Library: | distribs |
See also: | pdfx cdfx qfx |
Quantlet: | randx | |
Description: | randx generates a vector of pseudo random variables with extreme value and generalized Pareto distribution. |
Usage: | r = randx (dist, n, shape) | |
Input: | ||
dist | name of distribution | |
n | integer, number of elements | |
shape | shape parameter | |
Output: | ||
r | vector |
library("distribs") randx("ev0", 3)
[1,] 0.51199 [2,] 1.2308 [3,] -0.98558