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

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

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.

Suggested Citation

  • Cheng, Ching-Wei & Hung, Ying-Chao & Balakrishnan, Narayanaswamy, 2014. "Generating beta random numbers and Dirichlet random vectors in R: The package rBeta2009," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 1011-1020.
    • Handle: RePEc:eee:csdana:v:71:y:2014:i:c:p:1011-1020
    DOI: 10.1016/j.csda.2013.02.019
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