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Runuran (version 0.22.0)

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

1,945

Version

0.22.0

License

GPL (>= 2)

Maintainer

Josef Leydold

Last Published

July 17th, 2015

Functions in Runuran (0.22.0)

dau.new

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

UNU.RAN object for Cauchy distribution
udfrechet

UNU.RAN object for Frechet distribution
ars.new

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

UNU.RAN object for Geometric distribution
srou.new

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

UNU.RAN generator for finite mixture of distributions
udig

UNU.RAN object for Inverse Gaussian distribution
dgt.new

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

UNU.RAN generator based on Inverse Transformed Density Rejection (ITDR)
unuran.verify.hat

Verify hat and squeezes in a "unuran" generator object
udlaplace

UNU.RAN object for Laplace distribution
udlnorm

UNU.RAN object for Log Normal distribution
udf

UNU.RAN object for F distribution
unuran.cont-class

Class "unuran.cont" for Continuous Distribution
urexp

UNU.RAN Exponential random variate generator
ur

Sample from a distribution specified by a "unuran" object
hitro.new

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

UNU.RAN Chi random variate generator
udlogis

UNU.RAN object for Logistic distribution
udhyperbolic

UNU.RAN object for Hyperbolic distribution
Runuran.special.generators

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

Distribution function for "unuran" object
udghyp

UNU.RAN object for Generalized Hyperbolic distribution
urchisq

UNU.RAN Chi-Squared random variate generator
urbinom

UNU.RAN Binomial random variate generator
udpois

UNU.RAN object for Poisson distribution
udgig

UNU.RAN object for Generalized Inverse Gaussian distribution
urgamma

UNU.RAN Gamma random variate generator
udbinom

UNU.RAN object for Binomial distribution
udhyper

UNU.RAN object for Hypergeometric distribution
urdgt

UNU.RAN discrete random variate generator
udlogarithmic

UNU.RAN object for Logarithmic distribution
unuran.details

Information on a given "unuran" generator object
urextremeI

UNU.RAN Extreme value type I (Gumbel-type) random variate generator
unuran.is.inversion

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

UNU.RAN object for Exponential distribution
udnorm

UNU.RAN object for Normal distribution
udvg

UNU.RAN object for Variance Gamma distribution
unuran.distr-class

Virtual class "unuran.distr"
dari.new

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

UNU.RAN object for Pareto distribution
udchisq

UNU.RAN object for Chi-Squared distribution
udweibull

UNU.RAN object for Weibull distribution
urburr

UNU.RAN Burr random variate generator
urlnorm

UNU.RAN Log-Normal random variate generator
udchi

UNU.RAN object for Chi distribution
udgumbel

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

Create a UNU.RAN continuous univariate distribution object
unuran.cmv.new

Create a UNU.RAN continuous multivariate distribution object
urlomax

UNU.RAN Lomax random variate generator
Runuran.distributions

UNU.RAN distribution objects
vnrou.new

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

UNU.RAN Hyperbolic random variate generator
urweibull

UNU.RAN Weibull random variate generator
urpowerexp

UNU.RAN Powerexponential random variate generator
urnorm

UNU.RAN Normal random variate generator
urpareto

UNU.RAN Pareto random variate generator
urtriang

UNU.RAN Triangular random variate generator
urlaplace

UNU.RAN Laplace random variate generator
udnbinom

UNU.RAN object for Negative Binomial distribution
urgeom

UNU.RAN Geometric random variate generator
udlomax

UNU.RAN object for Lomax distribution
ud

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

Create a UNU.RAN discrete univariate distribution object
urlogarithmic

UNU.RAN Logarithmic random variate generator
udbeta

UNU.RAN object for Beta distribution
urf

UNU.RAN F random variate generator
udrayleigh

UNU.RAN object for Rayleigh distribution
udmeixner

UNU.RAN object for Meixner distribution
use.aux.urng-method

Use auxiliary random number generator for Runuran objects
unuran.new

Create a UNU.RAN object
unuran-class

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

UNU.RAN Generalized Inverse Gaussian Distribution variate generator
udslash

UNU.RAN object for Slash distribution
urlogis

UNU.RAN Logistic random variate generator
urnbinom

UNU.RAN Negative Binomial random variate generator
urt

UNU.RAN Student t random variate generator
urplanck

UNU.RAN Planck random variate generator
uq

Quantile function for "unuran" object
pinv.new

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

UNU.RAN object for Student t distribution
tdr.new

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

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

Class "unuran.discr" for Discrete Distribution
udpowerexp

UNU.RAN object for Powerexponential distribution
urpois

UNU.RAN Poisson random variate generator
urrayleigh

UNU.RAN Rayleigh random variate generator
unuran.cmv-class

Class "unuran.cmv" for Continuous Multivariate Distribution
urbeta

UNU.RAN Beta random variate generator
urextremeII

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

UNU.RAN Hypergeometric random variate generator
urcauchy

UNU.RAN Cauchy random variate generator
Runuran-package

Runuran -- R interface to Universal Non-Uniform RANdom variate generators library
unuran.packed-method

Pack "unuran" object