Runuran (Q21351)
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R Interface to the 'UNU.RAN' Random Variate Generators
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Runuran |
R Interface to the 'UNU.RAN' Random Variate Generators |
Statements
expanded from: GPL (≥ 2) (English)
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Wolfgang H"ormann
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Wolfgang Hormann
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7 April 2025
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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.
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Identifiers
24 January 2023
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