rGenPareto {Pareto}

Simulation of the generalized Pareto Distribution

Description

Generates random deviates of a generalized Pareto distribution

Usage

rGenPareto(n, t, alpha_ini, alpha_tail, truncation = NULL)

Arguments

n

Numeric. Number of observations.

t

Numeric vector. Thresholds of the generalized Pareto distributions

alpha_ini

Numeric vector. Initial Pareto alphas of the generalized Pareto distributions.

alpha_tail

Numeric vector. Tail Pareto alphas of the generalized Pareto distributions.

truncation

NULL or Numeric vector. If truncation is not NULL and truncation > t, then the generalized Pareto distributions are truncated at truncation (resampled generalized Pareto)

Value

A vector of n samples from the (truncated) generalized Pareto distribution with parameters t, alpha_ini and alpha_tail

Examples

rGenPareto(100, 1000, 2, 3)
rGenPareto(100, 1000, 2, 3, truncation = 2000)
rGenPareto(100, t = c(1, 10, 100, 1000), alpha_ini = 1, alpha_tail = c(2, 5))