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JonasMoss / kdensity

An R package for kernel density estimation with parametric starts and asymmetric kernels.
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Random variate generation. #54

Open JonasMoss opened 5 years ago

JonasMoss commented 5 years ago

Add a random variate generation. Should handle the general case by adaptive rejection sampling with a Metropolis step and handle the special cases of a normal kernel with uniform support and the Gaussian copula kernel directly.