Il giorno mar, 24/07/2007 alle 06.39 +0100, Prof Brian Ripley ha scritto: > On Mon, 23 Jul 2007, Iwona Szyd?owska wrote: > > > Hello, > > > I would like to ask You, how to generate random numbers from an > > exponential power family with a shape parameter p less than 1(p->0). I > > found the rnormp package, which can generate numbers from this > > distribution, but only for parameter less or equal 1. > > It seems you mean package 'normalp', and that the package author believes > that the exponential power distribution is only defined for p >= 1 > (although that is not on the help page). Other authors believe it is > defined by a relationship to the gamma for all p > 0. So all you need to > do is to change the condition from p < 1 to p <= 0 in rnormp and friends. > Well, I know that an exponential power distribution is defined for p>0, (I think quite all the references I know consider p>0), but for 0<p<1 the algorithms that I have implemented for the estimates of the distribution parameters and for the regression parameters are really instable (pratically are not usable at all). Then, I prefered for all the functions of the normalp package consider only the case p>=1. All the best, Angelo Mineo
> However, the algorithms used are not adequate for large or small p. We > know that the distribution tends to uniform for p -> Inf, but pnormp and > rnormp break down for quite modest values of p. As p -> 0 it tends to a > point distribution at 0, but you will see very large values far too often. > So if you want p smaller than say 0.01 you will need to implement a > different algorithm. > > > > > Regards, > > Iwona Szydlowska > > [[alternative HTML version deleted]] > > > > ______________________________________________ > > R-help@stat.math.ethz.ch mailing list > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > > and provide commented, minimal, self-contained, reproducible code. > > > ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
