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

Documentation for package ‘rpgm’ version 1.0.0

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
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
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
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
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.