normalised Voigt random numbers
Waterman, DG (David) wrote:
Dear list, I would like to generate random numbers from a Voigt distribution, hopefully in a way as simple as getting random numbers from a normal distribution with 'rnorm'. Is there any package to do this? Speed is an issue in this application. Or, as the Voigt distribution is a convolution of a Gaussian and a Lorentzian, can I simply combine random numbers from rnorm and rcauchy in some way (I'm not sure about the maths of this)?
I spent a while with the wikipedia entry on the Voigt distribution, which
gives
an expression for the pdf that I don't understand ... but the answer to your
question appears very simple.
rvoight <- function(n,sigma,gamma) {
rnorm(n,sd=sigma)+rcauchy(n,scale=1/gamma)
}
at least according to the formulas on the wikipedia page.
Ben Bolker
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