Re: [R] How can I simulate Pareto distribution in R?

2005-01-09 Thread Göran Broström 
On Sun, Jan 09, 2005 at 12:21:47AM -0800, Ni Xiao wrote:
> Hi, guys,
>I need to simulate Pareto distribution. But I found 'rpareto' didn't exist 
> in R. And it seems that Pareto distribution don't have mathematical 
> relationships with other distributions. What can I do?

Well, it has a relation to the uniform distribution thru 
F(X) = U ~ uniform(0, 1), 
where X is  Pareto with cdf F. Solve for X and you have just reinvented the
"inverse method" of generating random numbers from a cdf F.

Remigijus made that explicit for you.

-- 
 Göran Broströmtel: +46 90 786 5223
 Department of Statistics  fax: +46 90 786 6614
 Umeå University   http://www.stat.umu.se/egna/gb/
 SE-90187 Umeå, Sweden e-mail: [EMAIL PROTECTED]

__
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

Re: [R] How can I simulate Pareto distribution in R?

2005-01-09 Thread Remigijus Lapinskas 

If you define Pareto density as p(x)=c*x^(-(c+1)) for x>1, then

dpareto <- function(x,c){
if(c<=0)stop("c must be positive") # Diagnostic step
ifelse(x<1,0,c/x^(c+1))}

ppareto <- function(q,c){
if(c<=0)stop("c must be positive > 0")
ifelse(q<1,0,1-1/q^c)}

qpareto <- function(p,c){
if(c<=0) stop("c must be positive > 0")
if(any(p<0)|any(p>1)) # Symbol | denotes logical OR
stop("p must be between 0 and 1")
q <- (1-p)^(-1/c)
q}

rpareto <- function(n,c){
if(c<=0) stop("c must be positive")
rp <- runif(n)^(-1/c)
rp}

Good luck,
Rem

Sunday, January 9, 2005, 10:21:47 AM, you wrote:

NX> Hi, guys,
NX>I need to simulate Pareto distribution. But I found
NX> 'rpareto' didn't exist in R. And it seems that Pareto distribution
NX> don't have mathematical relationships with other distributions.
NX> What can I do?
 
NX> Thanks a lot.
 
NX> Ni

__
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

[R] How can I simulate Pareto distribution in R?

2005-01-09 Thread Ni Xiao 
Hi, guys,
   I need to simulate Pareto distribution. But I found 'rpareto' didn't exist 
in R. And it seems that Pareto distribution don't have mathematical 
relationships with other distributions. What can I do?
 
Thanks a lot.
 
Ni


-


[[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