Maithili Shiva
2008-Dec-18 08:17 UTC
[R] Random Number Generation using (Generalized) Extreme Value distribution and Pareto distribution
Hi R helpers, Is there any function in R, which generates random numbers in case of (1) Generalized Extreme Value distribution and (2) Generalized PAreto distribution for the respective given set of parameters? Regards Maithili
Jorge Ivan Velez
2008-Dec-18 13:44 UTC
[R] Random Number Generation using (Generalized) Extreme Value distribution and Pareto distribution
Dear Maithili, For (1) see [1] and for (2) see page 24 in [2]. HTH, Jorge [1] http://www.stat.ucl.ac.be/ISdidactique/Rhelp/library/evd/html/gev.html [2] http://cran.r-project.org/web/packages/fExtremes/fExtremes.pdf On Thu, Dec 18, 2008 at 3:17 AM, Maithili Shiva <maithili_shiva@yahoo.com>wrote:> Hi R helpers, > > > Is there any function in R, which generates random numbers in case of > > (1) Generalized Extreme Value distribution and > > (2) Generalized PAreto distribution for the respective given set of > parameters? > > > Regards > > > Maithili > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >[[alternative HTML version deleted]]