Runuran - R Interface to the 'UNU.RAN' Random Variate Generators
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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6.89 score 8 dependents 177 scripts 3.7k downloadsGIGrvg - Random Variate Generator for the GIG Distribution
Generator and density function for the Generalized Inverse Gaussian (GIG) distribution.
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4.42 score 2 stars 31 dependents 113 scripts 1.3k downloadsrstream - Streams of Random Numbers
Unified object oriented interface for multiple independent streams of random numbers from different sources.
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2.71 score 3 dependents 57 scripts 445 downloadsTinflex - A Universal Non-Uniform Random Number Generator
A universal non-uniform random number generator for quite arbitrary distributions with piecewise twice differentiable densities.
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1.78 score 1 stars 2 dependents 2 scripts 361 downloads