Runuran0.40 package

R Interface to the 'UNU.RAN' Random Variate Generators

arou.new

UNU.RAN generator based on Automatic Ratio-Of-Uniforms method (AROU)

ars.new

UNU.RAN generator based on Adaptive Rejection Sampling (ARS)

dari.new

UNU.RAN generator based on Discrete Automatic Rejection Inversion (DAR...

dau.new

UNU.RAN generator based on the Alias method (DAU)

dgt.new

UNU.RAN generator based on table guided discrete inversion (DGT)

hitro.new

UNU.RAN generator based on Hit-and-Run sampler (HITRO)

itdr.new

UNU.RAN generator based on Inverse Transformed Density Rejection (ITDR...

mixt.new

UNU.RAN generator for finite mixture of distributions

pinv.new

UNU.RAN generator based on Polynomial interpolation of INVerse CDF (PI...

Runuran-package

Runuran -- R interface to Universal Non-Uniform RANdom variate generat...

Runuran.distributions

UNU.RAN distribution objects

Runuran.options

Set or return options for Runuran library

Runuran.special.generators

Generators for distributions based on methods from the UNU.RAN library

srou.new

UNU.RAN generator based on Simple Ratio-Of-Uniforms Method (SROU)

tabl.new

UNU.RAN generator based on TABLe based Rejection (TABL)

tdr.new

UNU.RAN generator based on Transformed Density Rejection (TDR)

ud

Density function for "unuran" object

udbeta

UNU.RAN object for Beta distribution

udbinom

UNU.RAN object for Binomial distribution

udcauchy

UNU.RAN object for Cauchy distribution

udchi

UNU.RAN object for Chi distribution

udchisq

UNU.RAN object for Chi-Squared distribution

udexp

UNU.RAN object for Exponential distribution

udf

UNU.RAN object for F distribution

udfrechet

UNU.RAN object for Frechet distribution

udgamma

UNU.RAN object for Gamma distribution

udgeom

UNU.RAN object for Geometric distribution

udghyp

UNU.RAN object for Generalized Hyperbolic distribution

udgig

UNU.RAN object for Generalized Inverse Gaussian distribution

udgumbel

UNU.RAN object for Gumbel distribution

udhyper

UNU.RAN object for Hypergeometric distribution

udhyperbolic

UNU.RAN object for Hyperbolic distribution

udig

UNU.RAN object for Inverse Gaussian distribution

udlaplace

UNU.RAN object for Laplace distribution

udlnorm

UNU.RAN object for Log Normal distribution

udlogarithmic

UNU.RAN object for Logarithmic distribution

udlogis

UNU.RAN object for Logistic distribution

udlomax

UNU.RAN object for Lomax distribution

udmeixner

UNU.RAN object for Meixner distribution

udnbinom

UNU.RAN object for Negative Binomial distribution

udnorm

UNU.RAN object for Normal distribution

udpareto

UNU.RAN object for Pareto distribution

udpois

UNU.RAN object for Poisson distribution

udpowerexp

UNU.RAN object for Powerexponential distribution

udrayleigh

UNU.RAN object for Rayleigh distribution

udslash

UNU.RAN object for Slash distribution

udt

UNU.RAN object for Student t distribution

udvg

UNU.RAN object for Variance Gamma distribution

udweibull

UNU.RAN object for Weibull distribution

unuran-class

Class "unuran" -- Universal Non-Uniform RANdom variate generators

unuran.cmv-class

Class "unuran.cmv" for Continuous Multivariate Distribution

unuran.cmv.new

Create a UNU.RAN continuous multivariate distribution object

unuran.cont-class

Class "unuran.cont" for Continuous Distribution

unuran.cont.new

Create a UNU.RAN continuous univariate distribution object

unuran.details

Information on a given "unuran" generator object

unuran.discr-class

Class "unuran.discr" for Discrete Distribution

unuran.discr.new

Create a UNU.RAN discrete univariate distribution object

unuran.distr-class

Virtual class "unuran.distr"

unuran.is.inversion

Test whether a "unuran" generator object implements an inversion metho...

unuran.new

Create a UNU.RAN object

unuran.packed-methods

Pack "unuran" object

unuran.verify.hat

Verify hat and squeezes in a "unuran" generator object

up

Distribution function for "unuran" object

uq

Quantile function for "unuran" object

ur

Sample from a distribution specified by a "unuran" object

urbeta

UNU.RAN Beta random variate generator

urbinom

UNU.RAN Binomial random variate generator

urburr

UNU.RAN Burr random variate generator

urcauchy

UNU.RAN Cauchy random variate generator

urchi

UNU.RAN Chi random variate generator

urchisq

UNU.RAN Chi-Squared random variate generator

urdgt

UNU.RAN discrete random variate generator

urexp

UNU.RAN Exponential random variate generator

urextremeI

UNU.RAN Extreme value type I (Gumbel-type) random variate generator

urextremeII

UNU.RAN Extreme value type II (Frechet-type) random variate generator

urf

UNU.RAN F random variate generator

urgamma

UNU.RAN Gamma random variate generator

urgeom

UNU.RAN Geometric random variate generator

urgig

UNU.RAN Generalized Inverse Gaussian Distribution variate generator

urhyper

UNU.RAN Hypergeometric random variate generator

urhyperbolic

UNU.RAN Hyperbolic random variate generator

urlaplace

UNU.RAN Laplace random variate generator

urlnorm

UNU.RAN Log-Normal random variate generator

urlogarithmic

UNU.RAN Logarithmic random variate generator

urlogis

UNU.RAN Logistic random variate generator

urlomax

UNU.RAN Lomax random variate generator

urnbinom

UNU.RAN Negative Binomial random variate generator

urnorm

UNU.RAN Normal random variate generator

urpareto

UNU.RAN Pareto random variate generator

urplanck

UNU.RAN Planck random variate generator

urpois

UNU.RAN Poisson random variate generator

urpowerexp

UNU.RAN Powerexponential random variate generator

urrayleigh

UNU.RAN Rayleigh random variate generator

urt

UNU.RAN Student t random variate generator

urtriang

UNU.RAN Triangular random variate generator

urweibull

UNU.RAN Weibull random variate generator

use.aux.urng-method

Use auxiliary random number generator for Runuran objects

vnrou.new

UNU.RAN generator based on Multivariate Naive Ratio-Of-Uniforms method...

Interface to the 'UNU.RAN' library for Universal Non-Uniform RANdom variate generators. Thus it allows to build non-uniform random number generators from quite arbitrary distributions. In particular, it provides an algorithm for fast numerical inversion for distribution with given density function. In addition, the package contains densities, distribution functions and quantiles from a couple of distributions.

  • Maintainer: Josef Leydold
  • License: GPL (>= 2)
  • Last published: 2024-10-04