Supported probability distributions
createPRNG(list( distribution = "uniform", uniform_min = 0, uniform_max = 1 ))
createPRNG(list( distribution = "normal", normal_mean = 0, normal_sd = 1 ))
createPRNG(list( distribution = "exponential", exponential_lambda = 1.0 ))
createPRNG(list( distribution = "poisson", poisson_lambda = 3.0 ))
createPRNG(list( distribution = "binomial", binomial_n = 10, binomial_p = 0.3 ))
values <- generate_levy_stable( n = 1000, alpha = 1.5, # stability parameter beta = 0, # skewness gamma = 1, # scale delta = 0 # location )
# 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 )