Looking both at the 6.22 and master I cannot see any way to pass the PDF derivative or CDF to the DistSampler to be used by the Unuran implementation. Did I miss something?
Furthermore, do I understand correctly that to change parameters of Unuran for the given method/algorithm, one has to add appropriate string options to the algorithm passed to
DistSampler::Init()? I don’t see this documented, but looks like
TUnuranSampler) parses the argument into the parameters.