rgpd

Random value generator of Generalized Pareto distribution

Statistical distribution in OOP (Object Oriented Programming) way.
This package proposes a R6 class interface to classic statistical
distribution, and new distributions can be easily added with the
class AbstractDist. A useful point is the generic fit() method for
each class, which uses a maximum likelihood estimation to find the
parameters of a dataset, see, e.g. Hastie, T. and al (2009)
<isbn:978-0-387-84857-0>. Furthermore, the rv_histogram class
gives a non-parametric fit, with the same accessors that for the
classic distribution. Finally, three random generators useful to
build synthetic data are given: a multivariate normal generator, an
orthogonal matrix generator, and a symmetric positive definite
matrix generator, see Mezzadri, F. (2007)
<arXiv:math-ph/0609050>.

Yoann Robin

ROOPSD

R Object Oriented Programming for Statistical Distribution

rgpd function

<dl><dt>n</dt>
<dd>[int] Numbers of values generated</dd>
<dt>loc</dt>
<dd>[vector] Location parameter</dd>
<dt>scale</dt>
<dd>[vector] Scale parameter</dd>
<dt>shape</dt>
<dd>[vector] Shape parameter</dd></dl>

Arguments

rgpd — rgpd

<dl>

<dt>n</dt>
<dd>[int] Numbers of values generated</dd>


<dt>loc</dt>
<dd>[vector] Location parameter</dd>


<dt>scale</dt>
<dd>[vector] Scale parameter</dd>


<dt>shape</dt>
<dd>[vector] Shape parameter</dd>

</dl>

rgpd: rgpd

Description

Usage

Value

Arguments

Examples