rpgnorm_ziggurat: A random number generator for the $p$-generalized normal distribution
Description
The function simulates the univariate, central, $p$-generalized normal distribution by using the Ziggurat method.
Usage
rpgnorm_ziggurat(n,p,x)
Arguments
n
The natural number of random variables to be simulated.
p
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 \} $.
x
(optional) A real vector containing the $2^8-1$ rightmost endpoints of the $2^8$ ziggurat-rectangles.
Value
$n$-dimensional, real vector.
References
S. Kalke and W.-D. Richter (2013)."Simulation of the p-generalized Gaussian distribution." Journal of Statistical Computation and Simulation. Volume 83. Issue 4.