Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6870594 | Computational Statistics & Data Analysis | 2014 | 10 Pages |
Abstract
A software package, rBeta2009, developed to generate beta random numbers and Dirichlet random vectors in R is presented. The package incorporates state-of-the-art algorithms so as to minimize the computer generation time. In addition, it is designed in a way that (i) the generation efficiency is robust to changes of computer architecture; (ii) memory allocation is flexible; and (iii) the exported objects can be easily integrated with other software. The usage of this package is then illustrated and evaluated in terms of various performance metrics.
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
Ching-Wei Cheng, Ying-Chao Hung, Narayanaswamy Balakrishnan,