A package for calculating the density, cdf, inverse cdf and random
replicates of the Pareto distribution using R. Support for C using
.C() in R is provided as well as multicore OpenMP.
The normal "d, p, r, q" functions are provided (all run in C). Also
the functions with a leading "p." provide multithread support using
OpenMP.
Depends on ggplot2 and xtable for building
the vignette. But really who doesn't already have them installed? If
you don't, install.packages(ggplot2) and
install.packages(xtable) will take care of that for you.
Install by running R CMD build pareto from the command
line in the directory with the folder. Alternatively,
download the tar.gz file. Install with
install.packages(<path to tar.gz/>, repos = NULL, type = "source").
I have tested this on Crunchbang, Fedora and Ubuntu and it builds and
installs on all machines. There may be a few issues if you don't have
all the proper LaTeX tools installed (this is especially true with
Ubuntu). I suspect it will work on Mac OSX as-is but it might present
some problems with Windows (namely the compiling of the C code). I
don't feel like cross-compiling for Windows but if you feel like it,
you have my blessing.