repd: Random Generation of the Extended Pareto distribution

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

Description

Random Generation of the Extended Pareto distribution

Usage

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

Arguments

n	integer, number of generations
gamma	numeric, (strictly positive) number (the tail index)
kappa	numeric, must be larger than max-1,1/tau
tau	numeric, (negative) number (default is -1)
quasimc	logical, indicating quasi-Monte Carlo techniques (Halton sequence) should be used

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)
repd(6, gamma=.5,kappa=1,tau=-1,quasimc=TRUE)
## Mean of a EPD(gamma=.5,kappa=1,tau=-1) distribution
mean(repd(1e4, gamma=.5,kappa=1,tau=-1))
mean(repd(1e4, gamma=.5,kappa=1,tau=-1),quasimc=TRUE)

freakonometrics/TopIncomes documentation built on July 7, 2019, 8:06 a.m.