RandomGenerator
Chaozhi Zheng
The package provides random generators for one dimensional discrete random variable, and for some special forms of multi-normal distributions.
Discrete Distribution
DiscreteRatioOfUniform generates pseudorandom integers by the algorithm of discrete ratio of uniform
RandomPoisson generates pseudorandom integers following a Poisson distribution
RandomNegativeBinomial generates pseudorandom integers following a negative binomial distribution
RandomBinomial generates pseudorandom integers following a binomial distribution
Continuous Distribution
RandomMultiNormVariance draws from a multivariate distribution given mean and variance matrix
RandomMultiNormPrecision draws from a multivariate distribution given mean and precision matrix
RandomCanonicalMultiNorm draws from a multivariate distribution represented canonically
RandomCanonicalMultiNorm2 draws from a set of multivariate distributions, which are represented canonically and have same precision matrix
RandomOneSideTruncNorm raw from a standard normal distribution,truncted to be one side