Package: Runuran 0.40

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_0.40.tar.gz
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Runuran.pdf |Runuran.html✨
Runuran/json (API)
NEWS

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

Peer review:

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

On CRAN:

6.85 score 7 packages 167 scripts 2.0k downloads 1 mentions 109 exports 0 dependencies

Last updated 2 months agofrom:84f38d8ce7. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 04 2024
R-4.5-win-x86_64OKNov 04 2024
R-4.5-linux-x86_64OKNov 04 2024
R-4.4-win-x86_64OKNov 04 2024
R-4.4-mac-x86_64OKNov 04 2024
R-4.4-mac-aarch64OKNov 04 2024
R-4.3-win-x86_64OKNov 04 2024
R-4.3-mac-x86_64OKNov 04 2024
R-4.3-mac-aarch64OKNov 04 2024

Exports:arou.newaroud.newars.newarsd.newdari.newdarid.newdau.newdaud.newdgt.newdgtd.newhitro.newinitializeitdr.newitdrd.newmixt.newpinv.newpinvd.newprintRunuran.optionsset.aux.seedshowsrou.newsroud.newtabl.newtabld.newtdr.newtdrd.newududbetaudbinomudcauchyudchiudchisqudexpudfudfrechetudgammaudgeomudghypudgigudgigaudgumbeludhyperudhyperbolicudigudlaplaceudlnormudlogarithmicudlogisudlomaxudmeixnerudnbinomudnormudparetoudpoisudpowerexpudrayleighudslashudtudvgudweibullunuran.cmv.newunuran.cont.newunuran.detailsunuran.discr.newunuran.is.inversionunuran.newunuran.packedunuran.packed<-unuran.sampleunuran.verify.hatupuqururbetaurbinomurburrurcauchyurchiurchisqurdauurdgturexpurextremeIurextremeIIurfurgammaurgeomurgigurhyperurhyperbolicurlaplaceurlnormurlogarithmicurlogisurlomaxurnbinomurnormurparetourplanckurpoisurpowerexpurrayleighurturtriangurweibulluse.aux.urnguse.aux.urng<-vnrou.new

Dependencies:

Using Runuran

Rendered fromRunuran.Rnwusingutils::Sweaveon Nov 04 2024.

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

Readme and manuals

Help Manual

Help pageTopics
Runuran - R interface to Universal Non-Uniform RANdom variate generators libraryRunuran-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 distributionsmixt.new
UNU.RAN generator based on Polynomial interpolation of INVerse CDF (PINV)pinv.new pinvd.new
UNU.RAN distribution objectsRunuran.distributions
Set or return options for Runuran libraryRunuran.options
Generators for distributions based on methods from the UNU.RAN libraryRunuran.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" objectud
UNU.RAN object for Beta distributionudbeta
UNU.RAN object for Binomial distributionudbinom
UNU.RAN object for Cauchy distributionudcauchy
UNU.RAN object for Chi distributionudchi
UNU.RAN object for Chi-Squared distributionudchisq
UNU.RAN object for Exponential distributionudexp
UNU.RAN object for F distributionudf
UNU.RAN object for Frechet distributionudfrechet
UNU.RAN object for Gamma distributionudgamma
UNU.RAN object for Geometric distributionudgeom
UNU.RAN object for Generalized Hyperbolic distributionudghyp
UNU.RAN object for Generalized Inverse Gaussian distributionudgig udgiga
UNU.RAN object for Gumbel distributionudgumbel
UNU.RAN object for Hypergeometric distributionudhyper
UNU.RAN object for Hyperbolic distributionudhyperbolic
UNU.RAN object for Inverse Gaussian distributionudig
UNU.RAN object for Laplace distributionudlaplace
UNU.RAN object for Log Normal distributionudlnorm
UNU.RAN object for Logarithmic distributionudlogarithmic
UNU.RAN object for Logistic distributionudlogis
UNU.RAN object for Lomax distributionudlomax
UNU.RAN object for Meixner distributionudmeixner
UNU.RAN object for Negative Binomial distributionudnbinom
UNU.RAN object for Normal distributionudnorm
UNU.RAN object for Pareto distributionudpareto
UNU.RAN object for Poisson distributionudpois
UNU.RAN object for Powerexponential distributionudpowerexp
UNU.RAN object for Rayleigh distributionudrayleigh
UNU.RAN object for Slash distributionudslash
UNU.RAN object for Student t distributionudt
UNU.RAN object for Variance Gamma distributionudvg
UNU.RAN object for Weibull distributionudweibull
Class "unuran" - Universal Non-Uniform RANdom variate generatorsinitialize,unuran-method print,unuran-method show,unuran-method unuran-class
Class "unuran.cmv" for Continuous Multivariate Distributioninitialize,unuran.cmv-method print,unuran.cmv-method show,unuran.cmv-method unuran.cmv-class
Create a UNU.RAN continuous multivariate distribution objectunuran.cmv.new
Class "unuran.cont" for Continuous Distributioninitialize,unuran.cont-method print,unuran.cont-method show,unuran.cont-method unuran.cont-class
Create a UNU.RAN continuous univariate distribution objectunuran.cont.new
Information on a given "unuran" generator objectunuran.details
Class "unuran.discr" for Discrete Distributioninitialize,unuran.discr-method print,unuran.discr-method show,unuran.discr-method unuran.discr-class
Create a UNU.RAN discrete univariate distribution objectunuran.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 methodunuran.is.inversion
Create a UNU.RAN objectunuran.new
Pack "unuran" objectunuran.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 objectunuran.verify.hat
Distribution function for "unuran" objectup
Quantile function for "unuran" objectuq
Sample from a distribution specified by a "unuran" objectunuran.sample ur
UNU.RAN Beta random variate generatorurbeta
UNU.RAN Binomial random variate generatorurbinom
UNU.RAN Burr random variate generatorurburr
UNU.RAN Cauchy random variate generatorurcauchy
UNU.RAN Chi random variate generatorurchi
UNU.RAN Chi-Squared random variate generatorurchisq
UNU.RAN discrete random variate generatorurdau urdgt
UNU.RAN Exponential random variate generatorurexp
UNU.RAN Extreme value type I (Gumbel-type) random variate generatorurextremeI
UNU.RAN Extreme value type II (Frechet-type) random variate generatorurextremeII
UNU.RAN F random variate generatorurf
UNU.RAN Gamma random variate generatorurgamma
UNU.RAN Geometric random variate generatorurgeom
UNU.RAN Generalized Inverse Gaussian Distribution variate generatorurgig
UNU.RAN Hypergeometric random variate generatorurhyper
UNU.RAN Hyperbolic random variate generatorurhyperbolic
UNU.RAN Laplace random variate generatorurlaplace
UNU.RAN Log-Normal random variate generatorurlnorm
UNU.RAN Logarithmic random variate generatorurlogarithmic
UNU.RAN Logistic random variate generatorurlogis
UNU.RAN Lomax random variate generatorurlomax
UNU.RAN Negative Binomial random variate generatorurnbinom
UNU.RAN Normal random variate generatorurnorm
UNU.RAN Pareto random variate generatorurpareto
UNU.RAN Planck random variate generatorurplanck
UNU.RAN Poisson random variate generatorurpois
UNU.RAN Powerexponential random variate generatorurpowerexp
UNU.RAN Rayleigh random variate generatorurrayleigh
UNU.RAN Student t random variate generatorurt
UNU.RAN Triangular random variate generatorurtriang
UNU.RAN Weibull random variate generatorurweibull
Use auxiliary random number generator for Runuran objectsset.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