdf. At the intersection, a vertical, dashed colored line extends downward to the horizontal axis, where a second colored dot, denoting the associated gamma random variate is plotted.

This is not a particularly fast variate generation algorithm because it uses the base R qgamma function to invert the values contained in u.

All of the elements of the u vector must be between 0 and 1. Alternatively, u can be NULL in which case plot(s) of the theoretical PDF and cdf are displayed according to plotting parameter values (defaulting to display of both the PDF and cdf).

The show parameter can be used as a shortcut way to denote plots to display. The argument to show can be either:

• a binary vector of length three, where the entries from left to right correspond to showCDF, showPDF, and showECDF, respectively. For each entry, a 1 indicates the plot should be displayed, and a 0 indicates the plot should be suppressed.

• an integer in [0,7] interpreted similar to the Unix chmod command. That is, the integer's binary representation can be transformed into a length-three vector discussed above (e.g., 6 corresponds to c(1,1,0)). See examples.

Any valid value for show takes precedence over existing individual values for showCDF, showPDF, and showECDF.

If respectLayout is TRUE, the function respects existing settings for device layout. Note, however, that if the number of plots requested (either via show or via showCDF, showPMF, and showECDF) exceeds the number of plots available in the current layout (as determined by prod(par("mfrow"))), the function will display all requested plots but will also display a warning message indicating that the current layout does not permit simultaneous viewing of all requested plots. The most recent plot with this attribute can be further annotated after the call.

If respectLayout is FALSE, any existing user settings for device layout are ignored. That is, the function uses par to explicitly set mfrow sufficient to show all requested plots stacked vertically to align their horizontal axes, and then resets row, column, and margin settings to their prior state on exit.

The minPlotQuantile and maxPlotQuantile arguments are present in order to compress the plots horizontally. The random variates generated are not impacted by these two arguments. Vertical, dotted, black lines are plotted at the associated quantiles on the plots.

plotDelay can be used to slow down or halt the variate generation for classroom explanation.

In the plot associated with the PDF, the maximum plotting height is associated with 125\ that extends above this limit will have three dots appearing above it.

Value

A vector of Gamma random variates

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

See Also

stats::rgamma

stats::runif, simEd::vunif

Examples

 igamma(0.5, shape = 5, scale = 3)

 set.seed(8675309)
 igamma(runif(10), 3, 2, showPDF = TRUE)

 set.seed(8675309)
 igamma(runif(10), 3, 2, showECDF = TRUE)

 set.seed(8675309)
 igamma(runif(10), 3, 2, showPDF = TRUE, showECDF = TRUE, sampleColor = "blue3")

 set.seed(8675309)
 igamma(runif(10), 3, 2, showPDF = TRUE, showCDF = FALSE)

 igamma(runif(100), 3, 2, showPDF = TRUE, minPlotQuantile = 0.02, maxPlotQuantile = 0.98)

 # plot the PDF and CDF without any variates
 igamma(NULL, 3, 2, showPDF = TRUE, showCDF = TRUE)

 # plot CDF with inversion and PDF using show
 igamma(runif(10), 3, 2, show = c(1,1,0))
 igamma(runif(10), 3, 2, show = 6)

 # plot CDF with inversion and ECDF using show, using vunif
 igamma(vunif(10), 3, 2, show = c(1,0,1))
 igamma(vunif(10), 3, 2, show = 5)

 # plot CDF with inversion, PDF, and ECDF using show
 igamma(vunif(10), 3, 2, show = c(1,1,1))
 igamma(vunif(10), 3, 2, show = 7)

 # plot three different CDF+PDF+ECDF horizontal displays,
 # with title only on the first display
 oldpar <- par(no.readonly = TRUE)
 par(mfrow = c(3,3))  # 3 rows, 3 cols, filling rows before columns
 set.seed(8675309)
 igamma(runif(20), 3, 2, show = 7, respectLayout = TRUE, restorePar = FALSE)
 igamma(runif(20), 3, 2, show = 7, respectLayout = TRUE, restorePar = FALSE, showTitle = FALSE)
 igamma(runif(20), 3, 2, show = 7, respectLayout = TRUE, restorePar = TRUE,  showTitle = FALSE)
 par(oldpar)

 # display animation of all components
 igamma(runif(10), 3, 2, show = 7, plotDelay = 0.1)

 # display animation of CDF and PDF components only
 igamma(runif(10), 3, 2, show = 5, plotDelay = 0.1)

 if (interactive()) {
   # interactive -- pause at each stage of inversion
   igamma(runif(10), 3, 2, show = 7, plotDelay = -1)
 }

  # overlay visual exploration of ks.test results
  oldpar <- par(no.readonly = TRUE)
  set.seed(54321)
  vals <- igamma(runif(10), 3, 2, showECDF = TRUE, restorePar = FALSE)
  D <- as.numeric(ks.test(vals, "pgamma", 3, 2)$statistic)
  for (x in seq(1.20, 1.60, by = 0.05)) {
    y <- pgamma(x, 3, 2)
    segments(x, y, x, y + D, col = "darkgreen", lwd = 2, xpd = NA)
  }
  par(oldpar) # restore original par values, since restorePar = FALSE above

Visualization of Random Variate Generation for the Geometric Distribution

Description

Generates random variates from the Geometric distribution by inversion. Optionally graphs the population cumulative distribution function and associated random variates, the population probability mass function and a histogram of the random variates, and the empirical cumulative distribution function versus the population cumulative distribution function.

Usage

igeom(
  u = runif(1),
  prob,
  minPlotQuantile = 0,
  maxPlotQuantile = 0.95,
  plot = TRUE,
  showCDF = TRUE,
  showPMF = TRUE,
  showECDF = TRUE,
  show = NULL,
  maxInvPlotted = 50,
  plotDelay = 0,
  sampleColor = "red3",
  populationColor = "grey",
  showTitle = TRUE,
  respectLayout = FALSE,
  restorePar = TRUE,
  ...
)

Arguments

Details

Generates random variates from the Geometric distribution, and optionally, illustrates

• the use of the inverse-CDF technique,

• the effect of random sampling variability in relation to the PMF and CDF.

When all of the graphics are requested,

• the first graph illustrates the use of the inverse-CDF technique by graphing the population CDF and the transformation of the random numbers to random variates,

• the second graph illustrates the effect of random sampling variability by graphing the population PMF and the histogram associated with the random variates, and

• the third graph illustrates effect of random sampling variability by graphing the population CDF and the empirical CDF associated with the random variates.

All aspects of the random variate generation algorithm are output in red by default, which can be changed by specifying sampleColor. All aspects of the population distribution are output in gray by default, which can be changed by specifying populationColor.

The geometric distribution with parameter prob = p has density

p(x) = p (1-p)^x

for x = 0, 1, 2, \ldots, where 0 < p \le 1.

The algorithm for generating random variates from the geometric distribution is synchronized (one random variate for each random number) and monotone in u. This means that the variates generated here might be useful in some variance reduction techniques used in Monte Carlo and discrete-event simulation.

Values from the u vector are plotted in the cdf plot along the vertical axis as colored dots. A horizontal, dashed, colored line extends from the dot to the population cdf. At the intersection, a vertical, dashed colored line extends downward to the horizontal axis, where a second colored dot, denoting the associated geometric random variate is plotted.

This is not a particularly fast variate generation algorithm because it uses the base R qgeom function to invert the values contained in u.

All of the elements of the u vector must be between 0 and 1. Alternatively, u can be NULL in which case plot(s) of the theoretical PMF and cdf are displayed according to plotting parameter values (defaulting to display of both the PMF and cdf).

The show parameter can be used as a shortcut way to denote plots to display. The argument to show can be either:

• a binary vector of length three, where the entries from left to right correspond to showCDF, showPMF, and showECDF, respectively. For each entry, a 1 indicates the plot should be displayed, and a 0 indicates the plot should be suppressed.

• an integer in [0,7] interpreted similar to the Unix chmod command. That is, the integer's binary representation can be transformed into a length-three vector discussed above (e.g., 6 corresponds to c(1,1,0)). See examples.

Any valid value for show takes precedence over existing individual values for showCDF, showPMF, and showECDF.

If respectLayout is TRUE, the function respects existing settings for device layout. Note, however, that if the number of plots requested (either via show or via showCDF, showPMF, and showECDF) exceeds the number of plots available in the current layout (as determined by prod(par("mfrow"))), the function will display all requested plots but will also display a warning message indicating that the current layout does not permit simultaneous viewing of all requested plots. The most recent plot with this attribute can be further annotated after the call.

If respectLayout is FALSE, any existing user settings for device layout are ignored. That is, the function uses par to explicitly set mfrow sufficient to show all requested plots stacked vertically to align their horizontal axes, and then resets row, column, and margin settings to their prior state on exit.

The minPlotQuantile and maxPlotQuantile arguments are present in order to compress the plots horizontally. The random variates generated are not impacted by these two arguments. Vertical, dotted, black lines are plotted at the associated quantiles on the plots.

plotDelay can be used to slow down or halt the variate generation for classroom explanation.

In the plot associated with the PMF, the maximum plotting height is associated with 125\ that extends above this limit will have three dots appearing above it.

Value

A vector of Geometric random variates

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

See Also

stats::rgeom

stats::runif, simEd::vunif

Examples

 igeom(0.5, prob = 0.25)

 set.seed(8675309)
 igeom(runif(10), 0.4, showPMF = TRUE)

 set.seed(8675309)
 igeom(runif(10), 0.4, showECDF = TRUE)

 set.seed(8675309)
 igeom(runif(10), 0.4, showPMF = TRUE, showECDF = TRUE, sampleColor = "blue3")

 set.seed(8675309)
 igeom(runif(10), 0.4, showPMF = TRUE, showCDF = FALSE)

 igeom(runif(100), 0.4, showPMF = TRUE, minPlotQuantile = 0.02, maxPlotQuantile = 0.98)

 # plot the PMF and CDF without any variates
 igeom(NULL, 0.4, showPMF = TRUE, showCDF = TRUE)

 # plot CDF with inversion and PMF using show
 igeom(runif(10), 0.4, show = c(1,1,0))
 igeom(runif(10), 0.4, show = 6)

 # plot CDF with inversion and ECDF using show, using vunif
 igeom(vunif(10), 0.4, show = c(1,0,1))
 igeom(vunif(10), 0.4, show = 5)

 # plot CDF with inversion, PMF, and ECDF using show
 igeom(vunif(10), 0.4, show = c(1,1,1))
 igeom(vunif(10), 0.4, show = 7)

 # plot three different CDF+PMF+ECDF horizontal displays,
 # with title only on the first display
 oldpar <- par(no.readonly = TRUE)
 par(mfrow = c(3,3))  # 3 rows, 3 cols, filling rows before columns
 set.seed(8675309)
 igeom(runif(20), 0.4, show = 7, respectLayout = TRUE, restorePar = FALSE)
 igeom(runif(20), 0.4, show = 7, respectLayout = TRUE, restorePar = FALSE, showTitle = FALSE)
 igeom(runif(20), 0.4, show = 7, respectLayout = TRUE, restorePar = TRUE,  showTitle = FALSE)
 par(oldpar)

 # display animation of all components
 igeom(runif(10), 0.4, show = 7, plotDelay = 0.1)

 # display animation of CDF and PMF components only
 igeom(runif(10), 0.4, show = 5, plotDelay = 0.1)

 if (interactive()) {
   # interactive -- pause at each stage of inversion
   igeom(runif(10), 0.4, show = 7, plotDelay = -1)
 }

Visualization of Random Variate Generation for the Log-Normal Distribution

Description

Generates random variates from the Log-Normal distribution by inversion. Optionally graphs the population cumulative distribution function and associated random variates, the population probability density function and a histogram of the random variates, and the empirical cumulative distribution function versus the population cumulative distribution function.

Usage

ilnorm(
  u = runif(1),
  meanlog = 0,
  sdlog = 1,
  minPlotQuantile = 0,
  maxPlotQuantile = 0.95,
  plot = TRUE,
  showCDF = TRUE,
  showPDF = TRUE,
  showECDF = TRUE,
  show = NULL,
  maxInvPlotted = 50,
  plotDelay = 0,
  sampleColor = "red3",
  populationColor = "grey",
  showTitle = TRUE,
  respectLayout = FALSE,
  restorePar = TRUE,
  ...
)

Arguments

Details

Generates random variates from the Log-Normal distribution, and optionally, illustrates

• the use of the inverse-CDF technique,

• the effect of random sampling variability in relation to the PDF and CDF.

When all of the graphics are requested,

• the first graph illustrates the use of the inverse-CDF technique by graphing the population CDF and the transformation of the random numbers to random variates,

• the second graph illustrates the effect of random sampling variability by graphing the population PDF and the histogram associated with the random variates, and

• the third graph illustrates effect of random sampling variability by graphing the population CDF and the empirical CDF associated with the random variates.

All aspects of the random variate generation algorithm are output in red by default, which can be changed by specifying sampleColor. All aspects of the population distribution are output in gray by default, which can be changed by specifying populationColor.

The log-normal distribution has density

\deqn{f(x) = \frac{1}{\sqrt{2 \pi} \sigma x}
                 e^{-(\log{x} - \mu)^2 / (2 \sigma^2)} }{
          f(x) = 1/(\sqrt(2 \pi) \sigma x) e^-((log x - \mu)^2 / (2 \sigma^2))}

where \mu and \sigma are the mean and standard deviation of the logarithm.

The mean is E(X) = \exp(\mu + 1/2 \sigma^2), the median is med(X) = \exp(\mu), and the variance is Var(X) = \exp(2\times \mu +\sigma^2)\times (\exp(\sigma^2)-1) and hence the coefficient of variation is sqrt(\exp(\sigma^2)-1) which is approximately \sigma when small (e.g., \sigma < 1/2).

The algorithm for generating random variates from the log-normal distribution is synchronized (one random variate for each random number) and monotone in u. This means that the variates generated here might be useful in some variance reduction techniques used in Monte Carlo and discrete-event simulation.

Values from the u vector are plotted in the cdf plot along the vertical axis as colored dots. A horizontal, dashed, colored line extends from the dot to the population cdf. At the intersection, a vertical, dashed colored line extends downward to the horizontal axis, where a second colored dot, denoting the associated log-normal random variate is plotted.

This is not a particularly fast variate generation algorithm because it uses the base R qlnorm function to invert the values contained in u.

All of the elements of the u vector must be between 0 and 1. Alternatively, u can be NULL in which case plot(s) of the theoretical PDF and cdf are displayed according to plotting parameter values (defaulting to display of both the PDF and cdf).

The show parameter can be used as a shortcut way to denote plots to display. The argument to show can be either:

• a binary vector of length three, where the entries from left to right correspond to showCDF, showPDF, and showECDF, respectively. For each entry, a 1 indicates the plot should be displayed, and a 0 indicates the plot should be suppressed.

• an integer in [0,7] interpreted similar to the Unix chmod command. That is, the integer's binary representation can be transformed into a length-three vector discussed above (e.g., 6 corresponds to c(1,1,0)). See examples.

Any valid value for show takes precedence over existing individual values for showCDF, showPDF, and showECDF.

If respectLayout is TRUE, the function respects existing settings for device layout. Note, however, that if the number of plots requested (either via show or via showCDF, showPMF, and showECDF) exceeds the number of plots available in the current layout (as determined by prod(par("mfrow"))), the function will display all requested plots but will also display a warning message indicating that the current layout does not permit simultaneous viewing of all requested plots. The most recent plot with this attribute can be further annotated after the call.

If respectLayout is FALSE, any existing user settings for device layout are ignored. That is, the function uses par to explicitly set mfrow sufficient to show all requested plots stacked vertically to align their horizontal axes, and then resets row, column, and margin settings to their prior state on exit.

The minPlotQuantile and maxPlotQuantile arguments are present in order to compress the plots horizontally. The random variates generated are not impacted by these two arguments. Vertical, dotted, black lines are plotted at the associated quantiles on the plots.

plotDelay can be used to slow down or halt the variate generation for classroom explanation.

In the plot associated with the PDF, the maximum plotting height is associated with 125\ that extends above this limit will have three dots appearing above it.

Value

A vector of Log-Normal random variates

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

See Also

stats::rlnorm

stats::runif, simEd::vunif

Examples

 ilnorm(0.5, meanlog = 5, sdlog = 0.5)

 set.seed(8675309)
 ilnorm(runif(10), 8, 2, showPDF = TRUE)

 set.seed(8675309)
 ilnorm(runif(10), 8, 2, showECDF = TRUE)

 set.seed(8675309)
 ilnorm(runif(10), 8, 2, showPDF = TRUE, showECDF = TRUE, sampleColor = "blue3")

 set.seed(8675309)
 ilnorm(runif(10), 8, 2, showPDF = TRUE, showCDF = FALSE)

 ilnorm(runif(100), 8, 2, showPDF = TRUE, minPlotQuantile = 0.02, maxPlotQuantile = 0.98)

 # plot the PDF and CDF without any variates
 ilnorm(NULL, 8, 2, showPDF = TRUE, showCDF = TRUE)

 # plot CDF with inversion and PDF using show
 ilnorm(runif(10), 8, 2, show = c(1,1,0))
 ilnorm(runif(10), 8, 2, show = 6)

 # plot CDF with inversion and ECDF using show, using vunif
 ilnorm(vunif(10), 8, 2, show = c(1,0,1))
 ilnorm(vunif(10), 8, 2, show = 5)

 # plot CDF with inversion, PDF, and ECDF using show
 ilnorm(vunif(10), 8, 2, show = c(1,1,1))
 ilnorm(vunif(10), 8, 2, show = 7)

 # plot three different CDF+PDF+ECDF horizontal displays,
 # with title only on the first display
 oldpar <- par(no.readonly = TRUE)
 par(mfrow = c(3,3))  # 3 rows, 3 cols, filling rows before columns
 set.seed(8675309)
 ilnorm(runif(20), 8, 2, show = 7, respectLayout = TRUE, restorePar = FALSE)
 ilnorm(runif(20), 8, 2, show = 7, respectLayout = TRUE, restorePar = FALSE, showTitle = FALSE)
 ilnorm(runif(20), 8, 2, show = 7, respectLayout = TRUE, restorePar = TRUE,  showTitle = FALSE)
 par(oldpar)

 # display animation of all components
 ilnorm(runif(10), 8, 2, show = 7, plotDelay = 0.1)

 # display animation of CDF and PDF components only
 ilnorm(runif(10), 8, 2, show = 5, plotDelay = 0.1)

 if (interactive()) {
   # interactive -- pause at each stage of inversion
   ilnorm(runif(10), 8, 2, show = 7, plotDelay = -1)
 }

Visualization of Random Variate Generation for the Logistic Distribution

Description

Generates random variates from the Logistic distribution by inversion. Optionally graphs the population cumulative distribution function and associated random variates, the population probability density function and a histogram of the random variates, and the empirical cumulative distribution function versus the population cumulative distribution function.

Usage

ilogis(
  u = runif(1),
  location = 0,
  scale = 1,
  minPlotQuantile = 0.01,
  maxPlotQuantile = 0.99,
  plot = TRUE,
  showCDF = TRUE,
  showPDF = TRUE,
  showECDF = TRUE,
  show = NULL,
  maxInvPlotted = 50,
  plotDelay = 0,
  sampleColor = "red3",
  populationColor = "grey",
  showTitle = TRUE,
  respectLayout = FALSE,
  restorePar = TRUE,
  ...
)

Arguments

Details

Generates random variates from the Logistic distribution, and optionally, illustrates

• the use of the inverse-CDF technique,

• the effect of random sampling variability in relation to the PDF and CDF.

When all of the graphics are requested,

• the first graph illustrates the use of the inverse-CDF technique by graphing the population CDF and the transformation of the random numbers to random variates,

• the second graph illustrates the effect of random sampling variability by graphing the population PDF and the histogram associated with the random variates, and

• the third graph illustrates effect of random sampling variability by graphing the population CDF and the empirical CDF associated with the random variates.

All aspects of the random variate generation algorithm are output in red by default, which can be changed by specifying sampleColor. All aspects of the population distribution are output in gray by default, which can be changed by specifying populationColor.

The logistic distribution with location = \mu and scale = \sigma has distribution function

F(x) = \frac{1}{1 + e^{-(x - \mu) / \sigma}}

and density

f(x) = \frac{1}{\sigma} \frac{e^{(x-\mu)/\sigma}} {(1 + e^{(x-\mu)/\sigma})^2}

It is a long-tailed distribution with mean \mu and variance \pi^2 / 3 \sigma^2.

The algorithm for generating random variates from the logistic distribution is synchronized (one random variate for each random number) and monotone in u. This means that the variates generated here might be useful in some variance reduction techniques used in Monte Carlo and discrete-event simulation.

Values from the u vector are plotted in the cdf plot along the vertical axis as colored dots. A horizontal, dashed, colored line extends from the dot to the population cdf. At the intersection, a vertical, dashed colored line extends downward to the horizontal axis, where a second colored dot, denoting the associated logistic random variate is plotted.

This is not a particularly fast variate generation algorithm because it uses the base R qlogis function to invert the values contained in u.

All of the elements of the u vector must be between 0 and 1. Alternatively, u can be NULL in which case plot(s) of the theoretical PDF and cdf are displayed according to plotting parameter values (defaulting to display of both the PDF and cdf).

The show parameter can be used as a shortcut way to denote plots to display. The argument to show can be either:

• a binary vector of length three, where the entries from left to right correspond to showCDF, showPDF, and showECDF, respectively. For each entry, a 1 indicates the plot should be displayed, and a 0 indicates the plot should be suppressed.

• an integer in [0,7] interpreted similar to the Unix chmod command. That is, the integer's binary representation can be transformed into a length-three vector discussed above (e.g., 6 corresponds to c(1,1,0)). See examples.

Any valid value for show takes precedence over existing individual values for showCDF, showPDF, and showECDF.

If respectLayout is TRUE, the function respects existing settings for device layout. Note, however, that if the number of plots requested (either via show or via showCDF, showPMF, and showECDF) exceeds the number of plots available in the current layout (as determined by prod(par("mfrow"))), the function will display all requested plots but will also display a warning message indicating that the current layout does not permit simultaneous viewing of all requested plots. The most recent plot with this attribute can be further annotated after the call.

If respectLayout is FALSE, any existing user settings for device layout are ignored. That is, the function uses par to explicitly set mfrow sufficient to show all requested plots stacked vertically to align their horizontal axes, and then resets row, column, and margin settings to their prior state on exit.

The minPlotQuantile and maxPlotQuantile arguments are present in order to compress the plots horizontally. The random variates generated are not impacted by these two arguments. Vertical, dotted, black lines are plotted at the associated quantiles on the plots.

plotDelay can be used to slow down or halt the variate generation for classroom explanation.

In the plot associated with the PDF, the maximum plotting height is associated with 125\ that extends above this limit will have three dots appearing above it.

Value

A vector of Logistic random variates

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

See Also

stats::rlogis

stats::runif, simEd::vunif

Examples

 ilogis(0.5, location = 5, scale = 0.5)

 set.seed(8675309)
 ilogis(runif(10), 5, 1.5, showPDF = TRUE)

 set.seed(8675309)
 ilogis(runif(10), 5, 1.5, showECDF = TRUE)

 set.seed(8675309)
 ilogis(runif(10), 5, 1.5, showPDF = TRUE, showECDF = TRUE, sampleColor = "blue3")

 set.seed(8675309)
 ilogis(runif(10), 5, 1.5, showPDF = TRUE, showCDF = FALSE)

 ilogis(runif(100), 5, 1.5, showPDF = TRUE, minPlotQuantile = 0.02, maxPlotQuantile = 0.98)

 # plot the PDF and CDF without any variates
 ilogis(NULL, 5, 1.5, showPDF = TRUE, showCDF = TRUE)

 # plot CDF with inversion and PDF using show
 ilogis(runif(10), 5, 1.5, show = c(1,1,0))
 ilogis(runif(10), 5, 1.5, show = 6)

 # plot CDF with inversion and ECDF using show, using vunif
 ilogis(vunif(10), 5, 1.5, show = c(1,0,1))
 ilogis(vunif(10), 5, 1.5, show = 5)

 # plot CDF with inversion, PDF, and ECDF using show
 ilogis(vunif(10), 5, 1.5, show = c(1,1,1))
 ilogis(vunif(10), 5, 1.5, show = 7)

 # plot three different CDF+PDF+ECDF horizontal displays,
 # with title only on the first display
 oldpar <- par(no.readonly = TRUE)
 par(mfrow = c(3,3))  # 3 rows, 3 cols, filling rows before columns
 set.seed(8675309)
 ilogis(runif(20), 5, 1.5, show = 7, respectLayout = TRUE, restorePar = FALSE)
 ilogis(runif(20), 5, 1.5, show = 7, respectLayout = TRUE, restorePar = FALSE, showTitle = FALSE)
 ilogis(runif(20), 5, 1.5, show = 7, respectLayout = TRUE, restorePar = TRUE,  showTitle = FALSE)
 par(oldpar)

 # display animation of all components
 ilogis(runif(10), 5, 1.5, show = 7, plotDelay = 0.1)

 # display animation of CDF and PDF components only
 ilogis(runif(10), 5, 1.5, show = 5, plotDelay = 0.1)

 if (interactive()) {
   # interactive -- pause at each stage of inversion
   ilogis(runif(10), 5, 1.5, show = 7, plotDelay = -1)
 }

Visualization of Random Variate Generation for the Negative Binomial Distribution

Description

Generates random variates from the Negative Binomial distribution by inversion. Optionally graphs the population cumulative distribution function and associated random variates, the population probability mass function and a histogram of the random variates, and the empirical cumulative distribution function versus the population cumulative distribution function.

Usage

inbinom(
  u = runif(1),
  size,
  prob,
  mu,
  minPlotQuantile = 0,
  maxPlotQuantile = 0.95,
  plot = TRUE,
  showCDF = TRUE,
  showPMF = TRUE,
  showECDF = TRUE,
  show = NULL,
  maxInvPlotted = 50,
  plotDelay = 0,
  sampleColor = "red3",
  populationColor = "grey",
  showTitle = TRUE,
  respectLayout = FALSE,
  restorePar = TRUE,
  ...
)

Arguments

Details

Generates random variates from the Negative Binomial distribution, and optionally, illustrates

• the use of the inverse-CDF technique,

• the effect of random sampling variability in relation to the PMF and CDF.

When all of the graphics are requested,

• the first graph illustrates the use of the inverse-CDF technique by graphing the population CDF and the transformation of the random numbers to random variates,

• the second graph illustrates the effect of random sampling variability by graphing the population PMF and the histogram associated with the random variates, and

• the third graph illustrates effect of random sampling variability by graphing the population CDF and the empirical CDF associated with the random variates.

All aspects of the random variate generation algorithm are output in red by default, which can be changed by specifying sampleColor. All aspects of the population distribution are output in gray by default, which can be changed by specifying populationColor.

The negative binomial distribution with size = n and prob = p has density

      \deqn{p(x) = \frac{\Gamma(x+n)}{\Gamma(n) \ x!} p^n (1-p)^x}{
                p(x) = Gamma(x+n)/(Gamma(n) x!) p^n (1-p)^x}

for x = 0, 1, 2, \ldots, n > 0 and 0 < p \leq 1. This represents the number of failures which occur in a sequence of Bernoulli trials before a target number of successes is reached.

The mean is \mu = n(1 - p)/p and variance n(1 - p)/p^2

The algorithm for generating random variates from the negative binomial distribution is synchronized (one random variate for each random number) and monotone in u. This means that the variates generated here might be useful in some variance reduction techniques used in Monte Carlo and discrete-event simulation.

Values from the u vector are plotted in the cdf plot along the vertical axis as colored dots. A horizontal, dashed, colored line extends from the dot to the population cdf. At the intersection, a vertical, dashed colored line extends downward to the horizontal axis, where a second colored dot, denoting the associated negative binomial random variate is plotted.

This is not a particularly fast variate generation algorithm because it uses the base R qnbinom function to invert the values contained in u.

All of the elements of the u vector must be between 0 and 1. Alternatively, u can be NULL in which case plot(s) of the theoretical PMF and cdf are displayed according to plotting parameter values (defaulting to display of both the PMF and cdf).

The show parameter can be used as a shortcut way to denote plots to display. The argument to show can be either:

• a binary vector of length three, where the entries from left to right correspond to showCDF, showPMF, and showECDF, respectively. For each entry, a 1 indicates the plot should be displayed, and a 0 indicates the plot should be suppressed.

• an integer in [0,7] interpreted similar to the Unix chmod command. That is, the integer's binary representation can be transformed into a length-three vector discussed above (e.g., 6 corresponds to c(1,1,0)). See examples.

Any valid value for show takes precedence over existing individual values for showCDF, showPMF, and showECDF.

If respectLayout is TRUE, the function respects existing settings for device layout. Note, however, that if the number of plots requested (either via show or via showCDF, showPMF, and showECDF) exceeds the number of plots available in the current layout (as determined by prod(par("mfrow"))), the function will display all requested plots but will also display a warning message indicating that the current layout does not permit simultaneous viewing of all requested plots. The most recent plot with this attribute can be further annotated after the call.

If respectLayout is FALSE, any existing user settings for device layout are ignored. That is, the function uses par to explicitly set mfrow sufficient to show all requested plots stacked vertically to align their horizontal axes, and then resets row, column, and margin settings to their prior state on exit.

The minPlotQuantile and maxPlotQuantile arguments are present in order to compress the plots horizontally. The random variates generated are not impacted by these two arguments. Vertical, dotted, black lines are plotted at the associated quantiles on the plots.

plotDelay can be used to slow down or halt the variate generation for classroom explanation.

In the plot associated with the PMF, the maximum plotting height is associated with 125\ that extends above this limit will have three dots appearing above it.

Value

A vector of Negative Binomial random variates

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

See Also

stats::rnbinom

stats::runif, simEd::vunif

Examples

 inbinom(0.5, size = 10, mu = 10)

 set.seed(8675309)
 inbinom(runif(10), 10, 0.25, showPMF = TRUE)

 set.seed(8675309)
 inbinom(runif(10), 10, 0.25, showECDF = TRUE)

 set.seed(8675309)
 inbinom(runif(10), 10, 0.25, showPMF = TRUE, showECDF = TRUE, sampleColor = "blue3")

 set.seed(8675309)
 inbinom(runif(10), 10, 0.25, showPMF = TRUE, showCDF = FALSE)

 inbinom(runif(100), 10, 0.25, showPMF = TRUE, minPlotQuantile = 0.02, maxPlotQuantile = 0.98)

 # plot the PMF and CDF without any variates
 inbinom(NULL, 10, 0.25, showPMF = TRUE, showCDF = TRUE)

 # plot CDF with inversion and PMF using show
 inbinom(runif(10), 10, 0.25, show = c(1,1,0))
 inbinom(runif(10), 10, 0.25, show = 6)

 # plot CDF with inversion and ECDF using show, using vunif
 inbinom(vunif(10), 10, 0.25, show = c(1,0,1))
 inbinom(vunif(10), 10, 0.25, show = 5)

 # plot CDF with inversion, PMF, and ECDF using show
 inbinom(vunif(10), 10, 0.25, show = c(1,1,1))
 inbinom(vunif(10), 10, 0.25, show = 7)

 # plot three different CDF+PMF+ECDF horizontal displays,
 # with title only on the first display
 oldpar <- par(no.readonly = TRUE)
 par(mfrow = c(3,3))  # 3 rows, 3 cols, filling rows before columns
 set.seed(8675309)
 inbinom(runif(20), 10, 0.25, show = 7, respectLayout = TRUE, restorePar = FALSE)
 inbinom(runif(20), 10, 0.25, show = 7, respectLayout = TRUE, restorePar = FALSE, showTitle = FALSE)
 inbinom(runif(20), 10, 0.25, show = 7, respectLayout = TRUE, restorePar = TRUE,  showTitle = FALSE)
 par(oldpar)

 # display animation of all components
 inbinom(runif(10), 10, 0.25, show = 7, plotDelay = 0.1)

 # display animation of CDF and PMF components only
 inbinom(runif(10), 10, 0.25, show = 5, plotDelay = 0.1)

 if (interactive()) {
   # interactive -- pause at each stage of inversion
   inbinom(runif(10), 10, 0.25, show = 7, plotDelay = -1)
 }

Visualization of Random Variate Generation for the Normal Distribution

Description

Generates random variates from the Normal distribution by inversion. Optionally graphs the population cumulative distribution function and associated random variates, the population probability density function and a histogram of the random variates, and the empirical cumulative distribution function versus the population cumulative distribution function.

Usage

inorm(
  u = runif(1),
  mean = 0,
  sd = 1,
  minPlotQuantile = 0.01,
  maxPlotQuantile = 0.99,
  plot = TRUE,
  showCDF = TRUE,
  showPDF = TRUE,
  showECDF = TRUE,
  show = NULL,
  maxInvPlotted = 50,
  plotDelay = 0,
  sampleColor = "red3",
  populationColor = "grey",
  showTitle = TRUE,
  respectLayout = FALSE,
  restorePar = TRUE,
  ...
)

Arguments

Details

Generates random variates from the Normal distribution, and optionally, illustrates

• the use of the inverse-CDF technique,

• the effect of random sampling variability in relation to the PDF and CDF.

When all of the graphics are requested,

• the first graph illustrates the use of the inverse-CDF technique by graphing the population CDF and the transformation of the random numbers to random variates,

• the second graph illustrates the effect of random sampling variability by graphing the population PDF and the histogram associated with the random variates, and

• the third graph illustrates effect of random sampling variability by graphing the population CDF and the empirical CDF associated with the random variates.

All aspects of the random variate generation algorithm are output in red by default, which can be changed by specifying sampleColor. All aspects of the population distribution are output in gray by default, which can be changed by specifying populationColor.

The normal distribution has density

 \deqn{f(x) = \frac{1}{\sqrt{2\pi}\sigma} e^{-(x - \mu)^2/(2 \sigma^2)}}{
           f(x) = 1/(\sqrt(2\pi)\sigma) e^(-(x - \mu)^2/(2 \sigma^2))}

for -\infty < x < \infty and \sigma > 0, where \mu is the mean of the distribution and \sigma the standard deviation.

The algorithm for generating random variates from the normal distribution is synchronized (one random variate for each random number) and monotone in u. This means that the variates generated here might be useful in some variance reduction techniques used in Monte Carlo and discrete-event simulation.

Values from the u vector are plotted in the cdf plot along the vertical axis as colored dots. A horizontal, dashed, colored line extends from the dot to the population cdf. At the intersection, a vertical, dashed colored line extends downward to the horizontal axis, where a second colored dot, denoting the associated normal random variate is plotted.

This is not a particularly fast variate generation algorithm because it uses the base R qnorm function to invert the values contained in u.

All of the elements of the u vector must be between 0 and 1. Alternatively, u can be NULL in which case plot(s) of the theoretical PDF and cdf are displayed according to plotting parameter values (defaulting to display of both the PDF and cdf).

The show parameter can be used as a shortcut way to denote plots to display. The argument to show can be either:

• a binary vector of length three, where the entries from left to right correspond to showCDF, showPDF, and showECDF, respectively. For each entry, a 1 indicates the plot should be displayed, and a 0 indicates the plot should be suppressed.

• an integer in [0,7] interpreted similar to the Unix chmod command. That is, the integer's binary representation can be transformed into a length-three vector discussed above (e.g., 6 corresponds to c(1,1,0)). See examples.

Any valid value for show takes precedence over existing individual values for showCDF, showPDF, and showECDF.

If respectLayout is TRUE, the function respects existing settings for device layout. Note, however, that if the number of plots requested (either via show or via showCDF, showPMF, and showECDF) exceeds the number of plots available in the current layout (as determined by prod(par("mfrow"))), the function will display all requested plots but will also display a warning message indicating that the current layout does not permit simultaneous viewing of all requested plots. The most recent plot with this attribute can be further annotated after the call.

If respectLayout is FALSE, any existing user settings for device layout are ignored. That is, the function uses par to explicitly set mfrow sufficient to show all requested plots stacked vertically to align their horizontal axes, and then resets row, column, and margin settings to their prior state on exit.

The minPlotQuantile and maxPlotQuantile arguments are present in order to compress the plots horizontally. The random variates generated are not impacted by these two arguments. Vertical, dotted, black lines are plotted at the associated quantiles on the plots.

plotDelay can be used to slow down or halt the variate generation for classroom explanation.

In the plot associated with the PDF, the maximum plotting height is associated with 125\ that extends above this limit will have three dots appearing above it.

Value

A vector of Normal random variates

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

See Also

stats::rnorm

stats::runif, simEd::vunif

Examples

 inorm(0.5, mean = 3, sd = 1)

 set.seed(8675309)
 inorm(runif(10), 10, 2, showPDF = TRUE)

 set.seed(8675309)
 inorm(runif(10), 10, 2, showECDF = TRUE)

 set.seed(8675309)
 inorm(runif(10), 10, 2, showPDF = TRUE, showECDF = TRUE, sampleColor = "blue3")

 set.seed(8675309)
 inorm(runif(10), 10, 2, showPDF = TRUE, showCDF = FALSE)

 inorm(runif(100), 10, 2, showPDF = TRUE, minPlotQuantile = 0.02, maxPlotQuantile = 0.98)

 # plot the PDF and CDF without any variates
 inorm(NULL, 10, 2, showPDF = TRUE, showCDF = TRUE)

 # plot CDF with inversion and PDF using show
 inorm(runif(10), 10, 2, show = c(1,1,0))
 inorm(runif(10), 10, 2, show = 6)

 # plot CDF with inversion and ECDF using show, using vunif
 inorm(vunif(10), 10, 2, show = c(1,0,1))
 inorm(vunif(10), 10, 2, show = 5)

 # plot CDF with inversion, PDF, and ECDF using show
 inorm(vunif(10), 10, 2, show = c(1,1,1))
 inorm(vunif(10), 10, 2, show = 7)

 # plot three different CDF+PDF+ECDF horizontal displays,
 # with title only on the first display
 oldpar <- par(no.readonly = TRUE)
 par(mfrow = c(3,3))  # 3 rows, 3 cols, filling rows before columns
 set.seed(8675309)
 inorm(runif(20), 10, 2, show = 7, respectLayout = TRUE, restorePar = FALSE)
 inorm(runif(20), 10, 2, show = 7, respectLayout = TRUE, restorePar = FALSE, showTitle = FALSE)
 inorm(runif(20), 10, 2, show = 7, respectLayout = TRUE, restorePar = TRUE,  showTitle = FALSE)
 par(oldpar)

 # display animation of all components
 inorm(runif(10), 10, 2, show = 7, plotDelay = 0.1)

 # display animation of CDF and PDF components only
 inorm(runif(10), 10, 2, show = 5, plotDelay = 0.1)

 if (interactive()) {
   # interactive -- pause at each stage of inversion
   inorm(runif(10), 10, 2, show = 7, plotDelay = -1)
 }

  # overlay visual exploration of ks.test results
  oldpar <- par(no.readonly = TRUE)
  set.seed(54321)
  vals <- inorm(runif(10), 10, 2, showECDF = TRUE, restorePar = FALSE)
  D <- as.numeric(ks.test(vals, "pnorm", 10, 2)$statistic)
  for (x in seq(9.5, 10.5, by = 0.1)) {
    y <- pnorm(x, 10, 2)
    segments(x, y, x, y + D, col = "darkgreen", lwd = 2, xpd = NA)
  }
  par(oldpar) # restore original par values, since restorePar = FALSE above

Visualization of Random Variate Generation for the Poisson Distribution

Description

Generates random variates from the Poisson distribution by inversion. Optionally graphs the population cumulative distribution function and associated random variates, the population probability mass function and a histogram of the random variates, and the empirical cumulative distribution function versus the population cumulative distribution function.

Usage

ipois(
  u = runif(1),
  lambda,
  minPlotQuantile = 0,
  maxPlotQuantile = 0.95,
  plot = TRUE,
  showCDF = TRUE,
  showPMF = TRUE,
  showECDF = TRUE,
  show = NULL,
  maxInvPlotted = 50,
  plotDelay = 0,
  sampleColor = "red3",
  populationColor = "grey",
  showTitle = TRUE,
  respectLayout = FALSE,
  restorePar = TRUE,
  ...
)

Arguments

Details

Generates random variates from the Poisson distribution, and optionally, illustrates

• the use of the inverse-CDF technique,

• the effect of random sampling variability in relation to the PMF and CDF.

When all of the graphics are requested,

• the first graph illustrates the use of the inverse-CDF technique by graphing the population CDF and the transformation of the random numbers to random variates,

• the second graph illustrates the effect of random sampling variability by graphing the population PMF and the histogram associated with the random variates, and

• the third graph illustrates effect of random sampling variability by graphing the population CDF and the empirical CDF associated with the random variates.

All aspects of the random variate generation algorithm are output in red by default, which can be changed by specifying sampleColor. All aspects of the population distribution are output in gray by default, which can be changed by specifying populationColor.

The Poisson distribution has density

p(x) = \frac{\lambda^x e^{-\lambda}}{x!}

for x = 0, 1, 2, \ldots. The mean and variance are E(X) = Var(X) = \lambda

The algorithm for generating random variates from the Poisson distribution is synchronized (one random variate for each random number) and monotone in u. This means that the variates generated here might be useful in some variance reduction techniques used in Monte Carlo and discrete-event simulation.

Values from the u vector are plotted in the cdf plot along the vertical axis as colored dots. A horizontal, dashed, colored line extends from the dot to the population cdf. At the intersection, a vertical, dashed colored line extends downward to the horizontal axis, where a second colored dot, denoting the associated Poisson random variate is plotted.

This is not a particularly fast variate generation algorithm because it uses the base R qpois function to invert the values contained in u.

All of the elements of the u vector must be between 0 and 1. Alternatively, u can be NULL in which case plot(s) of the theoretical PMF and cdf are displayed according to plotting parameter values (defaulting to display of both the PMF and cdf).

The show parameter can be used as a shortcut way to denote plots to display. The argument to show can be either:

• a binary vector of length three, where the entries from left to right correspond to showCDF, showPMF, and showECDF, respectively. For each entry, a 1 indicates the plot should be displayed, and a 0 indicates the plot should be suppressed.

• an integer in [0,7] interpreted similar to the Unix chmod command. That is, the integer's binary representation can be transformed into a length-three vector discussed above (e.g., 6 corresponds to c(1,1,0)). See examples.

Any valid value for show takes precedence over existing individual values for showCDF, showPMF, and showECDF.

If respectLayout is TRUE, the function respects existing settings for device layout. Note, however, that if the number of plots requested (either via show or via showCDF, showPMF, and showECDF) exceeds the number of plots available in the current layout (as determined by prod(par("mfrow"))), the function will display all requested plots but will also display a warning message indicating that the current layout does not permit simultaneous viewing of all requested plots. The most recent plot with this attribute can be further annotated after the call.

If respectLayout is FALSE, any existing user settings for device layout are ignored. That is, the function uses par to explicitly set mfrow sufficient to show all requested plots stacked vertically to align their horizontal axes, and then resets row, column, and margin settings to their prior state on exit.

The minPlotQuantile and maxPlotQuantile arguments are present in order to compress the plots horizontally. The random variates generated are not impacted by these two arguments. Vertical, dotted, black lines are plotted at the associated quantiles on the plots.

plotDelay can be used to slow down or halt the variate generation for classroom explanation.

In the plot associated with the PMF, the maximum plotting height is associated with 125\ that extends above this limit will have three dots appearing above it.

Value

A vector of Poisson random variates

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

See Also

stats::rpois

stats::runif, simEd::vunif

Examples

 ipois(0.5, lambda = 5)

 set.seed(8675309)
 ipois(runif(10), 3, showPMF = TRUE)

 set.seed(8675309)
 ipois(runif(10), 3, showECDF = TRUE)

 set.seed(8675309)
 ipois(runif(10), 3, showPMF = TRUE, showECDF = TRUE, sampleColor = "blue3")

 set.seed(8675309)
 ipois(runif(10), 3, showPMF = TRUE, showCDF = FALSE)

 ipois(runif(100), 3, showPMF = TRUE, minPlotQuantile = 0.02, maxPlotQuantile = 0.98)

 # plot the PMF and CDF without any variates
 ipois(NULL, 3, showPMF = TRUE, showCDF = TRUE)

 # plot CDF with inversion and PMF using show
 ipois(runif(10), 3, show = c(1,1,0))
 ipois(runif(10), 3, show = 6)

 # plot CDF with inversion and ECDF using show, using vunif
 ipois(vunif(10), 3, show = c(1,0,1))
 ipois(vunif(10), 3, show = 5)

 # plot CDF with inversion, PMF, and ECDF using show
 ipois(vunif(10), 3, show = c(1,1,1))
 ipois(vunif(10), 3, show = 7)

 # plot three different CDF+PMF+ECDF horizontal displays,
 # with title only on the first display
 oldpar <- par(no.readonly = TRUE)
 par(mfrow = c(3,3))  # 3 rows, 3 cols, filling rows before columns
 set.seed(8675309)
 ipois(runif(20), 3, show = 7, respectLayout = TRUE, restorePar = FALSE)
 ipois(runif(20), 3, show = 7, respectLayout = TRUE, restorePar = FALSE, showTitle = FALSE)
 ipois(runif(20), 3, show = 7, respectLayout = TRUE, restorePar = TRUE,  showTitle = FALSE)
 par(oldpar)

 # display animation of all components
 ipois(runif(10), 3, show = 7, plotDelay = 0.1)

 # display animation of CDF and PMF components only
 ipois(runif(10), 3, show = 5, plotDelay = 0.1)

 if (interactive()) {
   # interactive -- pause at each stage of inversion
   ipois(runif(10), 3, show = 7, plotDelay = -1)
 }

Visualization of Random Variate Generation for the Student T Distribution

Description

Generates random variates from the Student T distribution by inversion. Optionally graphs the population cumulative distribution function and associated random variates, the population probability density function and a histogram of the random variates, and the empirical cumulative distribution function versus the population cumulative distribution function.

Usage

it(
  u = runif(1),
  df,
  ncp,
  minPlotQuantile = 0.01,
  maxPlotQuantile = 0.99,
  plot = TRUE,
  showCDF = TRUE,
  showPDF = TRUE,
  showECDF = TRUE,
  show = NULL,
  maxInvPlotted = 50,
  plotDelay = 0,
  sampleColor = "red3",
  populationColor = "grey",
  showTitle = TRUE,
  respectLayout = FALSE,
  restorePar = TRUE,
  ...
)

Arguments

Details

Generates random variates from the Student T distribution, and optionally, illustrates

• the use of the inverse-CDF technique,

• the effect of random sampling variability in relation to the PDF and CDF.

When all of the graphics are requested,

• the first graph illustrates the use of the inverse-CDF technique by graphing the population CDF and the transformation of the random numbers to random variates,

• the second graph illustrates the effect of random sampling variability by graphing the population PDF and the histogram associated with the random variates, and

• the third graph illustrates effect of random sampling variability by graphing the population CDF and the empirical CDF associated with the random variates.

All aspects of the random variate generation algorithm are output in red by default, which can be changed by specifying sampleColor. All aspects of the population distribution are output in gray by default, which can be changed by specifying populationColor.

The t-distribution with df = v degrees of freedom has density

f(x) = \frac{\Gamma((v+1)/2)}{\sqrt{v\pi} \ \Gamma(v/2)} \ (1 + x^2/v)^{-(v+1)/2}

for all real x. It has mean 0 (for v > 1) and variance v/(v-2) (for v > 2).

The general non-central t with parameters (\nu, \delta) = (df, ncp) is defined as the distribution of T_{\nu}(\delta) := (U + \delta) \ / \ \sqrt{(V/\nu)} where U and V are independent random variables, U \sim \mathcal{N}(0,1) and V \sim \chi^2(\nu).

The algorithm for generating random variates from the Student t distribution is synchronized (one random variate for each random number) and monotone in u. This means that the variates generated here might be useful in some variance reduction techniques used in Monte Carlo and discrete-event simulation.

Values from the u vector are plotted in the cdf plot along the vertical axis as colored dots. A horizontal, dashed, colored line extends from the dot to the population cdf. At the intersection, a vertical, dashed colored line extends downward to the horizontal axis, where a second colored dot, denoting the associated Student t random variate is plotted.

This is not a particularly fast variate generation algorithm because it uses the base R qt function to invert the values contained in u.

All of the elements of the u vector must be between 0 and 1. Alternatively, u can be NULL in which case plot(s) of the theoretical PDF and cdf are displayed according to plotting parameter values (defaulting to display of both the PDF and cdf).

The show parameter can be used as a shortcut way to denote plots to display. The argument to show can be either:

• a binary vector of length three, where the entries from left to right correspond to showCDF, showPDF, and showECDF, respectively. For each entry, a 1 indicates the plot should be displayed, and a 0 indicates the plot should be suppressed.

• an integer in [0,7] interpreted similar to the Unix chmod command. That is, the integer's binary representation can be transformed into a length-three vector discussed above (e.g., 6 corresponds to c(1,1,0)). See examples.

Any valid value for show takes precedence over existing individual values for showCDF, showPDF, and showECDF.

If respectLayout is TRUE, the function respects existing settings for device layout. Note, however, that if the number of plots requested (either via show or via showCDF, showPMF, and showECDF) exceeds the number of plots available in the current layout (as determined by prod(par("mfrow"))), the function will display all requested plots but will also display a warning message indicating that the current layout does not permit simultaneous viewing of all requested plots. The most recent plot with this attribute can be further annotated after the call.

If respectLayout is FALSE, any existing user settings for device layout are ignored. That is, the function uses par to explicitly set mfrow sufficient to show all requested plots stacked vertically to align their horizontal axes, and then resets row, column, and margin settings to their prior state on exit.

The minPlotQuantile and maxPlotQuantile arguments are present in order to compress the plots horizontally. The random variates generated are not impacted by these two arguments. Vertical, dotted, black lines are plotted at the associated quantiles on the plots.

plotDelay can be used to slow down or halt the variate generation for classroom explanation.

In the plot associated with the PDF, the maximum plotting height is associated with 125\ that extends above this limit will have three dots appearing above it.

Value

A vector of Student T random variates

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

See Also

stats::rt

stats::runif, simEd::vunif

Examples

 it(0.5, df = 5, ncp = 10)

 set.seed(8675309)
 it(runif(10), 4, showPDF = TRUE)

 set.seed(8675309)
 it(runif(10), 4, showECDF = TRUE)

 set.seed(8675309)
 it(runif(10), 4, showPDF = TRUE, showECDF = TRUE, sampleColor = "blue3")

 set.seed(8675309)
 it(runif(10), 4, showPDF = TRUE, showCDF = FALSE)

 it(runif(100), 4, showPDF = TRUE, minPlotQuantile = 0.02, maxPlotQuantile = 0.98)

 # plot the PDF and CDF without any variates
 it(NULL, 4, showPDF = TRUE, showCDF = TRUE)

 # plot CDF with inversion and PDF using show
 it(runif(10), 4, show = c(1,1,0))
 it(runif(10), 4, show = 6)

 # plot CDF with inversion and ECDF using show, using vunif
 it(vunif(10), 4, show = c(1,0,1))
 it(vunif(10), 4, show = 5)

 # plot CDF with inversion, PDF, and ECDF using show
 it(vunif(10), 4, show = c(1,1,1))
 it(vunif(10), 4, show = 7)

 # plot three different CDF+PDF+ECDF horizontal displays,
 # with title only on the first display
 oldpar <- par(no.readonly = TRUE)
 par(mfrow = c(3,3))  # 3 rows, 3 cols, filling rows before columns
 set.seed(8675309)
 it(runif(20), 4, show = 7, respectLayout = TRUE, restorePar = FALSE)
 it(runif(20), 4, show = 7, respectLayout = TRUE, restorePar = FALSE, showTitle = FALSE)
 it(runif(20), 4, show = 7, respectLayout = TRUE, restorePar = TRUE,  showTitle = FALSE)
 par(oldpar)

 # display animation of all components
 it(runif(10), 4, show = 7, plotDelay = 0.1)

 # display animation of CDF and PDF components only
 it(runif(10), 4, show = 5, plotDelay = 0.1)

 if (interactive()) {
   # interactive -- pause at each stage of inversion
   it(runif(10), 4, show = 7, plotDelay = -1)
 }

Visualization of Random Variate Generation for the Uniform Distribution

Description

Generates random variates from the Uniform distribution by inversion. Optionally graphs the population cumulative distribution function and associated random variates, the population probability density function and a histogram of the random variates, and the empirical cumulative distribution function versus the population cumulative distribution function.

Usage

iunif(
  u = runif(1),
  min = 0,
  max = 1,
  minPlotQuantile = 0,
  maxPlotQuantile = 1,
  plot = TRUE,
  showCDF = TRUE,
  showPDF = TRUE,
  showECDF = TRUE,
  show = NULL,
  maxInvPlotted = 50,
  plotDelay = 0,
  sampleColor = "red3",
  populationColor = "grey",
  showTitle = TRUE,
  respectLayout = FALSE,
  restorePar = TRUE,
  ...
)

Arguments

Details

Generates random variates from the Uniform distribution, and optionally, illustrates

• the use of the inverse-CDF technique,

• the effect of random sampling variability in relation to the PDF and CDF.

When all of the graphics are requested,

• the first graph illustrates the use of the inverse-CDF technique by graphing the population CDF and the transformation of the random numbers to random variates,

• the second graph illustrates the effect of random sampling variability by graphing the population PDF and the histogram associated with the random variates, and

• the third graph illustrates effect of random sampling variability by graphing the population CDF and the empirical CDF associated with the random variates.

All aspects of the random variate generation algorithm are output in red by default, which can be changed by specifying sampleColor. All aspects of the population distribution are output in gray by default, which can be changed by specifying populationColor.

The uniform distribution has density

      \deqn{f(x) = \frac{1}{max-min}}{
                f(x) = 1/(max-min)}

for min \le x \le max.

The algorithm for generating random variates from the uniform distribution is synchronized (one random variate for each random number) and monotone in u. This means that the variates generated here might be useful in some variance reduction techniques used in Monte Carlo and discrete-event simulation.

Values from the u vector are plotted in the cdf plot along the vertical axis as colored dots. A horizontal, dashed, colored line extends from the dot to the population cdf. At the intersection, a vertical, dashed colored line extends downward to the horizontal axis, where a second colored dot, denoting the associated uniform random variate is plotted.

This is not a particularly fast variate generation algorithm because it uses the base R qunif function to invert the values contained in u.

All of the elements of the u vector must be between 0 and 1. Alternatively, u can be NULL in which case plot(s) of the theoretical PDF and cdf are displayed according to plotting parameter values (defaulting to display of both the PDF and cdf).

The show parameter can be used as a shortcut way to denote plots to display. The argument to show can be either:

• a binary vector of length three, where the entries from left to right correspond to showCDF, showPDF, and showECDF, respectively. For each entry, a 1 indicates the plot should be displayed, and a 0 indicates the plot should be suppressed.

• an integer in [0,7] interpreted similar to the Unix chmod command. That is, the integer's binary representation can be transformed into a length-three vector discussed above (e.g., 6 corresponds to c(1,1,0)). See examples.

Any valid value for show takes precedence over existing individual values for showCDF, showPDF, and showECDF.

If respectLayout is TRUE, the function respects existing settings for device layout. Note, however, that if the number of plots requested (either via show or via showCDF, showPMF, and showECDF) exceeds the number of plots available in the current layout (as determined by prod(par("mfrow"))), the function will display all requested plots but will also display a warning message indicating that the current layout does not permit simultaneous viewing of all requested plots. The most recent plot with this attribute can be further annotated after the call.

If respectLayout is FALSE, any existing user settings for device layout are ignored. That is, the function uses par to explicitly set mfrow sufficient to show all requested plots stacked vertically to align their horizontal axes, and then resets row, column, and margin settings to their prior state on exit.

The minPlotQuantile and maxPlotQuantile arguments are present in order to compress the plots horizontally. The random variates generated are not impacted by these two arguments. Vertical, dotted, black lines are plotted at the associated quantiles on the plots.

plotDelay can be used to slow down or halt the variate generation for classroom explanation.

In the plot associated with the PDF, the maximum plotting height is associated with 125\ that extends above this limit will have three dots appearing above it.

Value

A vector of Uniform random variates

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

See Also

stats::runif

stats::runif, simEd::vunif

Examples

 iunif(0.5, min = -10, max = 10)

 set.seed(8675309)
 iunif(runif(10), 0, 10, showPDF = TRUE)

 set.seed(8675309)
 iunif(runif(10), 0, 10, showECDF = TRUE)

 set.seed(8675309)
 iunif(runif(10), 0, 10, showPDF = TRUE, showECDF = TRUE, sampleColor = "blue3")

 set.seed(8675309)
 iunif(runif(10), 0, 10, showPDF = TRUE, showCDF = FALSE)

 iunif(runif(100), 0, 10, showPDF = TRUE, minPlotQuantile = 0.02, maxPlotQuantile = 0.98)

 # plot the PDF and CDF without any variates
 iunif(NULL, 0, 10, showPDF = TRUE, showCDF = TRUE)

 # plot CDF with inversion and PDF using show
 iunif(runif(10), 0, 10, show = c(1,1,0))
 iunif(runif(10), 0, 10, show = 6)

 # plot CDF with inversion and ECDF using show, using vunif
 iunif(vunif(10), 0, 10, show = c(1,0,1))
 iunif(vunif(10), 0, 10, show = 5)

 # plot CDF with inversion, PDF, and ECDF using show
 iunif(vunif(10), 0, 10, show = c(1,1,1))
 iunif(vunif(10), 0, 10, show = 7)

 # plot three different CDF+PDF+ECDF horizontal displays,
 # with title only on the first display
 oldpar <- par(no.readonly = TRUE)
 par(mfrow = c(3,3))  # 3 rows, 3 cols, filling rows before columns
 set.seed(8675309)
 iunif(runif(20), 0, 10, show = 7, respectLayout = TRUE, restorePar = FALSE)
 iunif(runif(20), 0, 10, show = 7, respectLayout = TRUE, restorePar = FALSE, showTitle = FALSE)
 iunif(runif(20), 0, 10, show = 7, respectLayout = TRUE, restorePar = TRUE,  showTitle = FALSE)
 par(oldpar)

 # display animation of all components
 iunif(runif(10), 0, 10, show = 7, plotDelay = 0.1)

 # display animation of CDF and PDF components only
 iunif(runif(10), 0, 10, show = 5, plotDelay = 0.1)

 if (interactive()) {
   # interactive -- pause at each stage of inversion
   iunif(runif(10), 0, 10, show = 7, plotDelay = -1)
 }

  # overlay visual exploration of ks.test results
  oldpar <- par(no.readonly = TRUE)
  set.seed(54321)
  vals <- iunif(runif(10), 0, 10, showECDF = TRUE, restorePar = FALSE)
  D <- as.numeric(ks.test(vals, "punif", 0, 10)$statistic)
  for (x in seq(4.0, 6.0, by = 0.1)) {
    y <- punif(x, 0, 10)
    segments(x, y, x, y + D, col = "darkgreen", lwd = 2, xpd = NA)
  }
  par(oldpar) # restore original par values, since restorePar = FALSE above

Visualization of Random Variate Generation for the Weibull Distribution

Description

Generates random variates from the Weibull distribution by inversion. Optionally graphs the population cumulative distribution function and associated random variates, the population probability density function and a histogram of the random variates, and the empirical cumulative distribution function versus the population cumulative distribution function.

Usage

iweibull(
  u = runif(1),
  shape,
  scale = 1,
  minPlotQuantile = 0.01,
  maxPlotQuantile = 0.99,
  plot = TRUE,
  showCDF = TRUE,
  showPDF = TRUE,
  showECDF = TRUE,
  show = NULL,
  maxInvPlotted = 50,
  plotDelay = 0,
  sampleColor = "red3",
  populationColor = "grey",
  showTitle = TRUE,
  respectLayout = FALSE,
  restorePar = TRUE,
  ...
)

Arguments

Details

Generates random variates from the Weibull distribution, and optionally, illustrates

• the use of the inverse-CDF technique,

• the effect of random sampling variability in relation to the PDF and CDF.

When all of the graphics are requested,

• the first graph illustrates the use of the inverse-CDF technique by graphing the population CDF and the transformation of the random numbers to random variates,

• the second graph illustrates the effect of random sampling variability by graphing the population PDF and the histogram associated with the random variates, and

• the third graph illustrates effect of random sampling variability by graphing the population CDF and the empirical CDF associated with the random variates.

All aspects of the random variate generation algorithm are output in red by default, which can be changed by specifying sampleColor. All aspects of the population distribution are output in gray by default, which can be changed by specifying populationColor.

The Weibull distribution with parameters shape = a and scale = b has density

 \deqn{f(x) = \frac{a}{b} \left(\frac{x}{b}\right)^{a-1} e^{-(x/b)^a}}{
           f(x) = (a/b) (x/b)^(a-1) exp(-(x/b)^a)}

for x \ge 0, a > 0, and b > 0.

The algorithm for generating random variates from the Weibull distribution is synchronized (one random variate for each random number) and monotone in u. This means that the variates generated here might be useful in some variance reduction techniques used in Monte Carlo and discrete-event simulation.

Values from the u vector are plotted in the cdf plot along the vertical axis as colored dots. A horizontal, dashed, colored line extends from the dot to the population cdf. At the intersection, a vertical, dashed colored line extends downward to the horizontal axis, where a second colored dot, denoting the associated Weibull random variate is plotted.

This is not a particularly fast variate generation algorithm because it uses the base R qweibull function to invert the values contained in u.

All of the elements of the u vector must be between 0 and 1. Alternatively, u can be NULL in which case plot(s) of the theoretical PDF and cdf are displayed according to plotting parameter values (defaulting to display of both the PDF and cdf).

The show parameter can be used as a shortcut way to denote plots to display. The argument to show can be either:

• a binary vector of length three, where the entries from left to right correspond to showCDF, showPDF, and showECDF, respectively. For each entry, a 1 indicates the plot should be displayed, and a 0 indicates the plot should be suppressed.

• an integer in [0,7] interpreted similar to the Unix chmod command. That is, the integer's binary representation can be transformed into a length-three vector discussed above (e.g., 6 corresponds to c(1,1,0)). See examples.

Any valid value for show takes precedence over existing individual values for showCDF, showPDF, and showECDF.

If respectLayout is TRUE, the function respects existing settings for device layout. Note, however, that if the number of plots requested (either via show or via showCDF, showPMF, and showECDF) exceeds the number of plots available in the current layout (as determined by prod(par("mfrow"))), the function will display all requested plots but will also display a warning message indicating that the current layout does not permit simultaneous viewing of all requested plots. The most recent plot with this attribute can be further annotated after the call.

If respectLayout is FALSE, any existing user settings for device layout are ignored. That is, the function uses par to explicitly set mfrow sufficient to show all requested plots stacked vertically to align their horizontal axes, and then resets row, column, and margin settings to their prior state on exit.

The minPlotQuantile and maxPlotQuantile arguments are present in order to compress the plots horizontally. The random variates generated are not impacted by these two arguments. Vertical, dotted, black lines are plotted at the associated quantiles on the plots.

plotDelay can be used to slow down or halt the variate generation for classroom explanation.

In the plot associated with the PDF, the maximum plotting height is associated with 125\ that extends above this limit will have three dots appearing above it.

Value

A vector of Weibull random variates

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

See Also

stats::rweibull

stats::runif, simEd::vunif

Examples

 iweibull(0.5, shape = 2, scale = 0.5)

 set.seed(8675309)
 iweibull(runif(10), 1, 2, showPDF = TRUE)

 set.seed(8675309)
 iweibull(runif(10), 1, 2, showECDF = TRUE)

 set.seed(8675309)
 iweibull(runif(10), 1, 2, showPDF = TRUE, showECDF = TRUE, sampleColor = "blue3")

 set.seed(8675309)
 iweibull(runif(10), 1, 2, showPDF = TRUE, showCDF = FALSE)

 iweibull(runif(100), 1, 2, showPDF = TRUE, minPlotQuantile = 0.02, maxPlotQuantile = 0.98)

 # plot the PDF and CDF without any variates
 iweibull(NULL, 1, 2, showPDF = TRUE, showCDF = TRUE)

 # plot CDF with inversion and PDF using show
 iweibull(runif(10), 1, 2, show = c(1,1,0))
 iweibull(runif(10), 1, 2, show = 6)

 # plot CDF with inversion and ECDF using show, using vunif
 iweibull(vunif(10), 1, 2, show = c(1,0,1))
 iweibull(vunif(10), 1, 2, show = 5)

 # plot CDF with inversion, PDF, and ECDF using show
 iweibull(vunif(10), 1, 2, show = c(1,1,1))
 iweibull(vunif(10), 1, 2, show = 7)

 # plot three different CDF+PDF+ECDF horizontal displays,
 # with title only on the first display
 oldpar <- par(no.readonly = TRUE)
 par(mfrow = c(3,3))  # 3 rows, 3 cols, filling rows before columns
 set.seed(8675309)
 iweibull(runif(20), 1, 2, show = 7, respectLayout = TRUE, restorePar = FALSE)
 iweibull(runif(20), 1, 2, show = 7, respectLayout = TRUE, restorePar = FALSE, showTitle = FALSE)
 iweibull(runif(20), 1, 2, show = 7, respectLayout = TRUE, restorePar = TRUE,  showTitle = FALSE)
 par(oldpar)

 # display animation of all components
 iweibull(runif(10), 1, 2, show = 7, plotDelay = 0.1)

 # display animation of CDF and PDF components only
 iweibull(runif(10), 1, 2, show = 5, plotDelay = 0.1)

 if (interactive()) {
   # interactive -- pause at each stage of inversion
   iweibull(runif(10), 1, 2, show = 7, plotDelay = -1)
 }

Lehmer Generator Visualization

Description

This function animates the processes of a basic Lehmer pseudo-random number generator (PRNG). Also known in the literature as a multiplicative linear congruential generator (MLCG), the generator is based on the formula:

X_{k+1} \equiv a \cdot X_k \pmod{m}

where 'm' is the prime modulus, 'a' is the multiplier chosen from {1, m-1}, and 'X_0' is the initial seed chosen from {1, m-1}. The random numbers generated in (0,1) are X_{k+1}/m.

Usage

lehmer(
  a = 13,
  m = 31,
  seed = 1,
  animate = TRUE,
  numSteps = NA,
  title = NA,
  showTitle = TRUE,
  plotDelay = -1
)

Arguments

Value

the entire period from the PRNG cycle, as a vector of integers in {1, m-1}.

References

Lehmer, D.H. (1951). Mathematical Models in Large-Scale Computing Units. Ann. Comput. Lab. Harvard University, 26, 141-146.

Examples

 # Default case (m, a = 31, 13); small full period
 lehmer(plotDelay = 0, numSteps = 16)
 lehmer(numSteps = 10, plotDelay = 0.1)   # auto-advance mode

 if (interactive()) {
   lehmer(plotDelay = -1)  # plotDelay -1 uses interactive mode
 }
 
 # multiplier producing period of length 5, with different seeds
 lehmer(a = 8, m = 31, seed = 1, numSteps = 5, plotDelay = 0.1)
 lehmer(a = 8, m = 31, seed = 24, numSteps = 5, plotDelay = 0.1)

 # degenerate cases where seed does not appear in the final period
 lehmer(a = 12, m = 20, seed = 7, numSteps = 4, plotDelay = 0.1)  # length  4
 lehmer(a = 4, m = 6, seed = 1, numSteps = 1, plotDelay = 0.1)  # length 1
 

Mean of Time-Persistent Statistics (TPS)

Description

Computes the sample mean of a time-persistent function.

Usage

meanTPS(times = NULL, numbers = NULL)

Arguments

Details

The lengths of times and numbers either must be the same, or times may have one more entry than numbers (interval endpoints vs. interval counts). The sample mean is the area under the step-function created by the values in numbers between the first and last element in times divided by the length of the observation period.

Value

the sample mean of the time-persistent function provided

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

Examples

 times  <- c(1,2,3,4,5)
 counts <- c(1,2,1,1,2)
 meanTPS(times, counts)

 output <- ssq(seed = 54321, maxTime = 100, saveServerStatus = TRUE)
 utilization <- meanTPS(output$serverStatusT, output$serverStatusN)

 # compute and graphically display mean of number in system vs time
 output <- ssq(maxArrivals = 60, seed = 54321, saveAllStats = TRUE)
 plot(output$numInSystemT, output$numInSystemN, type = "s", bty = "l",
     las = 1, xlab = "time", ylab = "number in system")
 timeAvgNumInSysMean <- meanTPS(output$numInSystemT, output$numInSystemN)
 abline(h = timeAvgNumInSysMean, lty = "solid", col = "red", lwd = 2)

Multi-Server Queue Simulation

Description

A next-event simulation of a single-queue multiple-server service node, with extensible arrival and service processes.

Usage

msq(
  maxArrivals = Inf,
  seed = NA,
  numServers = 2,
  serverSelection = c("LRU", "LFU", "CYC", "RAN", "ORD"),
  interarrivalFcn = NULL,
  serviceFcn = NULL,
  interarrivalType = "M",
  serviceType = "M",
  maxTime = Inf,
  maxDepartures = Inf,
  maxInSystem = Inf,
  maxEventsPerSkyline = 15,
  saveAllStats = FALSE,
  saveInterarrivalTimes = FALSE,
  saveServiceTimes = FALSE,
  saveWaitTimes = FALSE,
  saveSojournTimes = FALSE,
  saveNumInQueue = FALSE,
  saveNumInSystem = FALSE,
  saveServerStatus = FALSE,
  showOutput = TRUE,
  animate = FALSE,
  showQueue = NULL,
  showSkyline = NULL,
  showSkylineSystem = FALSE,
  showSkylineQueue = FALSE,
  showSkylineServer = FALSE,
  showTitle = TRUE,
  showProgress = TRUE,
  plotQueueFcn = defaultPlotMSQ,
  plotSkylineFcn = defaultPlotSkyline,
  jobImage = NA,
  plotDelay = NA,
  respectLayout = FALSE
)

Arguments

Details

Implements a next-event implementation of a single-queue multiple-server queue simulation.

The seed parameter can take one of three valid argument types:

• NA (default), which will use the current state of the random number generator without explicitly setting a new seed (see examples);

• a positive integer, which will be used as the initial seed passed in an explicit call to set.seed; or

• NULL, which will be passed in an explicit call to to set.seed, thereby setting the initial seed using the system clock.

The server selection mechanism can be chosen from among five options, with "LRU" being the default:

• "LRU" (least recently used): from among the currently available (idle) servers, selects the server who has been idle longest.

• "LFU" (least frequently used): from among the currently available servers, selects the server having the lowest computed utilization.

• "CYC" (cyclic): selects a server in a cyclic manner; i.e, indexing the servers 1, 2, \ldots, numServers and incrementing cyclically, starts from one greater than the index of the most recently engaged server and selects the first idle server encountered.

• "RAN" (random): selects a server at random from among the currently available servers.

• "ORD" (in order): indexing the servers 1, 2, \ldots, numServers, selects the idle server having the lowest index.

Value

The function returns a list containing:

• the number of arrivals to the system (customerArrivals),

• the number of customers processed (customerDepartures),

• the ending time of the simulation (simulationEndTime),

• average wait time in the queue (avgWait),

• average time in the system (avgSojourn),

• average number in the system (avgNumInSystem),

• average number in the queue (avgNumInQueue), and

• server utilization (utilization).

of the queue as computed by the simulation. When requested via the “save...” parameters, the list may also contain:

• a vector of interarrival times (interarrivalTimes),

• a vector of wait times (waitTimes),

• a vector of service times (serviceTimes),

• a vector of sojourn times (sojournTimes),

• two vectors (time and count) noting changes to number in the system (numInSystemT, numInSystemN),

• two vectors (time and count) noting changes to number in the queue (numInQueueT, numInQueueN), and

• two vectors (time and status) noting changes to server status (serverStatusT, serverStatusN).

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

See Also

rstream, set.seed, stats::runif

Examples

 # process 100 arrivals, R-provided seed (via NULL seed), default 2 servers
 msq(100, NULL)
 # process 100 arrivals, seed 8675309, 3 servers, LFU server selection
 msq(100, 8675309, 3, 'LFU')

 msq(maxArrivals = 100, seed = 8675309)
 msq(maxTime = 100, seed = 8675309)

 ############################################################################
 # example to show use of seed = NA (default) to rely on current state of generator
 output1 <- msq(200, 8675309, showOutput = FALSE, saveAllStats = TRUE)
 output2 <- msq(300,          showOutput = FALSE, saveAllStats = TRUE)
 set.seed(8675309)
 output3 <- msq(200,          showOutput = FALSE, saveAllStats = TRUE)
 output4 <- msq(300,          showOutput = FALSE, saveAllStats = TRUE)
 sum(output1$sojournTimes != output3$sojournTimes) # should be zero
 sum(output2$sojournTimes != output4$sojournTimes) # should be zero

 ############################################################################
 # use same service function for (default) two servers
 myArrFcn <- function() { vexp(1, rate = 1/4, stream = 1) }               # mean is 4
 mySvcFcn <- function() { vgamma(1, shape = 1, rate = 0.3, stream = 2) }  # mean is 3.3
 output <- msq(maxArrivals = 100, interarrivalFcn = myArrFcn,
     serviceFcn = mySvcFcn, saveAllStats = TRUE)
 mean(output$interarrivalTimes)
 mean(output$serviceTimes)

 ############################################################################
 # use different service function for (default) two servers
 myArrFcn  <- function() { vexp(1, rate = 1/4, stream = 1) }                # mean is 4
 mySvcFcn1 <- function() { vgamma(1, shape = 3, scale = 1.1, stream = 2) }  # mean is 3.3
 mySvcFcn2 <- function() { vgamma(1, shape = 3, scale = 1.2, stream = 3) }  # mean is 3.6
 output <- msq(maxArrivals = 100, interarrivalFcn = myArrFcn,
     serviceFcn = list(mySvcFcn1, mySvcFcn2), saveAllStats = TRUE)
 mean(output$interarrivalTimes)
 meanTPS(output$numInQueueT, output$numInQueueN)  # compute time-averaged num in queue
 mean(output$serviceTimesPerServer[[1]])  # compute avg service time for server 1
 mean(output$serviceTimesPerServer[[2]])  # compute avg service time for server 2
 meanTPS(output$serverStatusT[[1]], output$serverStatusN[[1]])  # compute server 1 utilization
 meanTPS(output$serverStatusT[[2]], output$serverStatusN[[2]])  # compute server 2 utilization

 ############################################################################
 # example to show use of (simple) trace data for arrivals and service times,
 # allowing for reuse of trace data times
 smallQueueTrace <- list()
 smallQueueTrace$arrivalTimes <- c(15, 47, 71, 111, 123, 152, 166, 226, 310, 320)
 smallQueueTrace$serviceTimes <- c(43, 36, 34,  30,  38,  40,  31,  29,  36,  30)

 interarrivalTimes <- NULL
 serviceTimes      <- NULL

 getInterarr <- function()
 {
     if (length(interarrivalTimes) == 0) {
           interarrivalTimes <<- c(smallQueueTrace$arrivalTimes[1],
                                  diff(smallQueueTrace$arrivalTimes))
     }
     nextInterarr <- interarrivalTimes[1]
     interarrivalTimes <<- interarrivalTimes[-1]  # remove 1st element globally
     return(nextInterarr)
 }

 getService <- function()
 {
     if (length(serviceTimes) == 0) {
         serviceTimes <<- smallQueueTrace$serviceTimes
     }
     nextService <- serviceTimes[1]
     serviceTimes <<- serviceTimes[-1]  # remove 1st element globally
     return(nextService)
 }

 output <- msq(maxArrivals = 100, numServers = 2, interarrivalFcn = getInterarr,
               serviceFcn = getService, saveAllStats = TRUE)
 mean(output$interarrivalTimes)
 mean(output$serviceTimes)
 mean(output$serviceTimesPerServer[[1]])  # compute avg service time for server 1
 mean(output$serviceTimesPerServer[[2]])  # compute avg service time for server 2

 ############################################################################
 # Testing with visualization

 # Visualizing msq with a set seed, infinite queue capacity, 10 arrivals,
 # and showing queue (default) and skyline for all 3 attributes
 msq(seed = 1234, numServers = 5, maxArrivals = 10, showSkyline = 7, 
     plotDelay = 0.1)

 # Same simulation as above but using default interactive mode
 if (interactive()) {
   msq(seed = 1234, numServers = 5, maxArrivals = 10, showSkyline = 7)
 }

 # Visualizing msq with a set seed, finite queue capacity, 20 arrivals,
 # and showing queue (default) and skyline for all 3 attributes
 msq(seed = 1234, numServers = 5, maxArrivals = 25, showSkyline = 7,
     maxInSystem = 5, plotDelay = 0)

 # Using default distributions to simulate an M/G/2 queue
 msq(seed = 1234, maxDepartures = 10, 
     interarrivalType = "M", serviceType = "G", plotDelay = 0)

Sample Quantiles of Time-Persistent Statistics (TPS)

Description

Computes the sample quantiles of a time-persistent function, corresponding to the given probabilities.

Usage

quantileTPS(times = NULL, numbers = NULL, probs = c(0, 0.25, 0.5, 0.75, 1))

Arguments

Details

   The lengths of \code{times} and \code{numbers} either must be
the same, or \code{times} may have one more entry than \code{numbers}
(interval endpoints vs. interval counts).  The sample quantiles are calculated
by determining the length of time spent in each state, sorting these times,
then calculating the quantiles associated with the values in the \code{prob}
vector in the same fashion as one would calculate quantiles associated with
a univariate discrete probability distribution.

Value

a vector of the sample quantiles of the time-persistent function provided

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

Examples

 times  <- c(1,2,3,4,5)
 counts <- c(1,2,1,1,2)
 meanTPS(times, counts)
 sdTPS(times, counts)
 quantileTPS(times, counts)

 output <- ssq(seed = 54321, maxTime = 100, saveNumInSystem = TRUE)
 utilization <- meanTPS(output$numInSystemT, output$numInSystemN)
 sdServerStatus <- sdTPS(output$numInSystemT, output$numInSystemN)
 quantileServerStatus <- quantileTPS(output$numInSystemT, output$numInSystemN)

 # compute and graphically display quantiles of number in system vs time
 output <- ssq(maxArrivals = 60, seed = 54321, saveAllStats = TRUE)
 quantileSys <- quantileTPS(output$numInSystemT, output$numInSystemN)
 plot(output$numInSystemT, output$numInSystemN, type = "s", bty = "l",
     las = 1, xlab = "time", ylab = "number in system")
 labels <- c("0%", "25%", "50%", "75%", "100%")
 mtext(text = labels, side = 4, at = quantileSys, las = 1, col = "red")
 abline(h = quantileSys, lty = "dashed", col = "red", lwd = 2)

Trace Data for Single-Server Queue Simulation

Description

This data set contains the arrival and service times for 1000 jobs arriving to a generic single-server queue.

Usage

queueTrace

Format

A list of two vectors, arrivalTimes and serviceTimes.

Details

This trace data could be used as input for the ssq function, but not directly. That is, ssq expects interarrival and service functions as input, not vectors of arrival times and service times. Accordingly, the user will need to write functions to extract the interarrival and service times from this trace, which can then be passed to ssq. See examples below.

Source

Discrete-Event Simulation: A First Course (2006). L.M. Leemis and S.K. Park. Pearson/Prentice Hall, Upper Saddle River, NJ. ISBN-13: 978-0131429178

Examples

interarrivalTimes   <- c(queueTrace$arrivalTimes[1], diff(queueTrace$arrivalTimes))
serviceTimes        <- queueTrace$serviceTimes

avgInterarrivalTime <- mean(interarrivalTimes)
avgServiceTime      <- mean(serviceTimes)

# functions to use this trace data for the ssq() function;
# note that the functions below destroy the global values of the copied
# interarrivalTimes and serviceTimes vectors along the way...
#
interarrivalTimes <- NULL
serviceTimes      <- NULL
getInterarr <- function(...)
{
   if (length(interarrivalTimes) == 0) {
          interarrivalTimes <- c(queueTrace$arrivalTimes[1],
                                  diff(queueTrace$arrivalTimes))
    }
    nextInterarr <- interarrivalTimes[1]
    interarrivalTimes <- interarrivalTimes[-1]
    return(nextInterarr)
}
getService <- function(...)
{
    if (length(serviceTimes) == 0) {
        serviceTimes <- queueTrace$serviceTimes
    }
    nextService <- serviceTimes[1]
    serviceTimes <- serviceTimes[-1] 
    return(nextService)
}
ssq(maxArrivals = 1000, interarrivalFcn = getInterarr, serviceFcn = getService)

Random Samples

Description

sample takes a sample of the specified size from the elements of x, either with or without replacement, and with capability to use independent streams and antithetic variates in the draws.

Usage

sample(
  x,
  size,
  replace = FALSE,
  prob = NULL,
  stream = NULL,
  antithetic = FALSE
)

Arguments

Details

If stream is NULL, sampling is done by direct call to base::sample (refer to its documentation for details). In this case, a value of TRUE for antithetic is ignored.

The remainder of details below presume that stream has a positive integer value, corresponding to use of the vunif variate generator for generating the random sample.

If x has length 1 and is numeric, sampling takes place from 1:x only if x is a positive integer; otherwise, sampling takes place using the single value of x provided (either a floating-point value or a non-positive integer). Otherwise x can be a valid R vector, list, or data frame from which to sample.

The default for size is the number of items inferred from x, so that sample(x, stream = m) generates a random permutation of the elements of x (or 1:x) using random number stream m.

It is allowed to ask for size = 0 samples (and only then is a zero-length x permitted), in which case base::sample is invoked to return the correct (empty) data type.

The optional prob argument can be used to give a vector of probabilities for obtaining the elements of the vector being sampled. Unlike base::sample, the weights here must sum to one. If replace is false, these probabilities are applied successively; that is the probability of choosing the next item is proportional to the weights among the remaining items. The number of nonzero probabilities must be at least size in this case.

Value

If x is a single positive integer, sample returns a vector drawn from the integers 1:x. Otherwise, sample returns a vector, list, or data frame consistent with typeof(x).

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

See Also

base::sample, vunif

Examples

 set.seed(8675309)

 # use base::sample (since stream is NULL) to generate a permutation of 1:5
 sample(5)

 # use vunif(1, stream = 1) to generate a permutation of 1:5
 sample(5, stream = 1)

 # generate a (boring) sample of identical values drawn using the single value 867.5309
 sample(867.5309, size = 10, replace = TRUE, stream = 1)

 # use vunif(1, stream = 1) to generate a size-10 sample drawn from 7:9
 sample(7:9, size = 10, replace = TRUE, stream = 1)

 # use vunif(1, stream = 1) to generate a size-10 sample drawn from c('x','y','z')
 sample(c('x','y','z'), size = 10, replace = TRUE, stream = 1)

 # use vunif(1, stream = 1) to generate a size-5 sample drawn from a list
 mylist <- list()
 mylist$a <- 1:5
 mylist$b <- 2:6
 mylist$c <- 3:7
 sample(mylist, size = 5, replace = TRUE, stream = 1)

 # use vunif(1, stream = 1) to generate a size-5 sample drawn from a data frame
 mydf <- data.frame(a = 1:6, b = c(1:3, 1:3))
 sample(mydf, size = 5, replace = TRUE, stream = 1)

Standard Deviation of Time-Persistent Statistics (TPS)

Description

Computes the sample standard deviation of a time-persistent function.

Usage

sdTPS(times = NULL, numbers = NULL)

Arguments

Details

The lengths of \code{times} and \code{numbers} either must be
the same, or \code{times} may have one more entry than \code{numbers}
(interval endpoints vs. interval counts). The sample variance is the
area under the square of the step-function created by the values in
\code{numbers} between the first and last element in \code{times} divided
by the length of the observation period, less the square of the sample mean.
The sample standard deviation is the square root of the sample variance.

Value

the sample standard deviation of the time-persistent function provided

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

Examples

 times  <- c(1,2,3,4,5)
 counts <- c(1,2,1,1,2)
 meanTPS(times, counts)
 sdTPS(times, counts)

 output <- ssq(seed = 54321, maxTime = 100, saveServerStatus = TRUE)
 utilization <- meanTPS(output$serverStatusT, output$serverStatusN)
 sdServerStatus <- sdTPS(output$serverStatusT, output$serverStatusN)

 # compute and graphically display mean and sd of number in system vs time
 output <- ssq(maxArrivals = 60, seed = 54321, saveAllStats = TRUE)
 plot(output$numInSystemT, output$numInSystemN, type = "s", bty = "l",
    las = 1, xlab = "time", ylab = "number in system")
 meanSys <- meanTPS(output$numInSystemT, output$numInSystemN)
 sdSys   <- sdTPS(output$numInSystemT, output$numInSystemN)
 abline(h = meanSys, lty = "solid", col = "red", lwd = 2)
 abline(h = c(meanSys - sdSys, meanSys + sdSys),
    lty = "dashed", col = "red", lwd = 2)

Seeding Random Variate Generators

Description

set.seed in the simEd package allows the user to simultaneously set the initial seed for both the stats and simEd variate generators.

Usage

set.seed(seed, kind = NULL, normal.kind = NULL)

Arguments

Details

This function intentionally masks the base::set.seed function, allowing the user to simultaneously set the initial seed for the stats variate generators (by explicitly calling base::set.seed) and for the simEd variate generators (by explicitly setting up 10 streams using the rstream.mrg32k3a generator from the rstream package).

Any call to set.seed re-initializes the seed for the stats and simEd generators as if no seed had been set. If called with seed = NULL, both the stats and simEd variate generators are re-initialized using a random seed based on the system clock.

If the user wishes to set the seed for the stats generators without affecting the seeds of the simEd generators, an explicit call to base::set.seed can be made.

Note that once set.seed is called, advancing the simEd generator state using any of the stream-based simEd variate generators will not affect the state of the non-stream-based stats generators, and vice-versa.

As soon as the simEd package is attached (i.e., when simEd is the parent of the global environment), simEd::set.seed becomes the default for a call to set.seed. When the simEd package is detached, base::set.seed will revert to the default.

Value

set.seed returns NULL, invisibly, consistent with base::set.seed.

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

See Also

base::set.seed

Examples

 set.seed(8675309)
 rexp(3, rate = 2)  # explicit call of stats::rexp

 set.seed(8675309)
 vexp(3, rate = 2)  # also uses stats::rexp

 set.seed(8675309)
 vexp(3, rate = 2, stream = 1) # uses rstream and stats::qexp
 vexp(3, rate = 2, stream = 2)
 rexp(3, rate = 2) # explicit call of stats::rexp, starting with seed 8675309

 set.seed(8675309)
 vexp(1, rate = 2, stream = 1) # uses rstream and stats::qexp
 vexp(1, rate = 2, stream = 2)
 vexp(1, rate = 2, stream = 1)
 vexp(1, rate = 2, stream = 2)
 vexp(1, rate = 2, stream = 1)
 vexp(1, rate = 2, stream = 2)
 vexp(3, rate = 2)             # calls stats::rexp, starting with seed 8675309

Single-Server Queue Simulation

Description

A next-event simulation of a single-server queue, with extensible arrival and service processes.

Usage

ssq(
  maxArrivals = Inf,
  seed = NA,
  interarrivalFcn = NULL,
  serviceFcn = NULL,
  interarrivalType = "M",
  serviceType = "M",
  maxTime = Inf,
  maxDepartures = Inf,
  maxInSystem = Inf,
  maxEventsPerSkyline = 15,
  saveAllStats = FALSE,
  saveInterarrivalTimes = FALSE,
  saveServiceTimes = FALSE,
  saveWaitTimes = FALSE,
  saveSojournTimes = FALSE,
  saveNumInQueue = FALSE,
  saveNumInSystem = FALSE,
  saveServerStatus = FALSE,
  showOutput = TRUE,
  animate = FALSE,
  showQueue = NULL,
  showSkyline = NULL,
  showSkylineSystem = FALSE,
  showSkylineQueue = FALSE,
  showSkylineServer = FALSE,
  showTitle = TRUE,
  showProgress = TRUE,
  plotQueueFcn = defaultPlotSSQ,
  plotSkylineFcn = defaultPlotSkyline,
  jobImage = NA,
  plotDelay = NA,
  respectLayout = FALSE
)

Arguments

Details

Implements a next-event implementation of a single-server queue simulation.

The seed parameter can take one of three valid argument types:

• NA (default), which will use the current state of the random number generator without explicitly setting a new seed (see examples);

• a positive integer, which will be used as the initial seed passed in an explicit call to set.seed; or

• NULL, which will be passed in an explicit call to to set.seed, thereby setting the initial seed using the system clock.

Value

The function returns a list containing:

• the number of arrivals to the system (customerArrivals),

• the number of customers processed (customerDepartures),

• the ending time of the simulation (simulationEndTime),

• average wait time in the queue (avgWait),

• average time in the system (avgSojourn),

• average number in the system (avgNumInSystem),

• average number in the queue (avgNumInQueue), and

• server utilization (utilization).

of the queue as computed by the simulation. When requested via the “save...” parameters, the list may also contain:

• a vector of interarrival times (interarrivalTimes),

• a vector of wait times (waitTimes),

• a vector of service times (serviceTimes),

• a vector of sojourn times (sojournTimes),

• two vectors (time and count) noting changes to number in the system (numInSystemT, numInSystemN),

• two vectors (time and count) noting changes to number in the queue (numInQueueT, numInQueueN), and

• two vectors (time and status) noting changes to server status (serverStatusT, serverStatusN).

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

See Also

rstream, set.seed, stats::runif

Examples

 # process 100 arrivals, R-provided seed (via NULL seed)
 ssq(100, NULL)

 ssq(maxArrivals = 100, seed = 54321)
 ssq(maxDepartures = 100, seed = 54321)
 ssq(maxTime = 100, seed = 54321)

 ############################################################################
 # example to show use of seed = NA (default) to rely on current state of generator
 output1 <- ssq(200, 8675309, showOutput = FALSE, saveAllStats = TRUE)
 output2 <- ssq(300,          showOutput = FALSE, saveAllStats = TRUE)
 set.seed(8675309)
 output3 <- ssq(200,          showOutput = FALSE, saveAllStats = TRUE)
 output4 <- ssq(300,          showOutput = FALSE, saveAllStats = TRUE)
 sum(output1$sojournTimes != output3$sojournTimes) # should be zero
 sum(output2$sojournTimes != output4$sojournTimes) # should be zero

 myArrFcn <- function() { vexp(1, rate = 1/4, stream = 1)  }  # mean is 4
 mySvcFcn <- function() { vgamma(1, shape = 1, rate = 0.3) }  # mean is 3.3

 output <- ssq(maxArrivals = 100, interarrivalFcn = myArrFcn, serviceFcn = mySvcFcn,
              saveAllStats = TRUE)
 mean(output$interarrivalTimes)
 mean(output$serviceTimes)
 meanTPS(output$numInQueueT, output$numInQueueN) # compute time-averaged num in queue
 meanTPS(output$serverStatusT, output$serverStatusN) # compute server utilization

 ############################################################################
 # example to show use of (simple) trace data for arrivals and service times;
 # ssq() will need one more interarrival (arrival) time than jobs processed
 #
 arrivalTimes      <- NULL
 interarrivalTimes <- NULL
 serviceTimes      <- NULL

 initTimes <- function() {
     arrivalTimes      <<- c(15, 47, 71, 111, 123, 152, 232, 245, 99999)
     interarrivalTimes <<- c(arrivalTimes[1], diff(arrivalTimes))
     serviceTimes      <<- c(43, 36, 34, 30, 38, 30, 31, 29)
 }

 getInterarr <- function() {
     nextInterarr <- interarrivalTimes[1]
     interarrivalTimes <<- interarrivalTimes[-1]  # remove 1st element globally
     return(nextInterarr)
 }

 getService <- function() {
     nextService <- serviceTimes[1]
     serviceTimes <<- serviceTimes[-1]  # remove 1st element globally
     return(nextService)
 }

 initTimes()
 numJobs <- length(serviceTimes)
 output <- ssq(maxArrivals = numJobs, interarrivalFcn = getInterarr,
               serviceFcn = getService, saveAllStats = TRUE)
 mean(output$interarrivalTimes)
 mean(output$serviceTimes)


 ############################################################################
 # example to show use of (simple) trace data for arrivals and service times,
 # allowing for reuse (recycling) of trace data times
 arrivalTimes      <- NULL
 interarrivalTimes <- NULL
 serviceTimes      <- NULL

 initArrivalTimes <- function() {
   arrivalTimes      <<- c(15, 47, 71, 111, 123, 152, 232, 245)
   interarrivalTimes <<- c(arrivalTimes[1], diff(arrivalTimes))
 }

 initServiceTimes <- function() {
     serviceTimes    <<- c(43, 36, 34, 30, 38, 30, 31, 29)
 }

 getInterarr <- function() {
     if (length(interarrivalTimes) == 0)  initArrivalTimes()

     nextInterarr <- interarrivalTimes[1]
     interarrivalTimes <<- interarrivalTimes[-1] # remove 1st element globally
     return(nextInterarr)
 }

 getService <- function() {
     if (length(serviceTimes) == 0)  initServiceTimes()

     nextService <- serviceTimes[1]
     serviceTimes <<- serviceTimes[-1]  # remove 1st element globally
     return(nextService)
 }

 initArrivalTimes()
 initServiceTimes()
 output <- ssq(maxArrivals = 100, interarrivalFcn = getInterarr,
               serviceFcn = getService, saveAllStats = TRUE)
 mean(output$interarrivalTimes)
 mean(output$serviceTimes)

 ############################################################################
 # Testing with visualization

 # Visualizing ssq with a set seed, infinite queue capacity, 20 arrivals,
 # interactive mode (default), showing skyline for all 3 attributes (default)
 if (interactive()) {
   ssq(seed = 1234, maxArrivals = 20, animate = TRUE)
 }

 # Same as above, but jump to final queue visualization using plotDelay 0
 ssq(seed = 1234, maxArrivals = 20, animate = TRUE, plotDelay = 0)

 # Perform simulation again with finite queue of low capacity. Note same
 # variate generation but different outcomes due to rejection pathway
 ssq(seed = 1234, maxArrivals = 25, animate = TRUE, maxInSystem = 5, plotDelay = 0)

 # Using default distributions to simulate a default M/G/1 Queue
 ssq(seed = 1234, maxDepartures = 10, interarrivalType = "M", serviceType = "G", 
     animate = TRUE, plotDelay = 0)

Single-Server Queue Simulation Visualization

Description

A modified ssq implementation that illustrates event-driven details, including the event calendar, inversion for interarrival and service time variate generation, the simulation clock, the status of the queueing system, and statistics collection. The function plots step-by-step in either an interactive mode or time-delayed automatic mode.

Usage

ssqvis(
  maxArrivals = Inf,
  seed = NA,
  interarrivalType = "M",
  serviceType = "M",
  maxTime = Inf,
  maxDepartures = Inf,
  maxEventsPerSkyline = 15,
  saveAllStats = FALSE,
  saveInterarrivalTimes = FALSE,
  saveServiceTimes = FALSE,
  saveWaitTimes = FALSE,
  saveSojournTimes = FALSE,
  saveNumInQueue = FALSE,
  saveNumInSystem = FALSE,
  saveServerStatus = FALSE,
  showOutput = TRUE,
  showSkyline = NULL,
  showSkylineQueue = TRUE,
  showSkylineSystem = TRUE,
  showSkylineServer = TRUE,
  showTitle = TRUE,
  jobImage = NA,
  plotDelay = -1
)

Arguments

Details

Animates the details of an event-driven implementation of a single-server queue simulation.

The event calendar, inversion for interarrival and service time variates, and an abbreviated (current) timeline are animated in the top pane of the window. In this pane, blue corresponds to the arrival process, orange corresponds to the service process, and purple corresponds to uniform variates used in inversion. Yellow is used to highlight recent updates.

The state of the queueing system is animated in the middle pane of the window. In this pane, red indicates an idle server, orange indicates that a new customer has just arrived to the server and a corresponding service time is being generated, and green indicates a busy server. By default, customers are depicted as black rectangles and identified by increasing arrival number, but this depiction can be overridden by the jobImage parameter.

Statistics are displayed in the bottom pane of the window. Time-persistent statistics are shown as "skyline functions" in the left portion of this pane. Both time-persistent and based-on-observation statistics are shown in respective tables in the right portion of this pane. In the tables, yellow is used to highlight recent updates.

The seed parameter can take one of three valid argument types:

• NA (default), which will use the current state of the random number generator without explicitly setting a new seed (see examples);

• a positive integer, which will be used as the initial seed passed in an explicit call to set.seed; or

• NULL, which will be passed in an explicit call to to set.seed, thereby setting the initial seed using the system clock.

Value

The function returns a list containing:

• the number of arrivals to the system (customerArrivals),

• the number of customers processed (customerDepartures),

• the ending time of the simulation (simulationEndTime),

• average wait time in the queue (avgWait),

• average time in the system (avgSojourn),

• average number in the system (avgNumInSystem),

• average number in the queue (avgNumInQueue), and

• server utilization (utilization).

of the queue as computed by the simulation. When requested via the “save...” parameters, the list may also contain:

• a vector of interarrival times (interarrivalTimes),

• a vector of wait times (waitTimes),

• a vector of service times (serviceTimes),

• a vector of sojourn times (sojournTimes),

• two vectors (time and count) noting changes to number in the system (numInSystemT, numInSystemN),

• two vectors (time and count) noting changes to number in the queue (numInQueueT, numInQueueN), and

• two vectors (time and status) noting changes to server status (serverStatusT, serverStatusN).

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

See Also

rstream, set.seed, stats::runif

Examples

 # Visualizing ssq with a set seed, infinite queue capacity, 4 arrivals,
 # and showing skyline with number in system, queue, and server.
 ssqvis(seed = 1234, maxArrivals = 4, showSkyline = 7, plotDelay = 0.01)

Thinning Algorithm Visualization

Description

This function animates the "thinning" approach the generation of the random event times for a non-homogeneous Poisson process with a specified intensity function, given a majorizing function that dominates the intensity function.

Usage

thinning(
  maxTime = 24,
  intensityFcn = function(x) (5 - sin(x/0.955) - (4 * cos(x/3.82)))/0.5,
  majorizingFcn = NULL,
  majorizingFcnType = NULL,
  seed = NA,
  maxTrials = Inf,
  plot = TRUE,
  showTitle = TRUE,
  plotDelay = plot * -1
)

Arguments

Details

There are three modes for visualizing Lewis and Shedler's thinning algorithm for generating random event times for a non-homogeneous Poisson process with a particular intensity function:

• interactive advance (plotDelay = -1), where pressing the 'ENTER' key advances to the next step (an accepted random variate) in the algorithm, typing 'j #' jumps ahead # steps, typing 'q' quits immediately, and typing 'e' proceeds to the end;

• automatic advance (plotDelay > 0); or

• final visualization only (plotDelay = 0).

As an alternative to visualizing, event times can be generated

Value

returns a vector of the generated random event times

References

Lewis, P.A.W. and Shedler, G.S. (1979). Simulation of non-homogeneous Poisson processes by thinning. Naval Research Logistics, 26, 403–413.

Examples

nhpp <- thinning(maxTime = 12, seed = 8675309, plotDelay = 0)
nhpp <- thinning(maxTime = 24, seed = 8675309, plotDelay = 0)


nhpp <- thinning(maxTime = 48, seed = 8675309, plotDelay = 0)

# thinning with custom intensity function and default majorizing function
intensity <- function(x) { 
    day <- 24 * floor(x/24)
    return(80 * (dnorm(x, day + 6,    2.5) + 
                 dnorm(x, day + 12.5, 1.5) + 
                 dnorm(x, day + 19,   2.0)))
}
nhpp <- thinning(maxTime = 24, plotDelay = 0, intensityFcn = intensity)

# thinning with custom intensity and constant majorizing functions
major <- function(x) { 25 }
nhpp <- thinning(maxTime = 24, plotDelay = 0, intensityFcn = intensity,
                 majorizingFcn = major)

# piecewise-constant data.frame for bounding default intensity function
fpwc <- data.frame(
    x = c(0, 2, 20, 30, 44, 48),
    y = c(5, 5, 20, 12, 20,  5)
)
nhpp <- thinning(maxTime = 24, plotDelay = 0, majorizingFcn = fpwc, majorizingFcnType = "pwc")

# piecewise-linear data.frame for bounding default intensity function
fpwl <- data.frame(
    x = c(0, 12, 24, 36, 48),
    y = c(5, 25, 10, 25, 5)
)
nhpp <- thinning(maxTime = 24, plotDelay = 0, majorizingFcn = fpwl, majorizingFcnType = "pwl")

# piecewise-linear closure/function bounding default intensity function
fclo <- function(x) {
    if (x <= 12) (5/3)*x + 5
    else if (x <= 24) 40 - (5/4)*x
    else if (x <= 36) (5/4)*x - 20
    else 85 - (5/3) * x
}
nhpp <- thinning(maxTime = 48, plotDelay = 0, majorizingFcn = fclo)

# thinning with fancy custom intensity function and default majorizing
intensity <- function(x) { 
    day <- 24 * floor(x/24)
    return(80 * (dnorm(x, day + 6,    2.5) + 
                 dnorm(x, day + 12.5, 1.5) + 
                 dnorm(x, day + 19,   2.0)))
}
nhpp <- thinning(maxTime = 24, plotDelay = 0, intensityFcn = intensity)

# piecewise-linear data.frame for bounding custom intensity function
fpwl <- data.frame(
    x = c(0,  6,  9, 12, 16, 19, 24, 30, 33, 36, 40, 43, 48),
    y = c(5, 17, 12, 28, 14, 18,  7, 17, 12, 28, 14, 18,  7)
)
nhpp <- thinning(maxTime = 48, plotDelay = 0, intensityFcn = intensity,
          majorizingFcn = fpwl, majorizingFcnType = "pwl")

# thinning with simple custom intensity function and custom majorizing
intensity <- function(t) {
    if      (t < 12) t
    else if (t < 24) 24 - t
    else if (t < 36) t - 24
    else             48 - t
}
majorizing <- data.frame(
    x = c(0, 12, 24, 36, 48),
    y = c(1, 13,  1, 13,  1))
times <- thinning(plotDelay = 0, intensityFcn = intensity,
    majorizingFcn = majorizing , majorizingFcnType = "pwl", maxTime = 48)

Arrival and Service Data for Tyler's Grill (University of Richmond)

Description

This data set contains a list of two vectors of data.

The first vector in the list contains the arrival times for 1434 customers arriving to Tyler's Grill at the University of Richmond during a single day in 2005. The arrival times were collected during operating hours, from 07:30 until 21:00. Arrival times are provided in seconds from opening (07:30).

The second vector contains service times sample for 110 customers at Tyler's Grill in 2005. Service times are provided in seconds.

Usage

tylersGrill

Format

tylersGrill$arrivalTimes returns the vector of 1434 arrival times.
tylersGrill$serviceTimes returns the vector of 110 service times.

Source

CMSC 326 Simulation course at the University of Richmond, 2005.

Examples

interarr <- c(0, diff(tylersGrill$arrivalTimes))
svc      <- tylersGrill$serviceTimes

avgInterarrivalTime <- mean(interarr)
avgServiceTime      <- mean(svc)

# use method of moments to fit gamma to Tyler's Grill service times
aHat <- mean(svc)^2 / var(svc)
bHat <- var(svc) / mean(svc)
hist(svc, freq = FALSE, las = 1, xlab = "service time", ylab = "density")
x <- 1:max(svc)
curve(dgamma(x, shape = aHat, scale = bHat), add = TRUE, col = "red", lwd = 2)

Variate Generation for Beta Distribution

Description

Variate Generation for Beta Distribution

Usage

vbeta(
  n,
  shape1,
  shape2,
  ncp = 0,
  stream = NULL,
  antithetic = FALSE,
  asList = FALSE
)

Arguments

Details

Generates random variates from the beta distribution.

Beta variates are generated by inverting uniform(0,1) variates produced either by stats::runif (if stream is NULL) or by rstream.sample (if stream is not NULL). In either case, stats::qbeta is used to invert the uniform(0,1) variate(s). In this way, using vbeta provides a monotone and synchronized binomial variate generator, although not particularly fast.

The stream indicated must be an integer between 1 and 25 inclusive.

The beta distribution has density

\deqn{f(x) = \frac{\Gamma(a+b)}{\Gamma(a) \ \Gamma(b)} x^{a-1}(1-x)^{b-1}}{
          f(x) = Gamma(a+b)/(Gamma(a)Gamma(b)) x^(a-1)(1-x)^(b-1)}

for a > 0, b > 0 and 0 \leq x \leq 1 where the boundary values at x=0 or x=1 are defined as by continuity (as limits).

The mean is \frac{a}{a+b} and the variance is {ab}{(a+b)^2 (a+b+1)}

Value

If asList is FALSE (default), return a vector of random variates.

Otherwise, return a list with components suitable for visualizing inversion, specifically:

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

See Also

rstream, set.seed, stats::runif

stats::rbeta

Examples

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qbeta
 vbeta(3, shape1 = 3, shape2 = 1, ncp = 2)

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qbeta
 vbeta(3, 3, 1, stream = 1)
 vbeta(3, 3, 1, stream = 2)

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qbeta
 vbeta(1, 3, 1, stream = 1)
 vbeta(1, 3, 1, stream = 2)
 vbeta(1, 3, 1, stream = 1)
 vbeta(1, 3, 1, stream = 2)
 vbeta(1, 3, 1, stream = 1)
 vbeta(1, 3, 1, stream = 2)

 set.seed(8675309)
 variates <- vbeta(100, 3, 1, stream = 1)
 set.seed(8675309)
 variates <- vbeta(100, 3, 1, stream = 1, antithetic = TRUE)

Variate Generation for Binomial Distribution

Description

Variate Generation for Binomial Distribution

Usage

vbinom(n, size, prob, stream = NULL, antithetic = FALSE, asList = FALSE)

Arguments

Details

Generates random variates from the binomial distribution.

Binomial variates are generated by inverting uniform(0,1) variates produced either by stats::runif (if stream is NULL) or by rstream.sample (if stream is not NULL). In either case, stats::qbinom is used to invert the uniform(0,1) variate(s). In this way, using vbinom provides a monotone and synchronized binomial variate generator, although not particularly fast.

The stream indicated must be an integer between 1 and 25 inclusive.

The binomial distribution with parameters size = n and prob = p has pmf

p(x) = {n \choose x} p^x (1-p)^{(n-x)}

for x = 0, \ldots, n.

Value

If asList is FALSE (default), return a vector of random variates.

Otherwise, return a list with components suitable for visualizing inversion, specifically:

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

See Also

rstream, set.seed, stats::runif

stats::rbinom

Examples

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qbinom
 vbinom(3, size = 10, prob = 0.25)

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qbinom
 vbinom(3, 10, 0.25, stream = 1)
 vbinom(3, 10, 0.25, stream = 2)

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qbinom
 vbinom(1, 10, 0.25, stream = 1)
 vbinom(1, 10, 0.25, stream = 2)
 vbinom(1, 10, 0.25, stream = 1)
 vbinom(1, 10, 0.25, stream = 2)
 vbinom(1, 10, 0.25, stream = 1)
 vbinom(1, 10, 0.25, stream = 2)

 set.seed(8675309)
 variates <- vbinom(100, 10, 0.25, stream = 1)
 set.seed(8675309)
 variates <- vbinom(100, 10, 0.25, stream = 1, antithetic = TRUE)

Variate Generation for Cauchy Distribution

Description

Variate Generation for Cauchy Distribution

Usage

vcauchy(
  n,
  location = 0,
  scale = 1,
  stream = NULL,
  antithetic = FALSE,
  asList = FALSE
)

Arguments

Details

Generates random variates from the Cauchy distribution.

Cauchy variates are generated by inverting uniform(0,1) variates produced either by stats::runif (if stream is NULL) or by rstream.sample (if stream is not NULL). In either case, stats::qcauchy is used to invert the uniform(0,1) variate(s). In this way, using vcauchy provides a monotone and synchronized binomial variate generator, although not particularly fast.

The stream indicated must be an integer between 1 and 25 inclusive.

The Cauchy distribution has density
\deqn{f(x) = \frac{1}{\pi s} \ \left(1 + \left( \frac{x - l}{s} \right)^2
              \right)^{-1}}{
          f(x) = 1 / (\pi s (1 + ((x-l)/s)^2))}

for all x.

The mean is a/(a+b) and the variance is ab/((a+b)^2 (a+b+1)).

Value

If asList is FALSE (default), return a vector of random variates.

Otherwise, return a list with components suitable for visualizing inversion, specifically:

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

See Also

rstream, set.seed, stats::runif

stats::rcauchy

Examples

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qcauchy
 vcauchy(3, location = 3, scale = 1)

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qcauchy
 vcauchy(3, 0, 3, stream = 1)
 vcauchy(3, 0, 3, stream = 2)

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qcauchy
 vcauchy(1, 0, 3, stream = 1)
 vcauchy(1, 0, 3, stream = 2)
 vcauchy(1, 0, 3, stream = 1)
 vcauchy(1, 0, 3, stream = 2)
 vcauchy(1, 0, 3, stream = 1)
 vcauchy(1, 0, 3, stream = 2)

 set.seed(8675309)
 variates <- vcauchy(100, 0, 3, stream = 1)
 set.seed(8675309)
 variates <- vcauchy(100, 0, 3, stream = 1, antithetic = TRUE)

Variate Generation for Chi-Squared Distribution

Description

Variate Generation for Chi-Squared Distribution

Usage

vchisq(n, df, ncp = 0, stream = NULL, antithetic = FALSE, asList = FALSE)

Arguments

Details

Generates random variates from the chi-squared distribution.

Chi-Squared variates are generated by inverting uniform(0,1) variates produced either by stats::runif (if stream is NULL) or by rstream.sample (if stream is not NULL). In either case, stats::qchisq is used to invert the uniform(0,1) variate(s). In this way, using vchisq provides a monotone and synchronized binomial variate generator, although not particularly fast.

The stream indicated must be an integer between 1 and 25 inclusive.

The chi-squared distribution with df = n \geq 0 degrees of freedom has density

\deqn{f_n(x) = \frac{1}{2^{n/2} \ \Gamma(n/2)} x^{n/2-1} e^{-x/2}}{
          f_n(x) = 1 / (2^(n/2) \Gamma(n/2)) x^(n/2-1) e^(-x/2)}

for x > 0. The mean and variance are n and 2n.

The non-central chi-squared distribution with df = n degrees of freedom and non-centrality parameter ncp = \lambda has density

\deqn{f(x) = e^{-\lambda/2} \sum_{r=0}^\infty \frac{(\lambda/2)^r}{r!} f_{n + 2r}(x)}{
          f(x) = exp(-\lambda/2) SUM_{r=0}^\infty ((\lambda/2)^r / r!) dchisq(x, df + 2r)}

for x \geq 0.

Value

If asList is FALSE (default), return a vector of random variates.

Otherwise, return a list with components suitable for visualizing inversion, specifically:

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

See Also

rstream, set.seed, stats::runif

stats::rchisq

Examples

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qchisq
 vchisq(3, df = 3, ncp = 2)

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qchisq
 vchisq(3, 3, stream = 1)
 vchisq(3, 3, stream = 2)

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qchisq
 vchisq(1, 3, stream = 1)
 vchisq(1, 3, stream = 2)
 vchisq(1, 3, stream = 1)
 vchisq(1, 3, stream = 2)
 vchisq(1, 3, stream = 1)
 vchisq(1, 3, stream = 2)

 set.seed(8675309)
 variates <- vchisq(100, 3, stream = 1)
 set.seed(8675309)
 variates <- vchisq(100, 3, stream = 1, antithetic = TRUE)

Variate Generation for Exponential Distribution

Description

Variate Generation for Exponential Distribution

Usage

vexp(n, rate = 1, stream = NULL, antithetic = FALSE, asList = FALSE)

Arguments

Details

Generates random variates from the exponential distribution.

Exponential variates are generated by inverting uniform(0,1) variates produced either by stats::runif (if stream is NULL) or by rstream.sample (if stream is not NULL). In either case, stats::qexp is used to invert the uniform(0,1) variate(s). In this way, using vexp provides a monotone and synchronized binomial variate generator, although not particularly fast.

The stream indicated must be an integer between 1 and 25 inclusive.

 The exponential distribution with rate \eqn{\lambda} has density

     \deqn{f(x) = \lambda e^{-\lambda x}}{
               f(x) = \lambda e^(-\lambda x)}

 for \eqn{x \geq 0}.

Value

If asList is FALSE (default), return a vector of random variates.

Otherwise, return a list with components suitable for visualizing inversion, specifically:

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

See Also

rstream, set.seed, stats::runif

stats::rexp

Examples

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qexp
 vexp(3, rate = 2)

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qexp
 vexp(3, 2, stream = 1)
 vexp(3, 2, stream = 2)

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qexp
 vexp(1, 2, stream = 1)
 vexp(1, 2, stream = 2)
 vexp(1, 2, stream = 1)
 vexp(1, 2, stream = 2)
 vexp(1, 2, stream = 1)
 vexp(1, 2, stream = 2)

 set.seed(8675309)
 variates <- vexp(100, 2, stream = 1)
 set.seed(8675309)
 variates <- vexp(100, 2, stream = 1, antithetic = TRUE)

 set.seed(8675309)
 # NOTE: Default functions for M/M/1 ssq(), ignoring fixed n
 interarrivals <- vexp(1000, rate = 1,    stream = 1)
 services      <- vexp(1000, rate = 10/9, stream = 2)

Variate Generation for FALSE Distribution

Description

Variate Generation for FALSE Distribution

Usage

vfd(n, df1, df2, ncp = 0, stream = NULL, antithetic = FALSE, asList = FALSE)

Arguments

Details

Generates random variates from the FALSE distribution.

FALSE variates are generated by inverting uniform(0,1) variates produced either by stats::runif (if stream is NULL) or by rstream.sample (if stream is not NULL). In either case, stats::qf is used to invert the uniform(0,1) variate(s). In this way, using vfd provides a monotone and synchronized binomial variate generator, although not particularly fast.

The stream indicated must be an integer between 1 and 25 inclusive.

The F distribution with df1 = n_1 and df2 = n_2 degrees of freedom has density

f(x) = \frac {\Gamma(n_1/2 + n_2/2)} {\Gamma(n_1/2) \ \Gamma(n_2/2)} \left( \frac{n_1}{n_2} \right)^{n_1/2} x^{n_1/2 - 1} \left( 1 + \frac{n_1x}{n_2} \right) ^ {-(n_1 + n_2)/2}

for x > 0.

Value

If asList is FALSE (default), return a vector of random variates.

Otherwise, return a list with components suitable for visualizing inversion, specifically:

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

See Also

rstream, set.seed, stats::runif

stats::rf

Examples

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qf
 vfd(3, df1 = 1, df2 = 2, ncp = 10)

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qf
 vfd(3, 5, 5, stream = 1)
 vfd(3, 5, 5, stream = 2)

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qf
 vfd(1, 5, 5, stream = 1)
 vfd(1, 5, 5, stream = 2)
 vfd(1, 5, 5, stream = 1)
 vfd(1, 5, 5, stream = 2)
 vfd(1, 5, 5, stream = 1)
 vfd(1, 5, 5, stream = 2)

 set.seed(8675309)
 variates <- vfd(100, 5, 5, stream = 1)
 set.seed(8675309)
 variates <- vfd(100, 5, 5, stream = 1, antithetic = TRUE)

Variate Generation for Gamma Distribution

Description

Variate Generation for Gamma Distribution

Usage

vgamma(
  n,
  shape,
  rate = 1,
  scale = 1/rate,
  stream = NULL,
  antithetic = FALSE,
  asList = FALSE
)

Arguments

Details

Generates random variates from the gamma distribution.

Gamma variates are generated by inverting uniform(0,1) variates produced either by stats::runif (if stream is NULL) or by rstream.sample (if stream is not NULL). In either case, stats::qgamma is used to invert the uniform(0,1) variate(s). In this way, using vgamma provides a monotone and synchronized binomial variate generator, although not particularly fast.

The stream indicated must be an integer between 1 and 25 inclusive.

The gamma distribution with parameters \code{shape} = \eqn{a} and
\code{scale} = \eqn{s} has density

     \deqn{f(x) = \frac{1}{s^a\, \Gamma(a)} x^{a-1} e^{-x/s}}{
               f(x) = 1/(s^a Gamma(a)) x^(a-1) e^(-x/s)}

for \eqn{x \ge 0}, \eqn{a > 0}, and \eqn{s > 0}.
(Here \eqn{\Gamma(a)}{Gamma(a)} is the function implemented by
R's \code{\link[base:Special]{gamma}()} and defined in its help.)

The population mean and variance are \eqn{E(X) = as}
and \eqn{Var(X) = as^2}.

Value

If asList is FALSE (default), return a vector of random variates.

Otherwise, return a list with components suitable for visualizing inversion, specifically:

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

See Also

rstream, set.seed, stats::runif

stats::rgamma

Examples

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qgamma
 vgamma(3, shape = 2, rate = 1)

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qgamma
 vgamma(3, 2, scale = 1, stream = 1)
 vgamma(3, 2, scale = 1, stream = 2)

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qgamma
 vgamma(1, 2, scale = 1, stream = 1)
 vgamma(1, 2, scale = 1, stream = 2)
 vgamma(1, 2, scale = 1, stream = 1)
 vgamma(1, 2, scale = 1, stream = 2)
 vgamma(1, 2, scale = 1, stream = 1)
 vgamma(1, 2, scale = 1, stream = 2)

 set.seed(8675309)
 variates <- vgamma(100, 2, scale = 1, stream = 1)
 set.seed(8675309)
 variates <- vgamma(100, 2, scale = 1, stream = 1, antithetic = TRUE)

Variate Generation for Geometric Distribution

Description

Variate Generation for Geometric Distribution

Usage

vgeom(n, prob, stream = NULL, antithetic = FALSE, asList = FALSE)

Arguments

Details

Generates random variates from the geometric distribution.

Geometric variates are generated by inverting uniform(0,1) variates produced either by stats::runif (if stream is NULL) or by rstream.sample (if stream is not NULL). In either case, stats::qgeom is used to invert the uniform(0,1) variate(s). In this way, using vgeom provides a monotone and synchronized binomial variate generator, although not particularly fast.

The stream indicated must be an integer between 1 and 25 inclusive.

The geometric distribution with parameter prob = p has density

p(x) = p (1-p)^x

for x = 0, 1, 2, \ldots, where 0 < p \le 1.

Value

If asList is FALSE (default), return a vector of random variates.

Otherwise, return a list with components suitable for visualizing inversion, specifically:

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

See Also

rstream, set.seed, stats::runif

stats::rgeom

Examples

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qgeom
 vgeom(3, prob = 0.3)

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qgeom
 vgeom(3, 0.3, stream = 1)
 vgeom(3, 0.3, stream = 2)

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qgeom
 vgeom(1, 0.3, stream = 1)
 vgeom(1, 0.3, stream = 2)
 vgeom(1, 0.3, stream = 1)
 vgeom(1, 0.3, stream = 2)
 vgeom(1, 0.3, stream = 1)
 vgeom(1, 0.3, stream = 2)

 set.seed(8675309)
 variates <- vgeom(100, 0.3, stream = 1)
 set.seed(8675309)
 variates <- vgeom(100, 0.3, stream = 1, antithetic = TRUE)

Variate Generation for Log-Normal Distribution

Description

Variate Generation for Log-Normal Distribution

Usage

vlnorm(
  n,
  meanlog = 0,
  sdlog = 1,
  stream = NULL,
  antithetic = FALSE,
  asList = FALSE
)

Arguments

Details

Generates random variates from the log-normal distribution.

Log-Normal variates are generated by inverting uniform(0,1) variates produced either by stats::runif (if stream is NULL) or by rstream.sample (if stream is not NULL). In either case, stats::qlnorm is used to invert the uniform(0,1) variate(s). In this way, using vlnorm provides a monotone and synchronized binomial variate generator, although not particularly fast.

The stream indicated must be an integer between 1 and 25 inclusive.

The log-normal distribution has density

\deqn{f(x) = \frac{1}{\sqrt{2 \pi} \sigma x}
                 e^{-(\log{x} - \mu)^2 / (2 \sigma^2)} }{
          f(x) = 1/(\sqrt(2 \pi) \sigma x) e^-((log x - \mu)^2 / (2 \sigma^2))}

where \mu and \sigma are the mean and standard deviation of the logarithm.

The mean is E(X) = \exp(\mu + 1/2 \sigma^2), the median is med(X) = \exp(\mu), and the variance is Var(X) = \exp(2\times \mu +\sigma^2)\times (\exp(\sigma^2)-1) and hence the coefficient of variation is sqrt(\exp(\sigma^2)-1) which is approximately \sigma when small (e.g., \sigma < 1/2).

Value

If asList is FALSE (default), return a vector of random variates.

Otherwise, return a list with components suitable for visualizing inversion, specifically:

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

See Also

rstream, set.seed, stats::runif

stats::rlnorm

Examples

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qlnorm
 vlnorm(3, meanlog = 5, sdlog = 0.5)

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qlnorm
 vlnorm(3, 8, 2, stream = 1)
 vlnorm(3, 8, 2, stream = 2)

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qlnorm
 vlnorm(1, 8, 2, stream = 1)
 vlnorm(1, 8, 2, stream = 2)
 vlnorm(1, 8, 2, stream = 1)
 vlnorm(1, 8, 2, stream = 2)
 vlnorm(1, 8, 2, stream = 1)
 vlnorm(1, 8, 2, stream = 2)

 set.seed(8675309)
 variates <- vlnorm(100, 8, 2, stream = 1)
 set.seed(8675309)
 variates <- vlnorm(100, 8, 2, stream = 1, antithetic = TRUE)

Variate Generation for Logistic Distribution

Description

Variate Generation for Logistic Distribution

Usage

vlogis(
  n,
  location = 0,
  scale = 1,
  stream = NULL,
  antithetic = FALSE,
  asList = FALSE
)

Arguments

Details

Generates random variates from the logistic distribution.

Logistic variates are generated by inverting uniform(0,1) variates produced either by stats::runif (if stream is NULL) or by rstream.sample (if stream is not NULL). In either case, stats::qlogis is used to invert the uniform(0,1) variate(s). In this way, using vlogis provides a monotone and synchronized binomial variate generator, although not particularly fast.

The stream indicated must be an integer between 1 and 25 inclusive.

The logistic distribution with location = \mu and scale = \sigma has distribution function

F(x) = \frac{1}{1 + e^{-(x - \mu) / \sigma}}

and density

f(x) = \frac{1}{\sigma} \frac{e^{(x-\mu)/\sigma}} {(1 + e^{(x-\mu)/\sigma})^2}

It is a long-tailed distribution with mean \mu and variance \pi^2 / 3 \sigma^2.

Value

If asList is FALSE (default), return a vector of random variates.

Otherwise, return a list with components suitable for visualizing inversion, specifically:

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

See Also

rstream, set.seed, stats::runif

stats::rlogis

Examples

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qlogis
 vlogis(3, location = 5, scale = 0.5)

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qlogis
 vlogis(3, 5, 1.5, stream = 1)
 vlogis(3, 5, 1.5, stream = 2)

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qlogis
 vlogis(1, 5, 1.5, stream = 1)
 vlogis(1, 5, 1.5, stream = 2)
 vlogis(1, 5, 1.5, stream = 1)
 vlogis(1, 5, 1.5, stream = 2)
 vlogis(1, 5, 1.5, stream = 1)
 vlogis(1, 5, 1.5, stream = 2)

 set.seed(8675309)
 variates <- vlogis(100, 5, 1.5, stream = 1)
 set.seed(8675309)
 variates <- vlogis(100, 5, 1.5, stream = 1, antithetic = TRUE)

Variate Generation for Negative Binomial Distribution

Description

Variate Generation for Negative Binomial Distribution

Usage

vnbinom(n, size, prob, mu, stream = NULL, antithetic = FALSE, asList = FALSE)

Arguments

Details

Generates random variates from the negative binomial distribution.

Negative Binomial variates are generated by inverting uniform(0,1) variates produced either by stats::runif (if stream is NULL) or by rstream.sample (if stream is not NULL). In either case, stats::qnbinom is used to invert the uniform(0,1) variate(s). In this way, using vnbinom provides a monotone and synchronized binomial variate generator, although not particularly fast.

The stream indicated must be an integer between 1 and 25 inclusive.

The negative binomial distribution with size = n and prob = p has density

      \deqn{p(x) = \frac{\Gamma(x+n)}{\Gamma(n) \ x!} p^n (1-p)^x}{
                p(x) = Gamma(x+n)/(Gamma(n) x!) p^n (1-p)^x}

for x = 0, 1, 2, \ldots, n > 0 and 0 < p \leq 1. This represents the number of failures which occur in a sequence of Bernoulli trials before a target number of successes is reached.

The mean is \mu = n(1 - p)/p and variance n(1 - p)/p^2

Value

If asList is FALSE (default), return a vector of random variates.

Otherwise, return a list with components suitable for visualizing inversion, specifically:

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

See Also

rstream, set.seed, stats::runif

stats::rnbinom

Examples

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qnbinom
 vnbinom(3, size = 10, mu = 10)

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qnbinom
 vnbinom(3, 10, 0.25, stream = 1)
 vnbinom(3, 10, 0.25, stream = 2)

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qnbinom
 vnbinom(1, 10, 0.25, stream = 1)
 vnbinom(1, 10, 0.25, stream = 2)
 vnbinom(1, 10, 0.25, stream = 1)
 vnbinom(1, 10, 0.25, stream = 2)
 vnbinom(1, 10, 0.25, stream = 1)
 vnbinom(1, 10, 0.25, stream = 2)

 set.seed(8675309)
 variates <- vnbinom(100, 10, 0.25, stream = 1)
 set.seed(8675309)
 variates <- vnbinom(100, 10, 0.25, stream = 1, antithetic = TRUE)

Variate Generation for Normal Distribution

Description

Variate Generation for Normal Distribution

Usage

vnorm(n, mean = 0, sd = 1, stream = NULL, antithetic = FALSE, asList = FALSE)

Arguments

Details

Generates random variates from the normal distribution.

Normal variates are generated by inverting uniform(0,1) variates produced either by stats::runif (if stream is NULL) or by rstream.sample (if stream is not NULL). In either case, stats::qnorm is used to invert the uniform(0,1) variate(s). In this way, using vnorm provides a monotone and synchronized binomial variate generator, although not particularly fast.

The stream indicated must be an integer between 1 and 25 inclusive.

The normal distribution has density

 \deqn{f(x) = \frac{1}{\sqrt{2\pi}\sigma} e^{-(x - \mu)^2/(2 \sigma^2)}}{
           f(x) = 1/(\sqrt(2\pi)\sigma) e^(-(x - \mu)^2/(2 \sigma^2))}

for -\infty < x < \infty and \sigma > 0, where \mu is the mean of the distribution and \sigma the standard deviation.

Value

If asList is FALSE (default), return a vector of random variates.

Otherwise, return a list with components suitable for visualizing inversion, specifically:

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

See Also

rstream, set.seed, stats::runif

stats::rnorm

Examples

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qnorm
 vnorm(3, mean = 2, sd = 1)

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qnorm
 vnorm(3, 10, 2, stream = 1)
 vnorm(3, 10, 2, stream = 2)

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qnorm
 vnorm(1, 10, 2, stream = 1)
 vnorm(1, 10, 2, stream = 2)
 vnorm(1, 10, 2, stream = 1)
 vnorm(1, 10, 2, stream = 2)
 vnorm(1, 10, 2, stream = 1)
 vnorm(1, 10, 2, stream = 2)

 set.seed(8675309)
 variates <- vnorm(100, 10, 2, stream = 1)
 set.seed(8675309)
 variates <- vnorm(100, 10, 2, stream = 1, antithetic = TRUE)

Variate Generation for Poisson Distribution

Description

Variate Generation for Poisson Distribution

Usage

vpois(n, lambda, stream = NULL, antithetic = FALSE, asList = FALSE)

Arguments

Details

Generates random variates from the Poisson distribution.

Poisson variates are generated by inverting uniform(0,1) variates produced either by stats::runif (if stream is NULL) or by rstream.sample (if stream is not NULL). In either case, stats::qpois is used to invert the uniform(0,1) variate(s). In this way, using vpois provides a monotone and synchronized binomial variate generator, although not particularly fast.

The stream indicated must be an integer between 1 and 25 inclusive.

The Poisson distribution has density

p(x) = \frac{\lambda^x e^{-\lambda}}{x!}

for x = 0, 1, 2, \ldots. The mean and variance are E(X) = Var(X) = \lambda

Value

If asList is FALSE (default), return a vector of random variates.

Otherwise, return a list with components suitable for visualizing inversion, specifically:

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

See Also

rstream, set.seed, stats::runif

stats::rpois

Examples

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qpois
 vpois(3, lambda = 5)

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qpois
 vpois(3, 3, stream = 1)
 vpois(3, 3, stream = 2)

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qpois
 vpois(1, 3, stream = 1)
 vpois(1, 3, stream = 2)
 vpois(1, 3, stream = 1)
 vpois(1, 3, stream = 2)
 vpois(1, 3, stream = 1)
 vpois(1, 3, stream = 2)

 set.seed(8675309)
 variates <- vpois(100, 3, stream = 1)
 set.seed(8675309)
 variates <- vpois(100, 3, stream = 1, antithetic = TRUE)

Variate Generation for Student T Distribution

Description

Variate Generation for Student T Distribution

Usage

vt(n, df, ncp = 0, stream = NULL, antithetic = FALSE, asList = FALSE)

Arguments

Details

Generates random variates from the Student t distribution.

Student T variates are generated by inverting uniform(0,1) variates produced either by stats::runif (if stream is NULL) or by rstream.sample (if stream is not NULL). In either case, stats::qt is used to invert the uniform(0,1) variate(s). In this way, using vt provides a monotone and synchronized binomial variate generator, although not particularly fast.

The stream indicated must be an integer between 1 and 25 inclusive.

The t-distribution with df = v degrees of freedom has density

f(x) = \frac{\Gamma((v+1)/2)}{\sqrt{v\pi} \ \Gamma(v/2)} \ (1 + x^2/v)^{-(v+1)/2}

for all real x. It has mean 0 (for v > 1) and variance v/(v-2) (for v > 2).

The general non-central t with parameters (\nu, \delta) = (df, ncp) is defined as the distribution of T_{\nu}(\delta) := (U + \delta) \ / \ \sqrt{(V/\nu)} where U and V are independent random variables, U \sim \mathcal{N}(0,1) and V \sim \chi^2(\nu).

Value

If asList is FALSE (default), return a vector of random variates.

Otherwise, return a list with components suitable for visualizing inversion, specifically:

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

See Also

rstream, set.seed, stats::runif

stats::rt

Examples

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qt
 vt(3, df = 3, ncp = 2)

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qt
 vt(3, 2, stream = 1)
 vt(3, 2, stream = 2)

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qt
 vt(1, 2, stream = 1)
 vt(1, 2, stream = 2)
 vt(1, 2, stream = 1)
 vt(1, 2, stream = 2)
 vt(1, 2, stream = 1)
 vt(1, 2, stream = 2)

 set.seed(8675309)
 variates <- vt(100, 2, stream = 1)
 set.seed(8675309)
 variates <- vt(100, 2, stream = 1, antithetic = TRUE)

Variate Generation for Uniform Distribution

Description

Variate Generation for Uniform Distribution

Usage

vunif(n, min = 0, max = 1, stream = NULL, antithetic = FALSE, asList = FALSE)

Arguments

Details

Generates random variates from the uniform distribution.

Uniform variates are generated by inverting uniform(0,1) variates produced either by stats::runif (if stream is NULL) or by rstream.sample (if stream is not NULL). In either case, stats::qunif is used to invert the uniform(0,1) variate(s). In this way, using vunif provides a monotone and synchronized binomial variate generator, although not particularly fast.

The stream indicated must be an integer between 1 and 25 inclusive.

The uniform distribution has density

      \deqn{f(x) = \frac{1}{max-min}}{
                f(x) = 1/(max-min)}

for min \le x \le max.

Value

If asList is FALSE (default), return a vector of random variates.

Otherwise, return a list with components suitable for visualizing inversion, specifically:

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

See Also

rstream, set.seed, stats::runif

stats::runif

Examples

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qunif
 vunif(3, min = -2, max = 2)

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qunif
 vunif(3, 0, 10, stream = 1)
 vunif(3, 0, 10, stream = 2)

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qunif
 vunif(1, 0, 10, stream = 1)
 vunif(1, 0, 10, stream = 2)
 vunif(1, 0, 10, stream = 1)
 vunif(1, 0, 10, stream = 2)
 vunif(1, 0, 10, stream = 1)
 vunif(1, 0, 10, stream = 2)

 set.seed(8675309)
 variates <- vunif(100, 0, 10, stream = 1)
 set.seed(8675309)
 variates <- vunif(100, 0, 10, stream = 1, antithetic = TRUE)

Variate Generation for Weibull Distribution

Description

Variate Generation for Weibull Distribution

Usage

vweibull(
  n,
  shape,
  scale = 1,
  stream = NULL,
  antithetic = FALSE,
  asList = FALSE
)

Arguments

Details

Generates random variates from the Weibull distribution.

Weibull variates are generated by inverting uniform(0,1) variates produced either by stats::runif (if stream is NULL) or by rstream.sample (if stream is not NULL). In either case, stats::qweibull is used to invert the uniform(0,1) variate(s). In this way, using vweibull provides a monotone and synchronized binomial variate generator, although not particularly fast.

The stream indicated must be an integer between 1 and 25 inclusive.

The Weibull distribution with parameters shape = a and scale = b has density

 \deqn{f(x) = \frac{a}{b} \left(\frac{x}{b}\right)^{a-1} e^{-(x/b)^a}}{
           f(x) = (a/b) (x/b)^(a-1) exp(-(x/b)^a)}

for x \ge 0, a > 0, and b > 0.

Value

If asList is FALSE (default), return a vector of random variates.

Otherwise, return a list with components suitable for visualizing inversion, specifically:

Author(s)

Barry Lawson (blawson@bates.edu),
Larry Leemis (leemis@math.wm.edu),
Vadim Kudlay (vkudlay@nvidia.com)

See Also

rstream, set.seed, stats::runif

stats::rweibull

Examples

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qweibull
 vweibull(3, shape = 2, scale = 1)

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qweibull
 vweibull(3, 2, 1, stream = 1)
 vweibull(3, 2, 1, stream = 2)

 set.seed(8675309)
 # NOTE: following inverts rstream::rstream.sample using stats::qweibull
 vweibull(1, 2, 1, stream = 1)
 vweibull(1, 2, 1, stream = 2)
 vweibull(1, 2, 1, stream = 1)
 vweibull(1, 2, 1, stream = 2)
 vweibull(1, 2, 1, stream = 1)
 vweibull(1, 2, 1, stream = 2)

 set.seed(8675309)
 variates <- vweibull(100, 2, 1, stream = 1)
 set.seed(8675309)
 variates <- vweibull(100, 2, 1, stream = 1, antithetic = TRUE)