R package Runuran provides an interface to the UNU.RAN library for Non-Uniform Universal RANdom variate generators.
The package can be installed from CRAN.
See Makefile for building and checking the package.
G. Tirler and J. Leydold (2003): Automatic Nonuniform Random Variate Generation in R. In: K. Hornik and F. Leisch, Proceedings of the 3rd International Workshop on Distributed Statistical Computing (DSC 2003), March 20-22, Vienna, Austria. URL: https://www.r-project.org/conferences/DSC-2003/Proceedings/TirlerLeydold.pdf
J. Leydold and W. Hörmann: UNU.RAN User Manual.
W. Hörmann, J. Leydold, and G. Derflinger (2004): Automatic Nonuniform Random Variate Generation. Springer-Verlag, Berlin Heidelberg