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Interface to the UNU.RAN library for Universal NonUniform RANdom variate generators. Thus it allows to build nonuniform 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 


Author  Josef Leydold [aut, cre], Wolfgang H"ormann [aut] 
Maintainer  Josef Leydold <[email protected]> 
License  GPL (>= 2) 
Version  0.24 
URL  http://statmath.wu.ac.at/unuran/ 
Package repository  View on CRAN 
Installation 
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