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Runuran

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Software:21351
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swMATH9368CRANRunuranMaRDI QIDQ21351

R Interface to the 'UNU.RAN' Random Variate Generators

Wolfgang H"ormann, Josef Leydold

Last update: 17 January 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.38

Source code repository: https://github.com/cran/Runuran




Related Items (16)

Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions ⋮ An automatic code generator for nonuniform random variate generation ⋮ Nonlinear mixed-effects models with scale mixture of skew-normal distributions ⋮ New zero-inflated regression models with a variant of censoring ⋮ Single-index importance sampling with stratification ⋮ Generating generalized inverse Gaussian random variates by fast inversion ⋮ Functional Uniform Priors for Nonlinear Modeling ⋮ argus ⋮ RHclust ⋮ riskSimul ⋮ rerandPower ⋮ trawl ⋮ A general control variate method for option pricing under Lévy processes ⋮ gbeta ⋮ Efficient risk simulations for linear asset portfolios in the \(t\)-copula model ⋮ ElliptCopulas


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This page was last edited on 5 March 2024, at 20:10.
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