Runuran

swMATH9368CRANRunuranMaRDI QIDQ21351FDOQ21351

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

Wolfgang H"ormann, Josef Leydold

Last update: 17 January 2023

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

Software version identifier: 0.38

Source code repository: https://github.com/cran/Runuran

Cited In (16)

• ElliptCopulas
• A general control variate method for option pricing under Lévy processes
• An automatic code generator for nonuniform random variate generation
• Functional Uniform Priors for Nonlinear Modeling
• Generating generalized inverse Gaussian random variates by fast inversion
• Efficient risk simulations for linear asset portfolios in the \(t\)-copula model
• argus
• New zero-inflated regression models with a variant of censoring
• Single-index importance sampling with stratification
• RHclust
• riskSimul
• rerandPower
• Nonlinear mixed-effects models with scale mixture of skew-normal distributions
• gbeta
• trawl
• Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions

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