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R/rgp.R
In gPdtest: Bootstrap goodness-of-fit test for the generalized Pareto distribution
Defines functions
rgp
Documented in
rgp
# This function generates Generalized Pareto random numbers
rgp <- function(n,shape,scale=1)
{
if(shape!=0)
return((scale/shape)*(runif(n)**(-shape)-1))
else return(rexp(n,scale))
}
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gPdtest documentation built on May 2, 2019, 8:57 a.m.
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Defines functions rgp
Documented in rgp
# This function generates Generalized Pareto random numbers
rgp <- function(n,shape,scale=1)
{
if(shape!=0)
return((scale/shape)*(runif(n)**(-shape)-1))
else return(rexp(n,scale))
}
Try the gPdtest package in your browser
Any scripts or data that you put into this service are public.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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