rgev_tails: Random generation of generalized extreme value deviations

In sebpardo/rtails: Simulate heavy-tailed deviations

Description

Random generation for the generalized extreme value (GEV) distribution, centered around a mean of one, with parameter 'shape'.

Usage

rgev_tails(
  n,
  scale = 1,
  shape = 0,
  bias_correct = TRUE,
  ac = 0,
  log = FALSE,
  seed = NA
)

Arguments

n	sample size.
scale	scale parameter. Must be > 0.
shape	shape parameter. Default is shape = 2.
bias_correct	logical. Should we bias correct using the sample mean?
ac	auto-correlation value, between -1 and 1. If 'ac != 0' autocorrelation is incorporated in the vector using an AR(1) process.
log	logical. Whether to return the log-transformed distribution.
seed	seed. Numeric for 'set.seed()'. Defaults to NA where no seed is set.

Examples

rgev <- rgev_tails(80, scale = 0.23, shape = 0.2)
plot_tails(rgev)

sebpardo/rtails documentation built on Dec. 22, 2021, 11:17 p.m.