tidy_generalized_pareto: Tidy Randomly Generated Generalized Pareto Distribution...
In TidyDensity: Functions for Tidy Analysis and Generation of Random Data

View source: R/random-tidy-general-pareto.R

tidy_generalized_pareto

R Documentation

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,
  .return_tibble = TRUE
)

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.
`.return_tibble`	A logical value indicating whether to return the result as a tibble. Default is TRUE.

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

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_pareto(), tidy_pareto1(), tidy_t(), tidy_triangular(), tidy_uniform(), tidy_weibull(), tidy_zero_truncated_geometric()

Other Pareto: tidy_inverse_pareto(), tidy_pareto(), tidy_pareto1(), util_pareto1_aic(), util_pareto1_param_estimate(), util_pareto1_stats_tbl(), util_pareto_param_estimate(), util_pareto_stats_tbl()