Generating beta random numbers and Dirichlet random vectors in R: The package rBeta2009
Journal
Computational Statistics and Data Analysis
Journal Volume
71
Pages
1011-1020
Date Issued
2014
Author(s)
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. © 2013 Elsevier Inc. All rights reserved.
Subjects
Beta variates; Computer time; Dirichlet random vectors; Kolmogorov-Smirnov test; Ljung-Box test; R
Other Subjects
Beta variates; Computer time; Kolmogorov-Smirnov test; Ljung-Box tests; R; Random vectors; Computer architecture; Random number generation
Type
journal article