rGenPareto: Simulation of the generalized Pareto Distribution

In Pareto: The Pareto, Piecewise Pareto and Generalized Pareto Distribution

Simulation of the generalized Pareto Distribution

Description

Generates random deviates of a generalized Pareto distribution

Usage

rGenPareto(n, t, alpha_ini, alpha_tail, truncation = NULL)

Arguments

n	Numeric. Number of observations.
t	Numeric vector. Thresholds of the generalized Pareto distributions
alpha_ini	Numeric vector. Initial Pareto alphas of the generalized Pareto distributions.
alpha_tail	Numeric vector. Tail Pareto alphas of the generalized Pareto distributions.
truncation	NULL or Numeric vector. If truncation is not NULL and truncation > t, then the generalized Pareto distributions are truncated at truncation (resampled generalized Pareto)

Value

A vector of n samples from the (truncated) generalized Pareto distribution with parameters t, alpha_ini and alpha_tail

Examples

rGenPareto(100, 1000, 2, 3)
rGenPareto(100, 1000, 2, 3, truncation = 2000)
rGenPareto(100, t = c(1, 10, 100, 1000), alpha_ini = 1, alpha_tail = c(2, 5))

Pareto documentation built on April 18, 2023, 9:10 a.m.