[R] Generating random numbers from skew power exponential distribution?

From: Simon Frost <sdfrost_at_ucsd.edu>
Date: Sun 21 May 2006 - 05:05:32 EST

Dear R Help List,

I'm trying to do some MCMC work, fitting a Bayesian version of the skew exponential power (sometimes called the skew power exponential) distribution, for which I need to draw random numbers. The implementation of rSEP in the gamlss library seems a little clunky (and uses integration); is there a simple/efficient way to generate random numbers from this distribution, say using a rejection scheme, as there is for the power exponential and the skew normal distribution?


Simon D.W. Frost, M.A., D.Phil.
Department of Pathology
University of California, San Diego
Antiviral Research Center
150 W. Washington St., Suite 100
San Diego, CA 92103
USA Tel: +1 619 543 8080 x275
Fax: +1 619 298 0177
Email: sdfrost@ucsd.edu

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