rhh {dhh} | R Documentation |
This function generate i.i.d. random variables following the heavy-headed distribution.
rhh(n, a = 0, b = 1, alpha = 0.1)
n |
It is the number of the random variables. |
a,b |
The interval (a,b) is the support of the distribution. The default values for a and b are 0 and 1, respectively. |
alpha |
It is a positive parameter of the distribution. Its default value is set to be 0.1. When alpha = 1, the distribution is uniform. When alpha > 1, the density at a is zero. |
See the references.
It returns a vector of n random varialbes following the heavy-headed distribution.
Runlong Tang
Runlong Tang (2018) A Note On Finite Moments, Rediscovery Of The Pareto Distribution and Distributions With Heavy Tails and Heads (v1) https://sites.google.com/site/tangrunlong/notes-on-finance
rhh(1) rhh(2) hist(rhh(10000), freq=FALSE) curve(dhh, add = TRUE, col = 2) dhh(c(0.1, 0.01, 0.001, 0.0001, 0.00001))