Sample from an exponential distribution. There are two parameterisations here, one in terms of the rate of the exponential, and one in terms of the mean (or scale).
Usage
monty_random_exponential_rate(rate, state)
monty_random_n_exponential_rate(n_samples, rate, state)
monty_random_exponential_mean(mean, state)
monty_random_n_exponential_mean(n_samples, mean, state)Arguments
- rate
The rate of the exponential
- state
The random number state, from monty_rng_create
- n_samples
The number of samples to take, per stream. When using the multiple-sample interface, all other parameters are held constant (per stream).
- mean
The mean of the exponential distribution (i.e.,
1 / rate)
Examples
state <- monty_rng_create()
monty_random_exponential_rate(0.2, state)
#> [1] 3.559879
summary(monty_random_n_exponential_rate(2000, 0.2, state))
#> Min. 1st Qu. Median Mean 3rd Qu. Max.
#> 0.00205 1.37266 3.48116 4.97315 6.85296 35.52562