SimData {UKFE}

Data simulator

Description

Simulation of a random sample from the generalised extreme value, generalised logistic, Gumbel, Kappa3, or generalised Pareto distributions

Usage

SimData(n, pars = NULL, dist = "GenLog", GF = NULL)

Arguments

n

sample size to be simulated

pars

vector of parameters in the order of location, scale, shape (only location and shape for Gumbel)

dist

choice of distribution. Either "GEV", "GenLog", "Gumbel", "Kappa3", or "GenPareto"

GF

vector of GF inputs in the order of Lcv, LSkew, QMED (only Lcv and QMED if dist = "Gumbel")

Details

The simulated sample can be generated using distribution parameters, or the growth factor (GF) inputs; linear coefficient of variationn (Lcv), linear skewness (LSkew) & the median annual maximum (QMED).

Value

A random sample of size n for the chosen distribution.

Author(s)

Anthony Hammond

Examples

#Simulate a sample of size 30 using parameters GenLog and parameters 299, 51, -0.042
SimData(30, pars = c(299, 51, -0.042), dist = "GenLog")
#Now simulate using the Lcv, Lskew, and median (0.17, 0.04, 310)
SimData(30, GF = c(0.17, 0.04, 310), dist = "GenLog")