Man pages for rpgm
Fast Simulation of Normal/Exponential Random Variables and Stochastic Differential Equations / Poisson Processes

boundSet a Minimum or a Maximum or Both to a Vector.
colMaxsThe Maximum or Minimum of each Column or each Row of a...
jarqueberaThe Jarque-Bera Test for Normality
kurtosisThe Kurtosis of a Vector of Random Variables
maxthreadsGet the Maximum Number of Threads available on your device
rbernouFast Simulation of Bernoulli Random Variables
rbrownianSimulation of Brownian Motions
rcantorFast Simulation of Cantor Random Variables
reulerEuler Scheme for Stochastic Differential Equations
revalpoissonEvaluate the Poisson Process paths at date t
rgpdFast Simulation of Generalized Pareto Distribution
rinpoissonSimulation of inhomogeneous Poisson Processes
rmilsteinMilstein Scheme for Stochastic Differential Equations
rpgm-packagerpgm
rpgm.rexpFast Simulation of Exponential Random Variables
rpgm.rgeomFast Simulation of Geometric Random Variables
rpgm.rlnormFast Simulation of Log-Normal Random Variables
rpgm.rnormFast Simulation of Normal Random Variables
rpgm.rtFast Simulation of Student Random Variables
rpgm.set.seedSet Seed for RPGM Mersenne Twister Random Number Generator
rpoissonSimulation of homogeneous Poisson Processes
rvasicekSimulation and Density of Vasicek Process
skewnessThe Skewness of a Vector of Random Variables
rpgm documentation built on March 18, 2018, 2:24 p.m.