Automatic Nonuniform Random Variate Generation In R

DOWNLOAD

Download Automatic Nonuniform Random Variate Generation In R PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Automatic Nonuniform Random Variate Generation In R book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page

Automatic Nonuniform Random Variate Generation

DOWNLOAD
Author : Wolfgang Hörmann
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-06-29

Automatic Nonuniform Random Variate Generation written by Wolfgang Hörmann and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-06-29 with Mathematics categories.

Non-uniform random variate generation is an established research area in the intersection of mathematics, statistics and computer science. Although random variate generation with popular standard distributions have become part of every course on discrete event simulation and on Monte Carlo methods, the recent concept of universal (also called automatic or black-box) random variate generation can only be found dispersed in literature. This new concept has great practical advantages that are little known to most simulation practitioners. Being unique in its overall organization the book covers not only the mathematical and statistical theory, but also deals with the implementation of such methods. All algorithms introduced in the book are designed for practical use in simulation and have been coded and made available by the authors. Examples of possible applications of the presented algorithms (including option pricing, VaR and Bayesian statistics) are presented at the end of the book.

Non Uniform Random Variate Generation

DOWNLOAD
Author : Luc Devroye
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-22

Non Uniform Random Variate Generation written by Luc Devroye and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-22 with Mathematics categories.

Thls text ls about one small fteld on the crossroads of statlstlcs, operatlons research and computer sclence. Statistleians need random number generators to test and compare estlmators before uslng them ln real l fe. In operatlons research, random numbers are a key component ln arge scale slmulatlons. Computer sclen tlsts need randomness ln program testlng, game playlng and comparlsons of algo rlthms. The appl catlons are wlde and varled. Yet all depend upon the same com puter generated random numbers. Usually, the randomness demanded by an appl catlon has some bullt-ln structure: typlcally, one needs more than just a sequence of Independent random blts or Independent uniform 0,1] random vari ables. Some users need random variables wlth unusual densltles, or random com blnatorlal objects wlth speclftc propertles, or random geometrlc objects, or ran dom processes wlth weil deftned dependence structures. Thls ls preclsely the sub ject area of the book, the study of non-uniform random varlates. The plot evolves around the expected complexlty of random varlate genera tlon algorlthms. We set up an ldeal zed computatlonal model (wlthout overdolng lt), we lntroduce the notlon of unlformly bounded expected complexlty, and we study upper and lower bounds for computatlonal complexlty. In short, a touch of computer sclence ls added to the fteld. To keep everythlng abstract, no tlmlngs or computer programs are lncluded. Thls was a Iabor of Iove. George Marsagl a created CS690, a course on ran dom number generat on at the School of Computer Sclence of McG ll Unlverslty."

Automatic Nonuniform Random Variate Generation In R

DOWNLOAD
Author :
language : en
Publisher:
Release Date : 2003

Automatic Nonuniform Random Variate Generation In R written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with categories.

Random variate genration is an important tool in statistical computing. Many programms for simulation or statistical computing (e.g. R) provide a collection of random variate generators for many standard distributions. However, as statistical modeling has become more sophisticated there is demand for larger classes of distributions. Adding generators for newly required distribution seems not to be the solution to this problem. Instead so called automatic (or black-box) methods have been developed in the last decade for sampling from fairly large classes of distributions with a single piece of code. For such algorithms a data about the distributions must be given; typically the density function (or probability mass function), and (maybe) the (approximate) location of the mode. In this contribution we show how such algorithms work and suggest an interface for R as an example of a statistical library. (author's abstract).

Algorithms And Computation

DOWNLOAD
Author : Leizhen Cai
language : en
Publisher: Springer
Release Date : 2013-12-12

Algorithms And Computation written by Leizhen Cai and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-12 with Computers categories.

This book constitutes the refereed proceedings of the 24th International Symposium on Algorithms and Computation, ISAAC 2013, held in Hong Kong, China in December 2013. The 67 revised full papers presented together with 2 invited talks were carefully reviewed and selected from 177 submissions for inclusion in the book. The focus of the volume in on the following topics: computation geometry, pattern matching, computational complexity, internet and social network algorithms, graph theory and algorithms, scheduling algorithms, fixed-parameter tractable algorithms, algorithms and data structures, algorithmic game theory, approximation algorithms and network algorithms.

Advances In Modeling And Simulation

DOWNLOAD
Author : Zdravko Botev
language : en
Publisher: Springer Nature
Release Date : 2022-11-30

Advances In Modeling And Simulation written by Zdravko Botev and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-11-30 with Mathematics categories.

This book celebrates the career of Pierre L’Ecuyer on the occasion of his 70th birthday. Pierre has made significant contributions to the fields of simulation, modeling, and operations research over the last 40 years. This book contains 20 chapters written by collaborators and experts in the field who, by sharing their latest results, want to recognize the lasting impact of Pierre’s work in their research area. The breadth of the topics covered reflects the remarkable versatility of Pierre's contributions, from deep theoretical results to practical and industry-ready applications. The Festschrift features article from the domains of Monte Carlo and quasi-Monte Carlo methods, Markov chains, sampling and low discrepancy sequences, simulation, rare events, graphics, finance, machine learning, stochastic processes, and tractability.

Introductory Statistics With R

DOWNLOAD
Author : Peter Dalgaard
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-06-27

Introductory Statistics With R written by Peter Dalgaard and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-06-27 with Mathematics categories.

This book provides an elementary-level introduction to R, targeting both non-statistician scientists in various fields and students of statistics. The main mode of presentation is via code examples with liberal commenting of the code and the output, from the computational as well as the statistical viewpoint. Brief sections introduce the statistical methods before they are used. A supplementary R package can be downloaded and contains the data sets. All examples are directly runnable and all graphics in the text are generated from the examples. The statistical methodology covered includes statistical standard distributions, one- and two-sample tests with continuous data, regression analysis, one-and two-way analysis of variance, regression analysis, analysis of tabular data, and sample size calculations. In addition, the last four chapters contain introductions to multiple linear regression analysis, linear models in general, logistic regression, and survival analysis.

R For Sas And Spss Users

DOWNLOAD
Author : Robert A. Muenchen
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-03-02

R For Sas And Spss Users written by Robert A. Muenchen and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-03-02 with Computers categories.

While SAS and SPSS have many things in common, R is very different. My goal in writing this book is to help you translate what you know about SAS or SPSS into a working knowledge of R as quickly and easily as possible. I point out how they differ using terminology with which you are familiar, and show you which add-on packages will provide results most like those from SAS or SPSS. I provide many example programs done in SAS, SPSS, and R so that you can see how they compare topic by topic. When finished, you should be able to use R to: Read data from various types of text files and SAS/SPSS datasets. Manage your data through transformations or recodes, as well as splitting, merging and restructuring data sets. Create publication quality graphs including bar, histogram, pie, line, scatter, regression, box, error bar, and interaction plots. Perform the basic types of analyses to measure strength of association and group differences, and be able to know where to turn to cover much more complex methods.

Independent Random Sampling Methods

DOWNLOAD
Author : Luca Martino
language : en
Publisher: Springer
Release Date : 2018-03-31

Independent Random Sampling Methods written by Luca Martino and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-03-31 with Computers categories.

This book systematically addresses the design and analysis of efficient techniques for independent random sampling. Both general-purpose approaches, which can be used to generate samples from arbitrary probability distributions, and tailored techniques, designed to efficiently address common real-world practical problems, are introduced and discussed in detail. In turn, the monograph presents fundamental results and methodologies in the field, elaborating and developing them into the latest techniques. The theory and methods are illustrated with a varied collection of examples, which are discussed in detail in the text and supplemented with ready-to-run computer code. The main problem addressed in the book is how to generate independent random samples from an arbitrary probability distribution with the weakest possible constraints or assumptions in a form suitable for practical implementation. The authors review the fundamental results and methods in the field, address the latest methods, and emphasize the links and interplay between ostensibly diverse techniques.

Advances In Parallel Distributed Processing And Applications

DOWNLOAD
Author : Hamid R. Arabnia
language : en
Publisher: Springer Nature
Release Date : 2021-10-18

Advances In Parallel Distributed Processing And Applications written by Hamid R. Arabnia and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-10-18 with Technology & Engineering categories.

The book presents the proceedings of four conferences: The 26th International Conference on Parallel and Distributed Processing Techniques and Applications (PDPTA'20), The 18th International Conference on Scientific Computing (CSC'20); The 17th International Conference on Modeling, Simulation and Visualization Methods (MSV'20); and The 16th International Conference on Grid, Cloud, and Cluster Computing (GCC'20). The conferences took place in Las Vegas, NV, USA, July 27-30, 2020. The conferences are part of the larger 2020 World Congress in Computer Science, Computer Engineering, & Applied Computing (CSCE'20), which features 20 major tracks. Authors include academics, researchers, professionals, and students. Presents the proceedings of four conferences as part of the 2020 World Congress in Computer Science, Computer Engineering, & Applied Computing (CSCE'20); Includes the research tracks Parallel and Distributed Processing, Scientific Computing, Modeling, Simulation and Visualization, and Grid, Cloud, and Cluster Computing; Features papers from PDPTA’20, CSC’20, MSV’20, and GCC’20.

Modern Statistical Methods For Astronomy

DOWNLOAD
Author : Eric D. Feigelson
language : en
Publisher: Cambridge University Press
Release Date : 2012-07-12

Modern Statistical Methods For Astronomy written by Eric D. Feigelson and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-07-12 with Science categories.

Modern Statistical Methods for Astronomy: With R Applications.