Damon

CompPack/CompPack.Rproj

@@ -0,0 +1,13 @@
+Version: 1.0
+
+RestoreWorkspace: Default
+SaveWorkspace: Default
+AlwaysSaveHistory: Default
+
+EnableCodeIndexing: Yes
+UseSpacesForTab: Yes
+NumSpacesForTab: 2
+Encoding: UTF-8
+
+RnwWeave: Sweave
+LaTeX: pdfLaTeX

R/pois.proc.R

@@ -1,6 +1,6 @@
 #' Generate a Poisson Process
 #' 
-#' @param end the end time.
+#' @param end the end time desired.
 #' @param rate the rate of occurrence.
 #' 
 #' @author Tyler Hunt \email{tyler@@psychoanalytix.com} 

R/rand.norm.R

@@ -1,13 +1,27 @@
-#' Generate Random Normal Variables
+#' Generate A Random Normal Variable
 #' 
-#' @param n Number of observations
-#' @param mean vector of means
-#' @param sd vector of standard deviations
+#' @description A method for generating a random normal variable based upon the polar method.
+#' @param mu mean of a normal distribution
+#' @param sigma variance of a normal distribution
 #' 
-#' @author Tyler Hunt \email{tyler@@psychoanalytix.com}
+#' @author Damon McCafferty \email{damon.mccafferty@@economics.utah.edu}
 #' 
 #' @export
 
-rand.norm<-function(n, mean, sd){
-  qnorm( replicate( n, wich.hill() ) )*sd + mean
+function(mu,sig)
+{
+
+  u<-(2*wichmannhill()-1)
+  v<-(2*wichmannhill()-1)
+
+  s<-u^2+v^2
+
+  while(s==0||s>=1)
+  {
+    u<-(2*wichmannhill()-1)
+    v<-(2*wichmannhill()-1)
+
+    s<-u^2+v^2 
+  }
+  sig*sqrt(-2*log(s)/s)*u + mu    
 }

R/rand.unif.R

@@ -1,8 +1,8 @@
 #' Generate Random Uniform Variables
 #' 
-#' @param n Number of observations
-#' @param min lower limit of the distribution
-#' @param max upper limit of the distribution
+#' @param n Number of observations.
+#' @param min lower limit of the distribution.
+#' @param max upper limit of the distribution.
 #' 
 #' @author Tyler Hunt \email{tyler@@psychoanalytix.com}
 #'