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An R package for modeling and simulating generalized spherical and related distributions

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  • John P. Nolan

    (American University)

Abstract

A flexible class of multivariate generalized spherical distributions with star-shaped level sets is developed. To work in dimension above two requires tools from computational geometry and multivariate numerical integration. An algorithm to approximately simulate from these star-shaped distributions is developed; it also works for simulating from more general tessellations. These techniques are implemented in the R package gensphere.

Suggested Citation

  • John P. Nolan, 2016. "An R package for modeling and simulating generalized spherical and related distributions," Journal of Statistical Distributions and Applications, Springer, vol. 3(1), pages 1-11, December.
    • Handle: RePEc:spr:jstada:v:3:y:2016:i:1:d:10.1186_s40488-016-0053-0
    DOI: 10.1186/s40488-016-0053-0
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    References listed on IDEAS

    as
    1. John Nolan, 2013. "Multivariate elliptically contoured stable distributions: theory and estimation," Computational Statistics, Springer, vol. 28(5), pages 2067-2089, October.
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