Multivariate Pseudo-Random Number Generation

Pseudo-random number generation for 11 multivariate distributions: Normal, t, Uniform, Bernoulli, Hypergeometric, Beta (Dirichlet), Multinomial, Dirichlet-Multinomial, Laplace, Wishart, and Inverted Wishart. The details of the method are explained in Demirtas (2004) .


Reference manual

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1.2.4 by Ran Gao, 7 months ago

Browse source code at

Authors: Hakan Demirtas , Rawan Allozi , Ran Gao

Documentation:   PDF Manual  

Task views: Probability Distributions

GPL-2 | GPL-3 license

Suggested by phenology.

See at CRAN