search for: devroy

Displaying 5 results from an estimated 5 matches for "devroy".

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2005 Jul 01
5
Generating correlated data from uniform distribution
Dear R users, I want to generate two random variables (X1, X2) from uniform distribution (-0.5, 0.5) with a specified correlation coefficient r. Does anyone know how to do it in R? Many thanks! Menghui
2007 Jun 28
0
new package benchden 1.0.0 : benchmark densities for nonparametric density estimation
The new package "benchden" 1.0.0 implements 28 benchmark densities for nonparametric density estimation that were introduced by A. Berlinet and L. Devroye ("A Comparison of Kernel Density Estimates", Pub. Inst. Stat. Univ. Paris, XXXVIII, fasc. 3, 1994, 3-59, http://cg.scs.carleton.ca/~luc/devs.html ). This collection includes a variety of densities with different degrees of smoothness, different tail behaviour, different number of modes,...
2007 Jun 28
0
new package benchden 1.0.0 : benchmark densities for nonparametric density estimation
The new package "benchden" 1.0.0 implements 28 benchmark densities for nonparametric density estimation that were introduced by A. Berlinet and L. Devroye ("A Comparison of Kernel Density Estimates", Pub. Inst. Stat. Univ. Paris, XXXVIII, fasc. 3, 1994, 3-59, http://cg.scs.carleton.ca/~luc/devs.html ). This collection includes a variety of densities with different degrees of smoothness, different tail behaviour, different number of modes,...
2007 Jul 10
2
integration over a simplex
Hello The excellent adapt package integrates over multi-dimensional hypercubes. I want to integrate over a multidimensional simplex. Has anyone implemented such a thing in R? I can transform an n-simplex to a hyperrectangle but the Jacobian is a rapidly-varying (and very lopsided) function and this is making adapt() slow. [ A \dfn{simplex} is an n-dimensional analogue of a triangle or
2002 Aug 08
0
RE: rmultinom
Hi Mark: I had also used sample and tabulate for generating multinomial and found it to be quite slow. So I had written a multinomial random numbers generator based on the GENMUL subroutine from "ranlib", which in turn is based on the algorithm from Luc Devroye's book on "Non-Uniform Random Variate Generation" You may want to compare this with your hybrid algorithm and see their relative performance. Best, Ravi. ############################################################### ## A multinomial random vector generator rmultinom <- fu...