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Runuran: R Interface to the 'UNU.RAN' Random Variate Generators
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.
Getting started
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Package details |
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| Author | Josef Leydold [aut, cre], Wolfgang H"ormann [aut] |
| Maintainer | Josef Leydold <josef.leydold@wu.ac.at> |
| License | GPL (>= 2) |
| Version | 0.38 |
| URL | https://statmath.wu.ac.at/unuran/ |
| Package repository | View on CRAN |
| Installation |
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