rpgnorm_ziggurat {pgnorm}

A random number generator for the p-generalized normal distribution

Description

The function simulates the univariate, central, p-generalized normal distribution by using the Ziggurat method.

Usage

rpgnorm_ziggurat(n,p,x)

Arguments

n

The natural number of random variables to be simulated.

p

A positive number expressing the form parameter of the distribution. The default is 2. In case of the Ziggurat method, p can be chosen from (1, \infty) \cup \{ 0.25, 0.45, 0.5, 0.6, 0.75 \} .

x

(optional) A real vector containing the 2^8-1 rightmost endpoints of the 2^8 ziggurat-rectangles.

Value

An n-dimensional, real vector.

Author(s)

Steve Kalke

References

S. Kalke and W.-D. Richter (2013)."Simulation of the p-generalized Gaussian distribution." Journal of Statistical Computation and Simulation. Volume 83. Issue 4.

Examples

y<-rpgnorm_ziggurat(10000,3)