rpgnorm_montypython: A random number generator for the p-generalized normal...

Description Usage Arguments Value Author(s) References Examples

View source: R/rpgnorm_montypython.R

Description

The function simulates the univariate, central, p-generalized normal distribution by using the Monty Python method.

Usage

1

Arguments

n

The natural number of random variables to be simulated.

p

A positive number expressing the form parameter of the distribution. The default is 2. In case of the Monty Python method, p can be chosen from (1, ∞) \cup \{ 0.25, 0.45, 0.5, 0.6, 0.75 \} .

Value

An n-dimensional, real vector.

Author(s)

Steve Kalke

References

S. Kalke and W.-D. Richter (2013)."Simulation of the p-generalized Gaussian distribution." Journal of Statistical Computation and Simulation. Volume 83. Issue 4.

Examples

1
y<-rpgnorm_montypython(10000,3)

pgnorm documentation built on May 1, 2019, 7:55 p.m.