Simulates a sample of size m from a generalized Pareto distribution.
Usage
rgpd(m = 1, sigma = 1, xi = 0)
Arguments
- m
A numeric scalar. The size of sample required.
- sigma
A numeric scalar. The generalized Pareto scale parameter
\(\sigma\).
- xi
A numeric scalar. The generalized Pareto shape parameter
\(\xi\).
Value
A numeric vector. A generalized Pareto sample of size m.
Examples
# \donttest{
# Sample data from a GP(sigma, xi) distribution
gpd_data <- rgpd(m = 100, xi = 0, sigma = 1)
# }