Dear Sirs, I'm in trouble with a random number generation from a skewed Normal distribution. In detail I have to generate numbers from a Normal distribution with a certain skewness and kurtosis. It's an apparently simple problem but actually I have no idea how to solve it. Have you any suggestions? Regards, MZ ____________________________________________________________ FREE 3D MARINE AQUARIUM SCREENSAVER - Watch dolphins, sharks & orcas on your desktop! Check it out at http://www.inbox.com/marineaquarium
RNG from skewed Normal distribution
3 messages · Zanella Marco, Megh Dal, Krishna Kumar
look at "sn" library in CRAN
Zanella Marco wrote:
Dear Sirs, I'm in trouble with a random number generation from a skewed Normal distribution. In detail I have to generate numbers from a Normal distribution with a certain skewness and kurtosis. It's an apparently simple problem but actually I have no idea how to solve it. Have you any suggestions? Regards, MZ
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2 days later
The package SuppDists and the Johnson distribution in there will do this try ?rJohnson
Zanella Marco wrote:
Dear Sirs, I'm in trouble with a random number generation from a skewed Normal distribution. In detail I have to generate numbers from a Normal distribution with a certain skewness and kurtosis. It's an apparently simple problem but actually I have no idea how to solve it. Have you any suggestions? Regards, MZ
____________________________________________________________ FREE 3D MARINE AQUARIUM SCREENSAVER - Watch dolphins, sharks & orcas on your desktop! Check it out at http://www.inbox.com/marineaquarium _______________________________________________ R-SIG-Finance at stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. -- If you want to post, subscribe first.