R help - Jan 2006 - generating random numbers from the logit-normal distribution ?

Hi R users

I like to generate random numbers from the logit-normal distribution.

Are there available simple commands  I can use?

I used to generate using

exp(rnorm(1000,0,1))/(1+exp(rnorm(1000,0,1)))

I am looking for a simple command such as rnorm().

Thanks in advance

TM

Selon Taka Matzmoto <sell_mirage_ne at hotmail.com>:
> Hi R users
>
> I like to generate random numbers from the logit-normal distribution.
>
> Are there available simple commands  I can use?
>
> I used to generate using
>
> exp(rnorm(1000,0,1))/(1+exp(rnorm(1000,0,1)))
> I am looking for a simple command such as rnorm().
>
> Thanks in advance
>
> TM
Hi,



Consider writing a function, you can even learn how to use ...

rlogitnormal <- function(...){
  x <- exp(rnorm(...))
  x / (1+x)
}

then

rlogitnormal(1000, 0, 1)

Romain

On Thu, 26 Jan 2006, Taka Matzmoto wrote:
> Hi R users
>
> I like to generate random numbers from the logit-normal distribution.
which is not a standard distribution.  I guess you mean a random variable 
whose logit is normal (but that is not the only meaning in use).
> Are there available simple commands  I can use?
>
> I used to generate using
>
> exp(rnorm(1000,0,1))/(1+exp(rnorm(1000,0,1)))
That would be incorrect.  I think you mean
> xx <- rnorm(1000, 0, 1)
> exp(xx)/(1+exp(xx))
> I am looking for a simple command such as rnorm().
> plogis(rnorm(1000))
And if that is not simple enough for you, you can write a function 
wrapper like
> rlgnorm <- function(...) plogis(rnorm(...))
-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
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