[整理] 利用R生成随机分布的…

原文地址：[整理] 利用R生成随机分布的方法 作者：周庭锐教授

[整理] 利用R生成随机分布的方法

文/周庭锐

夜里复习各种统计分布的模拟、拟合、验证的R编程，顺手整理一下。

（不懂怎么一回事，刚刚贴上了，然后一转眼就消失了。新浪博客里闹鬼？）

d: density

p: distribution function

q: quantile function

r: random deviates

rexp The Exponential Distribution

      dexp(x, rate = 1, log = FALSE)

      pexp(q, rate = 1, lower.tail = TRUE, log.p = FALSE)

      qexp(p, rate = 1, lower.tail = TRUE, log.p = FALSE)

      rexp(n, rate = 1)

rf The F Distribution

      df(x, df1, df2, ncp, log = FALSE)

      pf(q, df1, df2, ncp, lower.tail = TRUE, log.p = FALSE)

      qf(p, df1, df2, ncp, lower.tail = TRUE, log.p = FALSE)

      rf(n, df1, df2, ncp)

rgamma The Gamma Distribution

      dgamma(x, shape, rate = 1, scale = 1/rate, log = FALSE)

      pgamma(q, shape, rate = 1, scale = 1/rate, lower.tail = TRUE, log.p = FALSE)

      qgamma(p, shape, rate = 1, scale = 1/rate, lower.tail = TRUE, log.p = FALSE)

      rgamma(n, shape, rate = 1, scale = 1/rate)

rgeom The Geometric Distribution

      dgeom(x, prob, log = FALSE)

      pgeom(q, prob, lower.tail = TRUE, log.p = FALSE)

      qgeom(p, prob, lower.tail = TRUE, log.p = FALSE)

      rgeom(n, prob)

rhyper The Hypergeometric Distribution

      dhyper(x, m, n, k, log = FALSE)

      phyper(q, m, n, k, lower.tail = TRUE, log.p = FALSE)

      qhyper(p, m, n, k, lower.tail = TRUE, log.p = FALSE)

      rhyper(nn, m, n, k)

rlnorm The Log Normal Distribution

      dlnorm(x, meanlog = 0, sdlog = 1, log = FALSE)

      plnorm(q, meanlog = 0, sdlog = 1, lower.tail = TRUE, log.p = FALSE)

      qlnorm(p, meanlog = 0, sdlog = 1, lower.tail = TRUE, log.p = FALSE)

      rlnorm(n, meanlog = 0, sdlog = 1)

rlogis The Logistic Distribution

      dlogis(x, location = 0, scale = 1, log = FALSE)

      plogis(q, location = 0, scale = 1, lower.tail = TRUE, log.p = FALSE)

      qlogis(p, location = 0, scale = 1, lower.tail = TRUE, log.p = FALSE)

      rlogis(n, location = 0, scale = 1)

rmultinom The Multinomial Distribution

      rmultinom(n, size, prob)

      dmultinom(x, size = NULL, prob, log = FALSE)

rnbinom The Negative Binomial Distribution

      dnbinom(x, size, prob, mu, log = FALSE)

      pnbinom(q, size, prob, mu, lower.tail = TRUE, log.p = FALSE)

      qnbinom(p, size, prob, mu, lower.tail = TRUE, log.p = FALSE)

      rnbinom(n, size, prob, mu)

rnorm The Normal Distribution

      dnorm(x, mean = 0, sd = 1, log = FALSE)

      pnorm(q, mean = 0, sd = 1, lower.tail = TRUE, log.p = FALSE)

      qnorm(p, mean = 0, sd = 1, lower.tail = TRUE, log.p = FALSE)

      rnorm(n, mean = 0, sd = 1)

rpois The Poisson Distribution

      dpois(x, lambda, log = FALSE)

      ppois(q, lambda, lower.tail = TRUE, log.p = FALSE)

      qpois(p, lambda, lower.tail = TRUE, log.p = FALSE)

      rpois(n, lambda)

rsignrank Distribution of the Wilcoxon Signed Rank Statistic

      dsignrank(x, n, log = FALSE)

      psignrank(q, n, lower.tail = TRUE, log.p = FALSE)

      qsignrank(p, n, lower.tail = TRUE, log.p = FALSE)

      rsignrank(nn, n)

rt The Student t Distribution

      dt(x, df, ncp, log = FALSE)

      pt(q, df, ncp, lower.tail = TRUE, log.p = FALSE)

      qt(p, df, ncp, lower.tail = TRUE, log.p = FALSE)

      rt(n, df, ncp)

runif The Uniform Distribution

      dunif(x, min=0, max=1, log = FALSE)

      punif(q, min=0, max=1, lower.tail = TRUE, log.p = FALSE)

      qunif(p, min=0, max=1, lower.tail = TRUE, log.p = FALSE)

      runif(n, min=0, max=1)

rweibull The Weibull Distribution

      dweibull(x, shape, scale = 1, log = FALSE)

      pweibull(q, shape, scale = 1, lower.tail = TRUE, log.p = FALSE)

      qweibull(p, shape, scale = 1, lower.tail = TRUE, log.p = FALSE)

      rweibull(n, shape, scale = 1)

rwilcox Distribution of the Wilcoxon Rank Sum Statistic

      dwilcox(x, m, n, log = FALSE)

      pwilcox(q, m, n, lower.tail = TRUE, log.p = FALSE)

      qwilcox(p, m, n, lower.tail = TRUE, log.p = FALSE)

      rwilcox(nn, m, n)

sample The Discrete Uniform Distribution

      sample(x, size, replace = FALSE, prob = NULL)

      sample.int(n, size = n, replace = FALSE, prob = NULL)

拟合：

连续型变量：

大样本：Kolmogorov-Smirnov检验

      ks.test(x, y, ...,

              alternative = c("two.sided", "less", "greater"),

              exact = NULL)

小样本：Shapiro-Wilk检验

      shapiro.test(x)

离散型变量：方差齐次性检验

      fligner.test(x, ...)

     

      ## Default S3 method:

      fligner.test(x, g, ...)

     

      ## S3 method for class 'formula'

      fligner.test(formula, data, subset, na.action, ...)

或

      mood.test(x, ...)

     

      ## Default S3 method:

      mood.test(x, y,

                alternative = c("two.sided", "less", "greater"), ...)

     

      ## S3 method for class 'formula'

      mood.test(formula, data, subset, na.action, ...)