Dear list, I would like to generate random numbers from a Voigt distribution, hopefully in a way as simple as getting random numbers from a normal distribution with 'rnorm'. Is there any package to do this? Speed is an issue in this application. Or, as the Voigt distribution is a convolution of a Gaussian and a Lorentzian, can I simply combine random numbers from rnorm and rcauchy in some way (I'm not sure about the maths of this)?
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