Package: Runuran 0.41

Josef Leydold

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.

Authors:Josef Leydold [aut, cre], Wolfgang H"ormann [aut]

Runuran_0.41.tar.gz
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Runuran_0.41.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
Runuran/json (API)

# Install 'Runuran' in R:

install.packages('Runuran', repos = c('https://unuran.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/unuran/runuran/issues

On CRAN:

6.97 score 8 packages 171 scripts 4.5k downloads 1 mentions 109 exports 0 dependencies

Last updated from:20f471ac3e. Checks:13 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	OK	143
linux-devel-x86_64	OK	138
source / vignettes	OK	206
linux-release-arm64	OK	178
linux-release-x86_64	OK	149
macos-release-arm64	OK	211
macos-release-x86_64	OK	278
macos-oldrel-arm64	OK	211
macos-oldrel-x86_64	OK	302
windows-devel	OK	198
windows-release	OK	161
windows-oldrel	OK	182
wasm-release	OK	116

Exports:arou.new aroud.new ars.new arsd.new dari.new darid.new dau.new daud.new dgt.new dgtd.new hitro.new initialize itdr.new itdrd.new mixt.new pinv.new pinvd.new print Runuran.options set.aux.seed show srou.new sroud.new tabl.new tabld.new tdr.new tdrd.new ud udbeta udbinom udcauchy udchi udchisq udexp udf udfrechet udgamma udgeom udghyp udgig udgiga udgumbel udhyper udhyperbolic udig udlaplace udlnorm udlogarithmic udlogis udlomax udmeixner udnbinom udnorm udpareto udpois udpowerexp udrayleigh udslash udt udvg udweibull unuran.cmv.new unuran.cont.new unuran.details unuran.discr.new unuran.is.inversion unuran.new unuran.packed unuran.packed<-unuran.sample unuran.verify.hat up uq ur urbeta urbinom urburr urcauchy urchi urchisq urdau urdgt urexp urextremeI urextremeII urf urgamma urgeom urgig urhyper urhyperbolic urlaplace urlnorm urlogarithmic urlogis urlomax urnbinom urnorm urpareto urplanck urpois urpowerexp urrayleigh urt urtriang urweibull use.aux.urng use.aux.urng<-vnrou.new

Dependencies:

Using Runuran

Rendered fromRunuran.Rnwusingutils::Sweave

Last update: 2023-03-20
Started: 2023-03-20

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Runuran - R interface to Universal Non-Uniform RANdom variate generators library	Runuran-package Runuran unuran
UNU.RAN generator based on Automatic Ratio-Of-Uniforms method (AROU)	arou.new aroud.new
UNU.RAN generator based on Adaptive Rejection Sampling (ARS)	ars.new arsd.new
UNU.RAN generator based on Discrete Automatic Rejection Inversion (DARI)	dari.new darid.new
UNU.RAN generator based on the Alias method (DAU)	dau.new daud.new
UNU.RAN generator based on table guided discrete inversion (DGT)	dgt.new dgtd.new
UNU.RAN generator based on Hit-and-Run sampler (HITRO)	hitro.new
UNU.RAN generator based on Inverse Transformed Density Rejection (ITDR)	itdr.new itdrd.new
UNU.RAN generator for finite mixture of distributions	mixt.new
UNU.RAN generator based on Polynomial interpolation of INVerse CDF (PINV)	pinv.new pinvd.new
UNU.RAN distribution objects	Runuran.distributions
Set or return options for Runuran library	Runuran.options
Generators for distributions based on methods from the UNU.RAN library	Runuran.special.generators SpecialGenerator
UNU.RAN generator based on Simple Ratio-Of-Uniforms Method (SROU)	srou.new sroud.new
UNU.RAN generator based on TABLe based Rejection (TABL)	tabl.new tabld.new
UNU.RAN generator based on Transformed Density Rejection (TDR)	tdr.new tdrd.new
Density function for "unuran" object	ud
UNU.RAN object for Beta distribution	udbeta
UNU.RAN object for Binomial distribution	udbinom
UNU.RAN object for Cauchy distribution	udcauchy
UNU.RAN object for Chi distribution	udchi
UNU.RAN object for Chi-Squared distribution	udchisq
UNU.RAN object for Exponential distribution	udexp
UNU.RAN object for F distribution	udf
UNU.RAN object for Frechet distribution	udfrechet
UNU.RAN object for Gamma distribution	udgamma
UNU.RAN object for Geometric distribution	udgeom
UNU.RAN object for Generalized Hyperbolic distribution	udghyp
UNU.RAN object for Generalized Inverse Gaussian distribution	udgig udgiga
UNU.RAN object for Gumbel distribution	udgumbel
UNU.RAN object for Hypergeometric distribution	udhyper
UNU.RAN object for Hyperbolic distribution	udhyperbolic
UNU.RAN object for Inverse Gaussian distribution	udig
UNU.RAN object for Laplace distribution	udlaplace
UNU.RAN object for Log Normal distribution	udlnorm
UNU.RAN object for Logarithmic distribution	udlogarithmic
UNU.RAN object for Logistic distribution	udlogis
UNU.RAN object for Lomax distribution	udlomax
UNU.RAN object for Meixner distribution	udmeixner
UNU.RAN object for Negative Binomial distribution	udnbinom
UNU.RAN object for Normal distribution	udnorm
UNU.RAN object for Pareto distribution	udpareto
UNU.RAN object for Poisson distribution	udpois
UNU.RAN object for Powerexponential distribution	udpowerexp
UNU.RAN object for Rayleigh distribution	udrayleigh
UNU.RAN object for Slash distribution	udslash
UNU.RAN object for Student t distribution	udt
UNU.RAN object for Variance Gamma distribution	udvg
UNU.RAN object for Weibull distribution	udweibull
Class "unuran" - Universal Non-Uniform RANdom variate generators	initialize,unuran-method print,unuran-method show,unuran-method unuran-class
Class "unuran.cmv" for Continuous Multivariate Distribution	initialize,unuran.cmv-method print,unuran.cmv-method show,unuran.cmv-method unuran.cmv-class
Create a UNU.RAN continuous multivariate distribution object	unuran.cmv.new
Class "unuran.cont" for Continuous Distribution	initialize,unuran.cont-method print,unuran.cont-method show,unuran.cont-method unuran.cont-class
Create a UNU.RAN continuous univariate distribution object	unuran.cont.new
Information on a given "unuran" generator object	unuran.details
Class "unuran.discr" for Discrete Distribution	initialize,unuran.discr-method print,unuran.discr-method show,unuran.discr-method unuran.discr-class
Create a UNU.RAN discrete univariate distribution object	unuran.discr.new
Virtual class "unuran.distr"	initialize,unuran.distr-method print,unuran.distr-method show,unuran.distr-method unuran.distr-class
Test whether a "unuran" generator object implements an inversion method	unuran.is.inversion
Create a UNU.RAN object	unuran.new
Pack "unuran" object	unuran.packed unuran.packed,unuran-method unuran.packed-method unuran.packed<- unuran.packed<-,unuran-method unuran.packed<--method
Verify hat and squeezes in a "unuran" generator object	unuran.verify.hat
Distribution function for "unuran" object	up
Quantile function for "unuran" object	uq
Sample from a distribution specified by a "unuran" object	unuran.sample ur
UNU.RAN Beta random variate generator	urbeta
UNU.RAN Binomial random variate generator	urbinom
UNU.RAN Burr random variate generator	urburr
UNU.RAN Cauchy random variate generator	urcauchy
UNU.RAN Chi random variate generator	urchi
UNU.RAN Chi-Squared random variate generator	urchisq
UNU.RAN discrete random variate generator	urdau urdgt
UNU.RAN Exponential random variate generator	urexp
UNU.RAN Extreme value type I (Gumbel-type) random variate generator	urextremeI
UNU.RAN Extreme value type II (Frechet-type) random variate generator	urextremeII
UNU.RAN F random variate generator	urf
UNU.RAN Gamma random variate generator	urgamma
UNU.RAN Geometric random variate generator	urgeom
UNU.RAN Generalized Inverse Gaussian Distribution variate generator	urgig
UNU.RAN Hypergeometric random variate generator	urhyper
UNU.RAN Hyperbolic random variate generator	urhyperbolic
UNU.RAN Laplace random variate generator	urlaplace
UNU.RAN Log-Normal random variate generator	urlnorm
UNU.RAN Logarithmic random variate generator	urlogarithmic
UNU.RAN Logistic random variate generator	urlogis
UNU.RAN Lomax random variate generator	urlomax
UNU.RAN Negative Binomial random variate generator	urnbinom
UNU.RAN Normal random variate generator	urnorm
UNU.RAN Pareto random variate generator	urpareto
UNU.RAN Planck random variate generator	urplanck
UNU.RAN Poisson random variate generator	urpois
UNU.RAN Powerexponential random variate generator	urpowerexp
UNU.RAN Rayleigh random variate generator	urrayleigh
UNU.RAN Student t random variate generator	urt
UNU.RAN Triangular random variate generator	urtriang
UNU.RAN Weibull random variate generator	urweibull
Use auxiliary random number generator for Runuran objects	set.aux.seed use.aux.urng use.aux.urng,unuran-method use.aux.urng-method use.aux.urng<- use.aux.urng<-,unuran-method use.aux.urng<--method
UNU.RAN generator based on Multivariate Naive Ratio-Of-Uniforms method (VNROU)	vnrou.new