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Runuran (version 0.24)

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

1,250

Version

0.24

License

GPL (>= 2)

Maintainer

Josef Leydold

Last Published

October 25th, 2017

Functions in Runuran (0.24)

dari.new

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

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

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

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

UNU.RAN object for Hyperbolic distribution
udig

UNU.RAN object for Inverse Gaussian distribution
udlaplace

UNU.RAN object for Laplace distribution
udlnorm

UNU.RAN object for Log Normal distribution
udpowerexp

UNU.RAN object for Powerexponential distribution
udrayleigh

UNU.RAN object for Rayleigh distribution
unuran.distr-class

Virtual class "unuran.distr"
unuran.is.inversion

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

UNU.RAN discrete random variate generator
urexp

UNU.RAN Exponential random variate generator
urgeom

UNU.RAN Geometric random variate generator
urgig

UNU.RAN Generalized Inverse Gaussian Distribution variate generator
dgt.new

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

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

UNU.RAN object for Cauchy distribution
udchi

UNU.RAN object for Chi distribution
udgumbel

UNU.RAN object for Gumbel distribution
udhyper

UNU.RAN object for Hypergeometric distribution
urplanck

UNU.RAN Planck random variate generator
urpois

UNU.RAN Poisson random variate generator
vnrou.new

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

UNU.RAN object for Negative Binomial distribution
udnorm

UNU.RAN object for Normal distribution
unuran.cmv.new

Create a UNU.RAN continuous multivariate distribution object
unuran.cont-class

Class "unuran.cont" for Continuous Distribution
unuran.verify.hat

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

Distribution function for "unuran" object
urchi

UNU.RAN Chi random variate generator
urchisq

UNU.RAN Chi-Squared random variate generator
Runuran.special.generators

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

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

UNU.RAN object for Beta distribution
udbinom

UNU.RAN object for Binomial distribution
udgamma

UNU.RAN object for Gamma distribution
udgeom

UNU.RAN object for Geometric distribution
udpareto

UNU.RAN object for Pareto distribution
udpois

UNU.RAN object for Poisson distribution
udvg

UNU.RAN object for Variance Gamma distribution
udweibull

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

Create a UNU.RAN continuous univariate distribution object
urlaplace

UNU.RAN Laplace random variate generator
urlnorm

UNU.RAN Log-Normal random variate generator
urnorm

UNU.RAN Normal random variate generator
urpareto

UNU.RAN Pareto random variate generator
unuran.details

Information on a given "unuran" generator object
uq

Quantile function for "unuran" object
ur

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

UNU.RAN F random variate generator
urgamma

UNU.RAN Gamma random variate generator
urlomax

UNU.RAN Lomax random variate generator
Runuran-package

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

UNU.RAN distribution objects
urnbinom

UNU.RAN Negative Binomial random variate generator
udchisq

UNU.RAN object for Chi-Squared distribution
udexp

UNU.RAN object for Exponential distribution
udf

UNU.RAN object for F distribution
udfrechet

UNU.RAN object for Frechet distribution
udlomax

UNU.RAN object for Lomax distribution
udmeixner

UNU.RAN object for Meixner distribution
unuran-class

Class "unuran" -- Universal Non-Uniform RANdom variate generators
unuran.cmv-class

Class "unuran.cmv" for Continuous Multivariate Distribution
itdr.new

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

UNU.RAN Beta random variate generator
unuran.discr-class

Class "unuran.discr" for Discrete Distribution
unuran.discr.new

Create a UNU.RAN discrete univariate distribution object
urburr

UNU.RAN Burr random variate generator
urcauchy

UNU.RAN Cauchy random variate generator
urhyper

UNU.RAN Hypergeometric random variate generator
urhyperbolic

UNU.RAN Hyperbolic random variate generator
urpowerexp

UNU.RAN Powerexponential random variate generator
urrayleigh

UNU.RAN Rayleigh random variate generator
urbinom

UNU.RAN Binomial random variate generator
mixt.new

UNU.RAN generator for finite mixture of distributions
tdr.new

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

Density function for "unuran" object
urlogarithmic

UNU.RAN Logarithmic random variate generator
urlogis

UNU.RAN Logistic random variate generator
udghyp

UNU.RAN object for Generalized Hyperbolic distribution
udgig

UNU.RAN object for Generalized Inverse Gaussian distribution
udlogarithmic

UNU.RAN object for Logarithmic distribution
udlogis

UNU.RAN object for Logistic distribution
udslash

UNU.RAN object for Slash distribution
urweibull

UNU.RAN Weibull random variate generator
use.aux.urng-method

Use auxiliary random number generator for Runuran objects
udt

UNU.RAN object for Student t distribution
unuran.new

Create a UNU.RAN object
unuran.packed-method

Pack "unuran" object
urextremeI

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

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

UNU.RAN Student t random variate generator
urtriang

UNU.RAN Triangular random variate generator