Description Usage Arguments Value Author(s) References Examples
View source: R/rpgnorm_ziggurat.R
The function simulates the univariate, central, p-generalized normal distribution by using the Ziggurat method.
1 | rpgnorm_ziggurat(n,p,x)
|
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 Ziggurat method, p can be chosen from (1, ∞) \cup \{ 0.25, 0.45, 0.5, 0.6, 0.75 \} . |
x |
(optional) A real vector containing the 2^8-1 rightmost endpoints of the 2^8 ziggurat-rectangles. |
An n-dimensional, real vector.
Steve Kalke
S. Kalke and W.-D. Richter (2013)."Simulation of the p-generalized Gaussian distribution." Journal of Statistical Computation and Simulation. Volume 83. Issue 4.
1 | y<-rpgnorm_ziggurat(10000,3)
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