[R] Generating random numbers from skew power exponential distribution?

From: Simon Frost <sdfrost_at_ucsd.edu>
Date: Sun 21 May 2006 - 05:05:32 EST


Dear R Help List,

I'm trying to do some MCMC work, fitting a Bayesian version of the skew exponential power (sometimes called the skew power exponential) distribution, for which I need to draw random numbers. The implementation of rSEP in the gamlss library seems a little clunky (and uses integration); is there a simple/efficient way to generate random numbers from this distribution, say using a rejection scheme, as there is for the power exponential and the skew normal distribution?

Thanks!
Simon

Simon D.W. Frost, M.A., D.Phil.
Department of Pathology
University of California, San Diego
Antiviral Research Center
150 W. Washington St., Suite 100
San Diego, CA 92103
USA Tel: +1 619 543 8080 x275
Fax: +1 619 298 0177
Email: sdfrost@ucsd.edu

The information transmitted in this e-mail is intended only ...{{dropped}}



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 Received on Sun May 21 05:19:56 2006

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.1.8, at Sun 21 May 2006 - 06:10:14 EST.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.