Runuran: R Interface to the UNU.RAN Random Variate Generators
Version 0.23.0

Interface to the UNU.RAN library for Universal Non-Uniform RANdom variate generators. Thus it allows to build non-uniform random number generators from quite arbitrary distributions. In particular, it provides an algorithm for fast numerical inversion for distribution with given density function. In addition, the package contains densities, distribution functions and quantiles from a couple of distributions.

Package details

AuthorJosef Leydold and Wolfgang H\"ormann
Date of publication2015-08-19 11:19:01
MaintainerJosef Leydold <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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Runuran documentation built on May 29, 2017, 11:19 p.m.