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Statistical Distributions

Continuous Distributions

Uniform Distribution

createPRNG(list(
  distribution = "uniform",
  uniform_min = 0,
  uniform_max = 1
))

Normal Distribution

createPRNG(list(
  distribution = "normal",
  normal_mean = 0,
  normal_sd = 1
))

Exponential Distribution

createPRNG(list(
  distribution = "exponential",
  exponential_lambda = 1.0
))

Discrete Distributions

Poisson Distribution

createPRNG(list(
  distribution = "poisson",
  poisson_lambda = 3.0
))

Binomial Distribution

createPRNG(list(
  distribution = "binomial",
  binomial_n = 10,
  binomial_p = 0.3
))

Advanced Distributions

Levy Stable

values <- generate_levy_stable(
  n = 1000,
  alpha = 1.5,  # stability parameter
  beta = 0,     # skewness
  gamma = 1,    # scale
  delta = 0     # location
)

Multivariate Normal

# Define covariance matrix
sigma <- matrix(c(1, 0.5, 0.5, 1), 2, 2)

values <- generate_multivariate_normal(
  n = 1000,
  mu = c(0, 0),
  sigma = sigma
)