Fast Simulation of Normal/Exponential Random Variables and Stochastic Differential Equations / Poisson Processes

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Documentation for package ‘rpgm’ version 1.1.2

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rpgm-package rpgm
bound Set a Minimum or a Maximum or Both to a Vector.
colMaxs The Maximum or Minimum of each Column or each Row of a Matrix.
colMins The Maximum or Minimum of each Column or each Row of a Matrix.
dvasicek Simulation and Density of Vasicek Process
evalpoisson Evaluate the Poisson Process paths at date t
evasicek Simulation and Density of Vasicek Process
jarquebera The Jarque-Bera Test for Normality
kurtosis The Kurtosis of a Vector of Random Variables
lbound Set a Minimum or a Maximum or Both to a Vector.
lvasicek Simulation and Density of Vasicek Process
maxthreads Get the Maximum Number of Threads available on your device
rbernou Fast Simulation of Bernoulli Random Variables
rbrownian Simulation of Brownian Motions
rcantor Fast Simulation of Cantor Random Variables
reuler Euler Scheme for Stochastic Differential Equations
rgpd Fast Simulation of Generalized Pareto Distribution
rinpoisson Simulation of inhomogeneous Poisson Processes
rmilstein Milstein Scheme for Stochastic Differential Equations
rowMaxs The Maximum or Minimum of each Column or each Row of a Matrix.
rowMins The Maximum or Minimum of each Column or each Row of a Matrix.
rpgm rpgm
rpgm.rexp Fast Simulation of Exponential Random Variables
rpgm.rgeom Fast Simulation of Geometric Random Variables
rpgm.rlnorm Fast Simulation of Log-Normal Random Variables
rpgm.rnorm Fast Simulation of Normal Random Variables
rpgm.rt Fast Simulation of Student Random Variables
rpgm.set.seed Set Seed for RPGM Mersenne Twister Random Number Generator
rpoisson Simulation of homogeneous Poisson Processes
rvasicek Simulation and Density of Vasicek Process
skewness The Skewness of a Vector of Random Variables
ubound Set a Minimum or a Maximum or Both to a Vector.