| Library: | stats |
| 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("stats")
randx("ev0", 3)
[1,] 0.51199 [2,] 1.2308 [3,] -0.98558
| Library: | stats |
| See also: | pdfx cdfx qfx |