User-defined random variable
On 5/1/05, Matthias Kohl <Matthias.Kohl at uni-bayreuth.de> wrote:
I would like to know whether it is possible with R to define a discrete random variable different from the ones already defined inside R and generate random numbers from that user-defined distribution.
Yes. One generic way is to specify the quantile function (as in qpois() etc.) and do qfun(runif(N)).
If the support discrete but also finite, you can also use sample(), e.g. sample(myset, N, replace = TRUE, prob = myprob)
one can also use our R package "distr" to generate discrete random variables. The subsequent code provides a function which generates an object of class "DiscreteDistribution" based on a finite support "supp". If "prob" is missing all elements in "supp" are equally weighted.
Thanks you for all your helpful replies to my question. Paul