rmatrixgev: Random matrix GEV
In matrixdist: Statistics for Matrix Distributions
rmatrixgev R Documentation
Random matrix GEV
Description
Generates a sample of size n from an inhomogeneous phase-type
distribution with parameters alpha, S and beta.
Usage
rmatrixgev(n, alpha, S, mu, sigma, xi = 0)
Arguments
n
Sample size.
alpha
Initial probabilities.
S
Sub-intensity matrix.
mu
Location parameter.
sigma
Scale parameter.
xi
Shape parameter: Default 0 which corresponds to the Gumbel case.
Value
The simulated sample.
matrixdist documentation built on Aug. 8, 2023, 5:06 p.m.
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| rmatrixgev | R Documentation |
Random matrix GEV
Description
Generates a sample of size n from an inhomogeneous phase-type
distribution with parameters alpha, S and beta.
Usage
rmatrixgev(n, alpha, S, mu, sigma, xi = 0)
Arguments
n |
Sample size. |
alpha |
Initial probabilities. |
S |
Sub-intensity matrix. |
mu |
Location parameter. |
sigma |
Scale parameter. |
xi |
Shape parameter: Default 0 which corresponds to the Gumbel case. |
Value
The simulated sample.
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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