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Runuran

swMATH ID: 9368
Software Authors: Josef Leydold; Wolfgang Hörmann
Description: Runuran: R interface to the UNU.RAN random variate generators. 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
Homepage: http://cran.r-project.org/web/packages/Runuran/index.html
Source Code:  https://github.com/cran/Runuran
Related Software: R; UNU.RAN; ghyp; S-PLUS; hnp; EMMIXskew; MEMSS; sn; mixsmsn; randtoolbox; QRM; DoseFinding; GSL; QUADPACK; LBFGS-B; ANURAN
Cited in: 7 Publications

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