distr_random: Generate Random Observations

In gasmodel: Generalized Autoregressive Score Models

Generate Random Observations

Description

A function generating random observations from a given distribution.

Usage

distr_random(t, f, distr, param = NULL, par_link = NULL)

Arguments

t	A number of generated observations.
f	A numeric vector of parameters. The same parameters are used for each generated observation.
distr	A distribution.
param	A parametrization of the distribution.
par_link	An optional logical vector indicating whether the logarithmic/logistic link should be applied to restricted parameters in order to obtain unrestricted values. Defaults to keeping the original link for all parameters.

Value

The generated observations.

See Also

distr()

Examples

# Random observations from the negative binomial distribution
distr_random(t = 10, f = c(0.5, 1.2), distr = "negbin")

# Random observations from the multivariate normal distribution
distr_random(t = 10, f = c(0, 0, 1, 1, 0.5), distr = "mvnorm")

gasmodel documentation built on Aug. 30, 2023, 1:09 a.m.