Generalized Pareto simulation

Simulates a sample of size m from a generalized Pareto distribution.

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)
# }