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

Simon Frost sdfrost at ucsd.edu
Sat May 20 21:05:32 CEST 2006


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?

Thanks!
Simon

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 at ucsd.edu

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