Generating beta random numbers and Dirichlet random vectors in R: The package rBeta2009

Ching-Wei Cheng, Ying-Chao Hung and Narayanaswamy Balakrishnan

Computational Statistics & Data Analysis, 2014, vol. 71, issue C, 1011-1020

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: R; Beta variates; Dirichlet random vectors; Computer time; Kolmogorov–Smirnov test; Ljung–Box test (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:71:y:2014:i:c:p:1011-1020

DOI: 10.1016/j.csda.2013.02.019

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