Howdy,
I couldn't find any way to generate deviates from a triangular
PDF in R, so here's a function to do so.
-Andy
rtri <- function(n=1,min=0,max=1,ml=0.5) {
# Return independent random deviates from a
# triangular distribution.
# n is number of deviates requested
# min, max are lower and upper limits of r.v. range
# ml is the most-likely value
# if ml = (min+max)/2, pdf is symmetric
# if ml=min, pdf is left triangular
# if ml=max, pdf is right triangular
# Method reference is Section 7.3.9 of Law and Keaton (1982):
# @Book{law82a,
# author = {Averill M. Law and W. David Keaton},
# title = {Simulation modeling and analysis},
# publisher = {Mc{G}raw-Hill},
# year = 1982
#}
# Written by Andy Jacobson (andyj at splash.princeton.edu), 6 Dec 2002
# Credit is also due to Jeffrey S. Smith, (jsmith at eng.auburn.edu),
# whose C++ implementation I looked at first.
if((ml<min)||(ml>max)) {
stop("ml outside of range [min max]")
}
u <- runif(n)
mode <- (ml-min)/(max-min) # "mode" defined in range [0 1]
(rescaling will be done last)
s1 <- which(u<=mode)
s2 <- which(u>mode)
u[s1] <- sqrt(mode*u[s1])
u[s2] <- 1-sqrt((1-mode)*(1-u[s2]))
min+(max-min)*u
}
--
Andy Jacobson
arj at gfdl.gov
Program in Atmospheric and Oceanic Sciences
Sayre Hall, Forrestal Campus
Princeton University
PO Box CN710 Princeton, NJ 08544-0710 USA
Tel: 609/258-5260 Fax: 609/258-2850
