argus

Random Variate Generator for the Argus Distribution

Wolfgang Hormann, Christoph Baumgarten

Last update: 15 September 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.1, 0.1.1

Description

Random variate generation, density, CDF and quantile function for the Argus distribution. Especially, it includes for random variate generation a flexible inversion method that is also fast in the varying parameter case. A Ratio-of-Uniforms method is provided as second alternative.

This page was built for software: argus