repd: Random Generation of the Extended Pareto distribution

In freakonometrics/TopIncome: Estimation of Top Incomes Using Pareto Models

Description

Random Generation of the Extended Pareto distribution

Usage

repd(n, gamma, kappa, tau = -1)

Arguments

n	integer, number of generations
gamma	a (strictly positive) number (the tail index)
kappa	a number - must be larger than max-1,1/tau
tau	a (negative) number (default is -1)
log	logical indicating if logarithm of density should be returned

Value

a vector of n values generated from an Extended Pareto distribution

Source

https://github.com/TReynkens/ReIns/blob/master/R/Distributions.R Tom Reynkens, ReIns package version 1.0.7

Examples

set.seed(123)
repd(6, gamma=.5,kappa=1,tau=-1)

freakonometrics/TopIncome documentation built on Oct. 16, 2021, 5:58 p.m.