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Runuran (version 0.21.0)

R interface to the UNU.RAN random variate generators

Description

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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Version

Install

install.packages('Runuran')

Monthly Downloads

1,931

Version

0.21.0

License

GPL (>= 2)

Maintainer

Josef Leydold

Last Published

August 27th, 2014

Functions in Runuran (0.21.0)

hitro.new

UNU.RAN generator based on Hit-and-Run sampler (HITRO)
udchi

UNU.RAN object for Chi distribution
dari.new

UNU.RAN generator based on Discrete Automatic Rejection Inversion (DARI)
udgamma

UNU.RAN object for Gamma distribution
udrayleigh

UNU.RAN object for Rayleigh distribution
mixt.new

UNU.RAN generator for finite mixture of distributions
Runuran.special.generators

Generators for distributions based on methods from the UNU.RAN library
dau.new

UNU.RAN generator based on the Alias method (DAU)
Runuran.distributions

UNU.RAN distribution objects
udlogis

UNU.RAN object for Logistic distribution
dgt.new

UNU.RAN generator based on table guided discrete inversion (DGT)
tdr.new

UNU.RAN generator based on Transformed Density Rejection (TDR)
udcauchy

UNU.RAN object for Cauchy distribution
udfrechet

UNU.RAN object for Frechet distribution
urt

UNU.RAN Student t random variate generator
vnrou.new

UNU.RAN generator based on Multivariate Naive Ratio-Of-Uniforms method (VNROU)
itdr.new

UNU.RAN generator based on Inverse Transformed Density Rejection (ITDR)
uq

Quantile function for "unuran" object
udghyp

UNU.RAN object for Generalized Hyperbolic distribution
udslash

UNU.RAN object for Slash distribution
udchisq

UNU.RAN object for Chi-Squared distribution
udgeom

UNU.RAN object for Geometric distribution
udgumbel

UNU.RAN object for Gumbel distribution
unuran.discr-class

Class "unuran.discr" for Discrete Distribution
udweibull

UNU.RAN object for Weibull distribution
urnbinom

UNU.RAN Negative Binomial random variate generator
urhyper

UNU.RAN Hypergeometric random variate generator
urpois

UNU.RAN Poisson random variate generator
urtriang

UNU.RAN Triangular random variate generator
udgig

UNU.RAN object for Generalized Inverse Gaussian distribution
udbeta

UNU.RAN object for Beta distribution
urpowerexp

UNU.RAN Powerexponential random variate generator
udnorm

UNU.RAN object for Normal distribution
unuran.is.inversion

Test whether a "unuran" generator object implements an inversion method
udhyperbolic

UNU.RAN object for Hyperbolic distribution
urexp

UNU.RAN Exponential random variate generator
urlogarithmic

UNU.RAN Logarithmic random variate generator
unuran.cmv.new

Create a UNU.RAN continuous multivariate distribution object
urlnorm

UNU.RAN Log-Normal random variate generator
urlomax

UNU.RAN Lomax random variate generator
udlomax

UNU.RAN object for Lomax distribution
urgig

UNU.RAN Generalized Inverse Gaussian Distribution variate generator
urdgt

UNU.RAN discrete random variate generator
urgeom

UNU.RAN Geometric random variate generator
pinv.new

UNU.RAN generator based on Polynomial interpolation of INVerse CDF (PINV)
udf

UNU.RAN object for F distribution
urnorm

UNU.RAN Normal random variate generator
urhyperbolic

UNU.RAN Hyperbolic random variate generator
unuran.distr-class

Virtual class "unuran.distr"
urrayleigh

UNU.RAN Rayleigh random variate generator
urbinom

UNU.RAN Binomial random variate generator
udlaplace

UNU.RAN object for Laplace distribution
urf

UNU.RAN F random variate generator
urburr

UNU.RAN Burr random variate generator
udlogarithmic

UNU.RAN object for Logarithmic distribution
ud

Density function for "unuran" object
unuran.discr.new

Create a UNU.RAN discrete univariate distribution object
unuran.cmv-class

Class "unuran.cmv" for Continuous Multivariate Distribution
Runuran-package

Runuran -- R interface to Universal Non-Uniform RANdom variate generators library
udnbinom

UNU.RAN object for Negative Binomial distribution
srou.new

UNU.RAN generator based on Simple Ratio-Of-Uniforms Method (SROU)
udt

UNU.RAN object for Student t distribution
unuran.verify.hat

Verify hat and squeezes in a "unuran" generator object
use.aux.urng-method

Use auxiliary random number generator for Runuran objects
udhyper

UNU.RAN object for Hypergeometric distribution
udvg

UNU.RAN object for Variance Gamma distribution
urchisq

UNU.RAN Chi-Squared random variate generator
urextremeII

UNU.RAN Extreme value type II (Frechet-type) random variate generator
up

Distribution function for "unuran" object
unuran-class

Class "unuran" -- Universal Non-Uniform RANdom variate generators
urpareto

UNU.RAN Pareto random variate generator
unuran.packed-method

Pack "unuran" object
unuran.details

Information on a given "unuran" generator object
udbinom

UNU.RAN object for Binomial distribution
udmeixner

UNU.RAN object for Meixner distribution
udpowerexp

UNU.RAN object for Powerexponential distribution
urextremeI

UNU.RAN Extreme value type I (Gumbel-type) random variate generator
udexp

UNU.RAN object for Exponential distribution
udpareto

UNU.RAN object for Pareto distribution
unuran.cont.new

Create a UNU.RAN continuous univariate distribution object
urweibull

UNU.RAN Weibull random variate generator
ur

Sample from a distribution specified by a "unuran" object
urchi

UNU.RAN Chi random variate generator
urplanck

UNU.RAN Planck random variate generator
unuran.new

Create a UNU.RAN object
udpois

UNU.RAN object for Poisson distribution
udig

UNU.RAN object for Inverse Gaussian distribution
ars.new

UNU.RAN generator based on Adaptive Rejection Sampling (ARS)
urbeta

UNU.RAN Beta random variate generator
udlnorm

UNU.RAN object for Log Normal distribution
unuran.cont-class

Class "unuran.cont" for Continuous Distribution
urlogis

UNU.RAN Logistic random variate generator
urgamma

UNU.RAN Gamma random variate generator
urcauchy

UNU.RAN Cauchy random variate generator
urlaplace

UNU.RAN Laplace random variate generator