MultiRNG

Multivariate Pseudo-Random Number Generation

CRAN Package

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) doi:10.22237/jmasm/1099268340.

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  • Reverse Imports1 package
  • Reverse Suggests1 package