rgpd: Generalized Pareto simulation

Description Usage Arguments Value Examples

View source: R/gp_example.R

Description

Simulates a sample of size m from a generalized Pareto distribution.

Usage

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rgpd(m = 1, sigma = 1, xi = 0)

Arguments

m

A numeric scalar. The size of sample required.

sigma

A numeric scalar. The generalized Pareto scale parameter.

xi

A numeric scalar. The generalized Pareto shape parameter.

Value

A numeric vector. A generalized Pareto sample of size m.

Examples

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## Not run: 
# Sample data from a GP(sigma, xi) distribution
gpd_data <- rgpd(m = 100, xi = 0, sigma = 1)

## End(Not run)

rust documentation built on Dec. 23, 2017, 5:36 p.m.