For a normalized probability density function defined on the real line, for example
p(x) = (2/pi) * (1/(exp(x)+exp(-x))
(this is just an example; the solution should apply for any continuous PDF we can define) is there a package in R to simulate from the distribution? I am aware of R's built-in simulators for many distributions.
I could numerically compute the inverse cumulative distribution function at a set of quantiles, store them in a table, and use the table to map from uniform variates to variates from the desired distribution. Is there already a package that does this?