rlognGPD {lognGPD} | R Documentation |
Simulation of the lognormal-GPD mixture
Description
This function simulates a lognormal-GPD mixture.
Usage
rlognGPD(n, p, mu, sigma, xi, beta)
Arguments
n |
positive integer: number of observations sampled. |
p |
real, 0<p<1: prior probability |
mu |
real: log-mean of the lognormal distribution. |
sigma |
positive real: log-standard deviation of the lognormal distribution. |
xi |
real: shape parameter of the generalized Pareto distribution. |
beta |
positive real: scale parameter of the generalized Pareto distribution. |
Value
ysim (n x 1) vector: n random numbers from the lognormal - generalized Pareto mixture.
Examples
ysim <- rlognGPD(100,.9,0,1,0.5,2)
[Package lognGPD version 0.1.0 Index]