Automatic Nonuniform Random Variate Generation in R

Random variate genration is an important tool in statistical computing. Many programms for simulation or statistical computing (e.g. R) provide a collection of random variate generators for many standard distributions. However, as statistical modeling has become more sophisticated there is demand fo...

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Bibliographic Details
Main Authors: Tirler, Günter, Leydold, Josef
Format: Others
Language:en
Published: Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business 2003
Subjects:
Online Access:http://epub.wu.ac.at/382/1/document.pdf