Draw a random sample from a GP distribution

Usage

# S3 method for class 'GP'
random(x, n = 1L, drop = TRUE, ...)

Arguments

x: A GP object created by a call to GP().
n: The number of samples to draw. Defaults to 1L.
drop: logical. Should the result be simplified to a vector if possible?
...: Unused. Unevaluated arguments will generate a warning to catch mispellings or other possible errors.

Value

In case of a single distribution object or n = 1, either a numeric vector of length n (if drop = TRUE, default) or a matrix with n columns (if drop = FALSE).

Examples


set.seed(27)

X <- GP(0, 2, 0.1)
X
#> [1] "GP(mu = 0, sigma = 2, xi = 0.1)"

random(X, 10)
#>  [1] 8.571201574 0.175715851 4.600737645 0.814822940 0.509138521 1.053986338
#>  [7] 0.151089620 0.004907082 0.297083889 0.430734122

pdf(X, 0.7)
#> [1] 0.3424729
log_pdf(X, 0.7)
#> [1] -1.071563

cdf(X, 0.7)
#> [1] 0.2910812
quantile(X, 0.7)
#> [1] 2.558897

cdf(X, quantile(X, 0.7))
#> [1] 0.7
quantile(X, cdf(X, 0.7))
#> [1] 0.7