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|
f <- function(x,a,b,c,d,alpha,sigma){
c*exp(-x/d)*(1 - alpha*cos(2*pi*(x-a)/sigma))
}
M <- function(c,d, alpha){
c*(1+alpha)*d
}
rvol <- function(n, params){
f_bis <- function(x){
exp(-x/params$d)*(1 - params$alpha*cos(2*pi*(x-params$a)/params$sigma))
}
c <- 1/(integrate(f_bis, params$a, params$b)$value)
simu <- function(u){
repeat{
v<- -(params$d)*log(1-runif(1, 1-exp(-(1/params$d)*params$a), 1-exp(-(1/params$d)*params$b)))
w <- runif(1, 0, M(c, params$d, params$alpha))
if (w <= f(v, params$a, params$b, c, params$d ,params$alpha, params$sigma)/dexp(v, 1/params$d) )
{break}
}
u*v
}
z<-sapply(rep(1,n),simu)
return(z)
} |
