rpgm (version 1.1.2)

rgpd: Fast Simulation of Generalized Pareto Distribution

Description

The function rgpd generates Generalized Pareto Random Variables.

Usage

rgpd(n, xi, mu = 0, sigma = 1)

Arguments

n

integer, number of simulations.

xi

double, the shape.

mu

double, the location.

sigma

double, the scale.

Value

A vector of i.i.d. Generalized Pareto random variables.

See Also

http://pgm-solutions.com/packages

Examples

# NOT RUN {
x <- rgpd(5, 1)
# }