pgnorm: The p-Generalized Normal Distribution

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Evaluation of the pdf and the cdf of the univariate, noncentral, p-generalized normal distribution. Sampling from the univariate, noncentral, p-generalized normal distribution using either the p-generalized polar method, the p-generalized rejecting polar method, the Monty Python method, the Ziggurat method or the method of Nardon and Pianca. The package also includes routines for the simulation of the bivariate, p-generalized uniform distribution and the simulation of the corresponding angular distribution.

Author
Steve Kalke
Date of publication
2015-11-24 15:08:34
Maintainer
Steve Kalke <steve.kalke@googlemail.com>
License
GPL (>= 2)
Version
2.0

View on CRAN

Man pages

datasetpgnmp1
Dataset 1 of the Monty Python method
datasetpgnmp2
Dataset 2 of the Monty Python method
datasetpgnzig
Dataset of the Ziggurat method
dpgnorm
A function to evaluate the p-generalized normal density
pgnorm-package
The p-Generalized Normal Distribution
ppgnorm
A function to evaluate the p-generalized normal cdf
rpgangular
A random number generator for the angular distribution
rpgnorm
A random number generator for the p-generalized normal...
rpgnorm_montypython
A random number generator for the p-generalized normal...
rpgnorm_nardonpianca
A random number generator for the p-generalized normal...
rpgnorm_pgenpolar
A random number generator for the p-generalized normal...
rpgnorm_pgenpolarrej
A random number generator for the p-generalized normal...
rpgnorm_ziggurat
A random number generator for the p-generalized normal...
rpgunif
A random number generator for the p-generalized uniform...
zigsetup
A function for setting up the Ziggurat.

Files in this package

pgnorm
pgnorm/NAMESPACE
pgnorm/data
pgnorm/data/datasetpgnzig.rda
pgnorm/data/datasetpgnmp1.rda
pgnorm/data/datasetpgnmp2.rda
pgnorm/R
pgnorm/R/rpgnorm_ziggurat.R
pgnorm/R/rpgnorm.R
pgnorm/R/rpgnorm_nardonpianca.R
pgnorm/R/pgnorm-internal.R
pgnorm/R/zigsetup.R
pgnorm/R/rpgnorm_pgenpolarrej.R
pgnorm/R/dpgnorm.R
pgnorm/R/rpgangular.R
pgnorm/R/rpgnorm_pgenpolar.R
pgnorm/R/rpgunif.R
pgnorm/R/ppgnorm.R
pgnorm/R/rpgnorm_montypython.R
pgnorm/MD5
pgnorm/DESCRIPTION
pgnorm/man
pgnorm/man/ppgnorm.Rd
pgnorm/man/pgnorm-package.Rd
pgnorm/man/rpgangular.Rd
pgnorm/man/rpgnorm_montypython.Rd
pgnorm/man/rpgnorm_nardonpianca.Rd
pgnorm/man/rpgnorm_ziggurat.Rd
pgnorm/man/rpgnorm_pgenpolar.Rd
pgnorm/man/datasetpgnzig.Rd
pgnorm/man/rpgunif.Rd
pgnorm/man/rpgnorm_pgenpolarrej.Rd
pgnorm/man/dpgnorm.Rd
pgnorm/man/zigsetup.Rd
pgnorm/man/datasetpgnmp2.Rd
pgnorm/man/rpgnorm.Rd
pgnorm/man/datasetpgnmp1.Rd