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Runuran (version 0.34)

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

0.34

License

GPL (>= 2)

Maintainer

Josef Leydold

Last Published

August 11th, 2021

Functions in Runuran (0.34)

Runuran-package

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

Runuran.options

Set or return options for Runuran library

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

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

Runuran.distributions

UNU.RAN distribution objects

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

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

UNU.RAN generator based on Automatic Ratio-Of-Uniforms method (AROU)

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

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

Density function for "unuran" object

UNU.RAN object for Geometric distribution

Runuran.special.generators

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

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

UNU.RAN generator for finite mixture of distributions

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

UNU.RAN object for Exponential distribution

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

UNU.RAN generator based on TABLe based Rejection (TABL)

UNU.RAN object for Generalized Hyperbolic distribution

UNU.RAN object for Logistic distribution

UNU.RAN object for Beta distribution

UNU.RAN object for Generalized Inverse Gaussian distribution

UNU.RAN object for Gumbel distribution

UNU.RAN object for Log Normal distribution

UNU.RAN object for Lomax distribution

UNU.RAN object for F distribution

UNU.RAN object for Gamma distribution

UNU.RAN object for Frechet distribution

UNU.RAN object for Binomial distribution

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

UNU.RAN object for Weibull distribution

UNU.RAN object for Meixner distribution

UNU.RAN object for Normal distribution

UNU.RAN object for Cauchy distribution

Information on a given "unuran" generator object

UNU.RAN object for Inverse Gaussian distribution

UNU.RAN object for Laplace distribution

unuran.discr-class

Class "unuran.discr" for Discrete Distribution

UNU.RAN object for Pareto distribution

UNU.RAN object for Student t distribution

UNU.RAN Chi random variate generator

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

UNU.RAN Cauchy random variate generator

UNU.RAN object for Chi-Squared distribution

UNU.RAN object for Chi distribution

unuran.cont.new

Create a UNU.RAN continuous univariate distribution object

unuran.cont-class

Class "unuran.cont" for Continuous Distribution

UNU.RAN object for Hyperbolic distribution

UNU.RAN object for Hypergeometric distribution

UNU.RAN object for Poisson distribution

UNU.RAN object for Powerexponential distribution

UNU.RAN object for Negative Binomial distribution

UNU.RAN F random variate generator

unuran.packed-method

Pack "unuran" object

UNU.RAN Logistic random variate generator

UNU.RAN object for Variance Gamma distribution

unuran.is.inversion

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

UNU.RAN object for Logarithmic distribution

UNU.RAN Lomax random variate generator

UNU.RAN Geometric random variate generator

Create a UNU.RAN object

UNU.RAN object for Rayleigh distribution

UNU.RAN Gamma random variate generator

UNU.RAN object for Slash distribution

UNU.RAN Log-Normal random variate generator

unuran.cmv-class

Class "unuran.cmv" for Continuous Multivariate Distribution

UNU.RAN Logarithmic random variate generator

unuran.distr-class

Virtual class "unuran.distr"

UNU.RAN Burr random variate generator

UNU.RAN Binomial random variate generator

Distribution function for "unuran" object

unuran.discr.new

Create a UNU.RAN discrete univariate distribution object

UNU.RAN Generalized Inverse Gaussian Distribution variate generator

Create a UNU.RAN continuous multivariate distribution object

unuran.verify.hat

Verify hat and squeezes in a "unuran" generator object

Quantile function for "unuran" object

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

UNU.RAN Chi-Squared random variate generator

UNU.RAN Exponential random variate generator

UNU.RAN discrete random variate generator

UNU.RAN Pareto random variate generator

UNU.RAN Planck random variate generator

UNU.RAN Negative Binomial random variate generator

use.aux.urng-method

Use auxiliary random number generator for Runuran objects

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

UNU.RAN Hypergeometric random variate generator

UNU.RAN Laplace random variate generator

UNU.RAN Hyperbolic random variate generator

UNU.RAN Poisson random variate generator

UNU.RAN Powerexponential random variate generator

Sample from a distribution specified by a "unuran" object

UNU.RAN Weibull random variate generator

UNU.RAN Triangular random variate generator

UNU.RAN Beta random variate generator

UNU.RAN Normal random variate generator

UNU.RAN Student t random variate generator

UNU.RAN Rayleigh random variate generator