rFTG {distTails}

FTG Random Sample Generation

Description

This function computes n random variates from full-tail gamma with a rejection method.

Usage

rFTG(n, threshold, scale, shape)

Arguments

n

Sample size.

threshold

Minimum value of the tail.

scale

Scale parameter.

shape

Shape parameter.

Value

Gives random deviates of the FTG. The length of the result is determined by n.

References

del Castillo, Joan & Daoudi, Jalila & Serra, Isabel. (2012). The full-tails gamma distribution applied to model extreme values. ASTIN Bulletin. <doi:10.1017/asb.2017.9>.

Examples

x <- rFTG(100, 1, 1, 1)
hist(x, breaks = "FD")