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