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Runuran An R Interface to the UNU.RAN Library for Universal Random Variate Generators
, 2010
"... Runuran is a wrapper to UNU.RAN (Universal Non-Uniform RANdom variate generators), a library for generating random variates for large classes of distributions. It also allows to compute quantiles (inverse cumulative distribution functions) of these distributions efficiently. In order to use UNU.RAN ..."
Abstract
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Runuran is a wrapper to UNU.RAN (Universal Non-Uniform RANdom variate generators), a library for generating random variates for large classes of distributions. It also allows to compute quantiles (inverse cumulative distribution functions) of these distributions efficiently. In order to use UNU.RAN one must supply some data like the denstiy about the target distribution which are then used to draw random samples. Runuran functions provide both a simplified interface to this library for common distributions as well access to the full power of this library.

