R help - Oct 2007 - Sample fromt he real line

Hello R Gurus,
 
This is a simple enough question, but I am curious as to whether there's an
answer...  Can R generate a random variable uniformly distributed on -Inf to
Inf?  Philosophically this doesn't seem possible, and if not, as I imagine
so, is there some sort of generally accepted factor I should be multiplying by a
Unif(-1,1) rv to sample from the real line?

Thanks,
Dan Polhamus

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On 01/10/2007 3:50 AM, Daniel Polhamus wrote:
> Hello R Gurus,
>  
> This is a simple enough question, but I am curious as to whether
there's an answer...  Can R generate a random variable uniformly distributed
on -Inf to Inf?  Philosophically this doesn't seem possible, and if not, as
I imagine so, is there some sort of generally accepted factor I should be
multiplying by a Unif(-1,1) rv to sample from the real line?
There's no distribution that's uniform on the real line, but there are a
lot of ways to sample non-uniformly from it.

A common approximation (e.g. to simulate a non-informative prior in 
Bayesian work) is to use a normal distribution with a large variance.
AFAIK there isn't any agreement on what "large" should be, because
it
depends so much on context.

Duncan Murdoch
> Thanks,
> Dan Polhamus
> 
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> 
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