f(x) = (x/sigma^2) exp(-(x^2 + v^2)/(2 sigma^2)) I0(x v/sigma^2); distribution
function by quadrature, quantile by bisection, draws by inversion of the
morie Philox uniforms.
Usage
RiceDist(x = NULL, sigma = 1, vee = 0, p = NULL, n = 0, seed = 0)
Arguments
- x
Evaluation points.
- sigma
Scale.
- vee
Non-centrality.
- p
Probabilities.
- n
Number of draws.
- seed
Philox seed.
Value
list(pdf, logpdf, cdf, quantile, random).
References
Rice, S. O. (1945). Bell System Technical Journal 24, 46-156.
Examples
RiceDist(1, sigma = 1, vee = 0)$cdf
#> [1] 0.3934693
