rgpd: Generalized Pareto simulation
In rust: Ratio-of-Uniforms Simulation with Transformation
rgpd R Documentation
Generalized Pareto simulation
Description
Simulates a sample of size m from a generalized Pareto distribution.
Usage
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
\sigma.
xi
A numeric scalar. The generalized Pareto shape parameter
\xi.
Value
A numeric vector. A generalized Pareto sample of size m.
Examples
# Sample data from a GP(sigma, xi) distribution
gpd_data <- rgpd(m = 100, xi = 0, sigma = 1)
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| rgpd | R Documentation |
Generalized Pareto simulation
Description
Simulates a sample of size m from a generalized Pareto distribution.
Usage
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
# Sample data from a GP(sigma, xi) distribution
gpd_data <- rgpd(m = 100, xi = 0, sigma = 1)
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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