% File src/library/stats/man/Exponential.Rd % Part of the R package, https://www.R-project.org % Copyright 1995-2014 R Core Team % Distributed under GPL 2 or later \name{Exponential} \alias{Exponential} \alias{dexp} \alias{pexp} \alias{qexp} \alias{rexp} \title{The Exponential Distribution} \description{ Density, distribution function, quantile function and random generation for the exponential distribution with rate \code{rate} (i.e., mean \code{1/rate}). } \usage{ 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) } \arguments{ \item{x, q}{vector of quantiles.} \item{p}{vector of probabilities.} \item{n}{number of observations. If \code{length(n) > 1}, the length is taken to be the number required.} \item{rate}{vector of rates.} \item{log, log.p}{logical; if TRUE, probabilities p are given as log(p).} \item{lower.tail}{logical; if TRUE (default), probabilities are \eqn{P[X \le x]}, otherwise, \eqn{P[X > x]}.} } \value{ \code{dexp} gives the density, \code{pexp} gives the distribution function, \code{qexp} gives the quantile function, and \code{rexp} generates random deviates. The length of the result is determined by \code{n} for \code{rexp}, and is the maximum of the lengths of the numerical arguments for the other functions. The numerical arguments other than \code{n} are recycled to the length of the result. Only the first elements of the logical arguments are used. } \details{ If \code{rate} is not specified, it assumes the default value of \code{1}. The exponential distribution with rate \eqn{\lambda} has density \deqn{f(x) = \lambda {e}^{- \lambda x}} for \eqn{x \ge 0}. } \source{ \code{dexp}, \code{pexp} and \code{qexp} are all calculated from numerically stable versions of the definitions. \code{rexp} uses Ahrens, J. H. and Dieter, U. (1972). Computer methods for sampling from the exponential and normal distributions. \emph{Communications of the ACM}, \bold{15}, 873--882. } \references{ Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) \emph{The New S Language}. Wadsworth & Brooks/Cole. Johnson, N. L., Kotz, S. and Balakrishnan, N. (1995) \emph{Continuous Univariate Distributions}, volume 1, chapter 19. Wiley, New York. } \seealso{ \code{\link{exp}} for the exponential function. \link{Distributions} for other standard distributions, including \code{\link{dgamma}} for the gamma distribution and \code{\link{dweibull}} for the Weibull distribution, both of which generalize the exponential. } \note{ The cumulative hazard \eqn{H(t) = - \log(1 - F(t))}{H(t) = - log(1 - F(t))} is \code{-pexp(t, r, lower = FALSE, log = TRUE)}. } \examples{ dexp(1) - exp(-1) #-> 0 ## a fast way to generate *sorted* U[0,1] random numbers: rsunif <- function(n) { n1 <- n+1 cE <- cumsum(rexp(n1)); cE[seq_len(n)]/cE[n1] } plot(rsunif(1000), ylim=0:1, pch=".") abline(0,1/(1000+1), col=adjustcolor(1, 0.5)) } \keyword{distribution}