rpareto_tails: Random generation of Pareto deviations

In sebpardo/rtails: Simulate heavy-tailed deviations

Description

Random generation for the Pareto distribution, centered around a mean of one, with parameter 'shape'.

Usage

rpareto_tails(
  n,
  shape = 3,
  bias_correct = TRUE,
  sample_bias_correct = FALSE,
  ac = 0,
  log = FALSE,
  seed = NA
)

Arguments

n	sample size.
shape	shape parameter. Default is shape = 2.
bias_correct	logical. Should we bias correct. The mean to use for bias correction can only be calculated when 'shape > 1'.
sample_bias_correct	logical. Should we bias correct using the sample mean. Defaults to 'FALSE'.If 'bias_correct = TRUE' then this parameter is ignored (i.e. equals 'FALSE').
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

rpt <- rpareto_tails(50, 3)
plot_tails(rpt)

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