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

Krishna Kumar kriskumar at earthlink.net
Fri Feb 6 23:39:51 CET 2009


The package SuppDists and the Johnson distribution in there will do this 
try ?rJohnson

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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