tidy_generalized_pareto: Tidy Randomly Generated Generalized Pareto Distribution...

In TidyDensity: Functions for Tidy Analysis and Generation of Random Data

Tidy Randomly Generated Generalized Pareto Distribution Tibble

Description

This function will generate n random points from a generalized Pareto distribution with a user provided, .shape1, .shape2, .rate or .scale and number of #' random simulations to be produced. The function returns a tibble with the simulation number column the x column which corresponds to the n randomly generated points, the d_, p_ and q_ data points as well.

The data is returned un-grouped.

The columns that are output are:

• sim_number The current simulation number.

• x The current value of n for the current simulation.

• y The randomly generated data point.

• dx The x value from the stats::density() function.

• dy The y value from the stats::density() function.

• p The values from the resulting p_ function of the distribution family.

• q The values from the resulting q_ function of the distribution family.

Usage

tidy_generalized_pareto(
  .n = 50,
  .shape1 = 1,
  .shape2 = 1,
  .rate = 1,
  .scale = 1/.rate,
  .num_sims = 1
)

Arguments

.n	The number of randomly generated points you want.
.shape1	Must be positive.
.shape2	Must be positive.
.rate	An alternative way to specify the .scale argument
.scale	Must be positive.
.num_sims	The number of randomly generated simulations you want.

Details

This function uses the underlying actuar::rgenpareto(), and its underlying p, d, and q functions. For more information please see actuar::rgenpareto()

Value

A tibble of randomly generated data.

Author(s)

Steven P. Sanderson II, MPH

See Also

https://openacttexts.github.io/Loss-Data-Analytics/ChapSummaryDistributions.html

Other Continuous Distribution: tidy_beta(), tidy_burr(), tidy_cauchy(), tidy_chisquare(), tidy_exponential(), tidy_f(), tidy_gamma(), tidy_generalized_beta(), tidy_geometric(), tidy_inverse_burr(), tidy_inverse_exponential(), tidy_inverse_gamma(), tidy_inverse_normal(), tidy_inverse_pareto(), tidy_inverse_weibull(), tidy_logistic(), tidy_lognormal(), tidy_normal(), tidy_paralogistic(), tidy_pareto1(), tidy_pareto(), tidy_t(), tidy_uniform(), tidy_weibull(), tidy_zero_truncated_geometric()

Other Pareto: tidy_inverse_pareto(), tidy_pareto1(), tidy_pareto(), util_pareto_param_estimate(), util_pareto_stats_tbl()

Examples

tidy_generalized_pareto()

TidyDensity documentation built on Nov. 2, 2023, 5:38 p.m.