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Generating beta random numbers and Dirichlet...
Journal article

Generating beta random numbers and Dirichlet random vectors in R: The package rBeta2009

Abstract

A software package, rBeta2009, developed to generate beta random numbers and Dirichlet random vectors in R is presented. The package incorporates state-of-the-art algorithms so as to minimize the computer generation time. In addition, it is designed in a way that (i) the generation efficiency is robust to changes of computer architecture; (ii) memory allocation is flexible; and (iii) the exported objects can be easily integrated with other …

Authors

Cheng C-W; Hung Y-C; Balakrishnan N

Journal

Computational Statistics & Data Analysis, Vol. 71, , pp. 1011–1020

Publisher

Elsevier

Publication Date

March 2014

DOI

10.1016/j.csda.2013.02.019

ISSN

0167-9473