53 lines
1.3 KiB
R
53 lines
1.3 KiB
R
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# Random number generator for the GAL distribution
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#
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# Author: Francois Pelletier
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#
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# LGPL 3.0
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###############################################################################
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#' Random number generator for the GAL distribution
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#' @param n number of observations
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#' @param param Parameter vector
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#' @param type Choose between "mu" or "kappa" parametrization
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#' @param log Logical for log-parameters
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#' @return A vector of random numbers
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#'
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#' @author Francois Pelletier
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rGAL <- function(n,param,type="mu",log=FALSE)
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{
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testparGAL(param,type,log)
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if(log)
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{
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if(type=="mu")
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{
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rGAL(n,changetypeGAL(param,type="mu",target="kappa"),type="kappa",log=log)
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}
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if(type=="kappa")
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{
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# simulation de deux variables gamma
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rgamma1 <- rgamma(n, shape = exp(param[4]), scale = 1/exp(param[3]))
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rgamma2 <- rgamma(n, shape = exp(param[4]), scale = exp(param[3]))
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# simulation de la variable GAL
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exp(param[1]) + exp(param[2])/sqrt(2)*(rgamma1 - rgamma2)
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}
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}
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else
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{
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if(type=="mu")
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{
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rGAL(n,changetypeGAL(param,type="mu",target="kappa"),type="kappa",log=log)
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}
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if(type=="kappa")
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{
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# simulation de deux variables gamma
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rgamma1 <- rgamma(n, shape = param[4], scale = 1/param[3])
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rgamma2 <- rgamma(n, shape = param[4], scale = param[3])
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# simulation de la variable GAL
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param[1] + param[2]/sqrt(2)*(rgamma1 - rgamma2)
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}
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}
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}
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