sim_functions {fEGarch} | R Documentation |
Sampling Functions for Innovations
Description
Draw random samples from a normal distribution, t
-distribution,
generalized error distribution, or their skewed variants (all standardized
to have mean zero and variance one).
Usage
rnorm_s(n)
rstd_s(n, df = 10000)
rged_s(n, shape = 2)
rsged_s(n, shape = 2, skew = 1)
rald_s(n, P = 8)
rsnorm_s(n, skew = 1)
rsstd_s(n, df = 10000, skew = 1)
rsald_s(n, P = 8, skew = 1)
Arguments
n |
the number of observations to draw. |
df |
the degrees of freedom for a (skewed) |
shape |
the shape parameter for a (skewed) generalized error distribution. |
skew |
the skewness parameter in the skewed distributions. |
P |
the number of Laplace distributions (minus 1) to derive the arithmetic mean from as the basis for a (skewed) average Laplace (AL) distribution distribution. |
Details
Draw random samples from a normal distribution, t
-distribution,
generalized error distribution, an average Laplace distribution,
or their skewed variants (all standardized to have mean zero and
variance one).
Value
These functions return a numeric vector of length n
.
Examples
rnorm_s(10)
rsstd_s(10, df = 7, skew = 0.9)