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.


Reference manual

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install.packages("Runuran")

0.41 by Josef Leydold, 2 years ago


https://github.com/unuran/Runuran/, https://statmath.wu.ac.at/unuran/


Browse source code at https://github.com/cran/Runuran


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


Documentation:   PDF Manual  


GPL (>= 2) license


Imports methods, stats

Suggests testthat


Imported by ElliptCopulas, RHclust, argus, gbeta, rerandPower, trawl.

Depended on by IndependenceTests, riskSimul.

Suggested by Tinflex, copula.


See at CRAN