R/rpgnorm.R

In pgnorm: The p-Generalized Normal Distribution

rpgnorm <-
function(n,p,mean,sigma,method){

      # A function implemented by Steve Kalke

# Description: 
# Samples from the univariate p-generalized Gaussian distribution 

# Arguments: 
# n- a natural number expressing the number of random numbers to be generated
# p- a positiv constant (default: p=2)
# mean- a real constant expressing the expectation (default: mean=0)
# sigma- a positiv constant expressing the standard deviation (default: sigma=1)
   # method- a string expressing the method to be used for the simulation ( either "nardonpianca", "montypython", "pgenpolar", "pgenpolarrej" or "ziggurat", the default is "nardonpianca")

      if(missing(mean)){mean<-0}

      if(missing(sigma)){sigma<-1}

      if(missing(p)){p<-2}

      if(missing(method)){method<-"nardonpianca"} 
if(method !="nardonpianca" && method != "montypython" && method != "pgenpolar" && method != "pgenpolarrej" && method != "ziggurat"){stop("improper simulation method")}


      if(p<0){stop("p has to be positive")}

if(method=="nardonpianca"){y<-rpgnorm_nardonpianca(n,p)}
if(method=="montypython"){y<-rpgnorm_montypython(n,p)}
if(method=="pgenpolar"){y<-rpgnorm_pgenpolar(n,p)}
if(method=="pgenpolarrej"){y<-rpgnorm_pgenpolarrej(n,p)}
if(method=="ziggurat"){y<-rpgnorm_ziggurat(n,p)}


return(y*sigma+mean)
}