raep {AEP}R Documentation

Simulating realizations from the asymmetric exponential power (AEP) distribution

Description

Simulates realizations from AEP distribution with quantile function given by

F^{-1}(u|Θ)=≤ft\{\begin{array}{*{20}c} μ-σ(1-ε)\biggl[\frac{γ\bigl(\frac{1-ε-2u}{1-ε},\frac{1}{α}\bigr)}{Γ\bigl(\frac{1}{α}\bigr)}\biggr]^{\frac{1}{α}},~{{}}~u≤q \frac{1-ε}{2},\\ μ+σ(1+ε)\biggl[\frac{γ\bigl(\frac{2u+ε-1}{1+ε},\frac{1}{α}\bigr)}{Γ\bigl(\frac{1}{α}\bigr)}\biggr]^{\frac{1}{α}},~{{}}~u> \frac{1-ε}{2}.\\ \end{array} \right.

where 0<u<1, Θ=(α,σ,μ,ε)^T with 0<α ≤q 2, σ> 0, -∞<μ<∞, and -1<ε<1.

Usage

raep(n, alpha, sigma, mu, epsilon)

Arguments

n

Number of requested realizations

alpha

Tail thickness parameter

sigma

Scale parameter

mu

Location parameter

epsilon

Skewness parameter

Value

A vector of length n, consists of the random generated values from AEP distribution.

Author(s)

Mahdi Teimouri

Examples

raep(n = 100, alpha = 1.5, sigma = 1, mu = 0, epsilon = 0.5)

[Package AEP version 0.1.2 Index]