Anyone know How do I generate skew distribution using Rcpp? (for example skew normal or skew t).
By the way, how do I generate distributions that aren't defined in Rmath.h?
Edit:
I want use some function available in any package of R, for example the function rsn(n = 1, location = 0, scale = 1, shape = 0, dp = NULL) of the package ´sn´ to generate de skew normal distribution:
library(sn)
rsn(100, 5, 2, 5)
Thanks and Happy New Year