pgnorm2.0 package

The p-Generalized Normal Distribution

Evaluation of the pdf and the cdf of the univariate, noncentral, p-generalized normal distribution. Sampling from the univariate, noncentral, p-generalized normal distribution using either the p-generalized polar method, the p-generalized rejecting polar method, the Monty Python method, the Ziggurat method or the method of Nardon and Pianca. The package also includes routines for the simulation of the bivariate, p-generalized uniform distribution and the simulation of the corresponding angular distribution.

  • Maintainer: Steve Kalke
  • License: GPL (>= 2)
  • Last published: 2015-11-24