[R-SIG-Finance] [R-sig-finance] RNG from skewed Normal distribution

megh megh700004 at yahoo.com
Wed Feb 4 14:28:16 CET 2009


look at "sn" library in CRAN



Zanella Marco wrote:
> 
> Dear Sirs,
> I'm in trouble with a random number generation from a skewed Normal
> distribution. In detail I have to generate numbers from a Normal
> distribution with a certain skewness and kurtosis.
> 
> It's an apparently simple problem but actually I have no idea how to solve
> it. Have you any suggestions?
> 
> Regards,
> 
> MZ
> 
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