r - How do I best simulate an arbitrary univariate random variate using its probability function? -

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आर: एक मनमाना असुरक्षित यादृच्छिक विविधता को अनुकरण करने का सबसे अच्छा तरीका क्या है यदि केवल इसकी संभावना / घनत्व फ़ंक्शन उपलब्ध है?

इनवर्स सीडीएफ पद्धति का एक (धीमा) कार्यान्वयन है जब आप केवल घनत्व ही देते हैं।

अपने स्वयं के घनत्व के साथ <पूर्व> डेन एंड लेफ्टिनो -नोरम # रीप्ले # सीडीएफ को संख्यात्मक एकीकरण से सीडीएफ तक पहुंचाता है; एलसीटी; -फंक्शन (एक्स) एकीकृत (डेन, -इन्फ़, एक्स) [[1]] # इंवेस्टमेंट्स सीडीएफ व्युत्क्रम सीडीएफ और लेफ्टिनेंट; -फंक्शन (एक्स, सीडीएफ, शुरूआकारमूल्य = 0) {लोअरफ़ाउंड & lt; -FALSE निचला & lt; -प्रारंभ करना.मूल्य जबकि (! लोअर। फ़ाउंड) {if (सीडीएफ (निचला) & gt; = (x-.000001 )) कम और लेफ्टिनेंट; -लूर- (निम्न-शुरुआत.व्यू) ^ 2-1 और निचला। फ़ाउंड एंड लेफ्टिनेंट; -आरआरईई} ऊपरी.फ़ीन्ड & lt; -FALSE ऊपरी & lt; -प्रारंभ करना.गुणित जबकि (ऊपरी.फ़ाउंड) {if (cdf ( ऊपरी) & lt; = (x + .000001)) ऊपरी & lt; -upper + (ऊपरी-शुरुआत.विशेषतः) ^ 2 + 1 और ऊपरी। फल & lt; -TRUE} uniroot (फ़ंक्शन (y) cdf (y) -x, c (lower , ऊपरी)) $ रूट} # जनरेट करता है 1000 (रिक्त (1000)), 1, फ़ंक्शन (x) inverse.cdf (x, cdf)) hist (vars)

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