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

John P. Nolan ()
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John P. Nolan: American University

Journal of Statistical Distributions and Applications, 2016, vol. 3, issue 1, 1-11

Abstract: 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.

Keywords: Generalized spherical distributions; Star-shaped distributions; Computational geometry; 62H11; 68U05; 65D30 (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1186/s40488-016-0053-0

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