rgPd {gPdtest} | R Documentation |
This function generates pseudo random numbers from a generalized Pareto distribution (gPd).
rgPd(n,shape,scale)
n |
sample size. |
shape |
shape parameter. |
scale |
scale parameter. Default scale=1 . |
The distribution function of the gPd with shape
and scale
parameters gamma and sigma is
F(x) = 1 - [ 1 + gamma x / sigma ]^(-1/gamma)
where gamma is a real number, sigma > 0 and 1 + gamma x / sigma > 0. When gamma =
0, we have the exponential distribution with scale
parameter sigma.
A vector of length n
.
Elizabeth Gonzalez Estrada, Jose A. Villasenor Alva
gPd.test for testing the gPd hypothesis
rgPd(30,shape=1.5) ## Generates 30 random numbers from a gPd with shape parameter 1.5.