Runuran: R interface to the UNU.RAN random variate generators
Interface to the UNU.RAN library for Universal Non-Uniform
RANdom variate generators. Thus it allows to build non-uniform
random number generators from quite arbitrary distributions. In
particular, it provides an algorithm for fast numerical
inversion for distribution with given density function. In
addition, the package contains densities, distribution
functions and quantiles from a couple of distributions.