Runuran - An R Interface to UNU.RAN Library

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 addition it can be used to compute (approximate) values of the density function or the distribution function. 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.