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Some Distributions from the 'Boost' Library and More

Last update: 10 August 2023

Copyright license: GNU General Public License, version 3.0

Software version identifier: 1.0.0

Description

Make some distributions from the 'C++' library 'Boost' available in 'R'. In addition, the normal-inverse Gaussian distribution and the generalized inverse Gaussian distribution are provided. The distributions are represented by 'R6' classes. The method to sample from the generalized inverse Gaussian distribution is the one given in "Random variate generation for the generalized inverse Gaussian distribution" Luc Devroye (2012) <doi:10.1007/s11222-012-9367-z>.

Cites work

Random variate generation for the generalized inverse Gaussian distribution

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