E Using R with distributions
In R, standard distributions have four associated functions:
- Computing the probability function: All begin with
p(such aspnorm()for the normal distribution). - Computing the distribution function: All begin with
d(such asdnorm()). - Computing the quantile function: All begin with
q(such asqnorm()). - Generating random numbers: All begin with
r(such asrnorm()).
For example, for the normal distribution (denoted norm in R) the four functions above are called:
E.1 Univariate distributions
Common parameters:
-
x: Values where to evaluate the probability function -
q: Quantiles -
p: Probabilities -
n: The number of random observations to generate
Most distributions have other parameters also; check the help (e.g., ?punif).
| Distribution | function | function | function | numbers |
|---|---|---|---|---|
| Discrete uniform |
sample()
|
|||
| Binomial |
dbinom()
|
pbinom()
|
qbinom()
|
rbinom(n, )
|
| Poisson |
dpois()
|
ppois()
|
qpois()
|
rpois(n, )
|
| Geometric |
dgeom()
|
pgeom()
|
qgeom()
|
rgeom(n, )
|
| Negative binomial |
dnbinom()
|
pnbinom()
|
qnbinom()
|
rnbinom(n, )
|
| Continuous uniform |
dunif()
|
punif()
|
qunif()
|
runif(n, )
|
| Normal |
dnorm()
|
pnorm()
|
qnorm()
|
rnorm(n, )
|
| Exponential |
dexp()
|
pexp()
|
qexp()
|
rexp(n, )
|
| Gamma |
dgamma()
|
pgamma()
|
qgamma()
|
rgamma(n, )
|
| Log-normal |
dlnorm()
|
plnorm()
|
qlnorm()
|
rlnorm(n, )
|
| \(t\) |
dt()
|
pt()
|
qt()
|
rt(n, )
|
| \(\chi\)-squared |
dchisq()
|
pchisq()
|
qchisq()
|
rchisq(n, )
|
| \(F\) |
df()
|
pf()
|
qf()
|
rf(n, )
|
E.2 Multivariate distributions
The multinomial distribution:
- Probability function:
dmultinom() - Random number generation:
rmultinom()
The multivariate normal distribution: