zigsetup

The function approximates the rightmost x-coordinates of the first n-1 rectangles defining the Ziggurat in case of the central, \(p\)-generalized normal distribution.

distribution

Evaluation of the pdf and the cdf of the univariate,
noncentral, p-generalized normal distribution. Sampling from
the univariate, noncentral, p-generalized normal distribution
using either the p-generalized polar method, the p-generalized
rejecting polar method, the Monty Python method, the Ziggurat
method or the method of Nardon and Pianca. The package also
includes routines for the simulation of the bivariate,
p-generalized uniform distribution and the simulation of the
corresponding angular distribution.

Steve Kalke

pgnorm

The p-Generalized Normal Distribution

zigsetup function

<dl> <dt>p</dt>
<dd>A positive number expressing the form parameter of the distribution. The default is 2. In case of the Ziggurat method, p can be chosen from \((1, \infty) \cup \{ 0.25, 0.45, 0.5, 0.6, 0.75 \} \).</dd> <dt>n</dt>
<dd>The number of rectangles that build up the Ziggurat. The default is \(2^8\).</dd> <dt>tol</dt>
<dd>A positive number expressing the approximation accuracy of the function. The default is \(10^{-9}\).</dd></dl>

Arguments

Author

A function for setting up the Ziggurat. — zigsetup

<dl>

 <dt>p</dt>
<dd>A positive number expressing the form parameter of the distribution. The default is 2. In case of the Ziggurat method, p can be chosen from \((1, \infty) \cup \{ 0.25, 0.45, 0.5, 0.6, 0.75 \} \).</dd>

 <dt>n</dt>
<dd>The number of rectangles that build up the Ziggurat. The default is \(2^8\).</dd>

 <dt>tol</dt>
<dd>A positive number expressing the approximation accuracy of the function. The default is \(10^{-9}\).</dd>

</dl>

zigsetup: A function for setting up the Ziggurat.

Description

Usage

Value

Arguments

Author

References

Examples