R help - May 2013 - empirical and GPD for time series simulation

Hi,

Does anyone know how to simulate a long time series (say 1000 daily series)
or generally a series, with inverse empirical distribution and generalized
pareto distribution (meaning to say the time series has a marginal
distribution of empirical and GPD distribution.) using the R package?

Does anybody know if there is a package in R that do this thing?

Thanks in advance,

B

	[[alternative HTML version deleted]]

Hi,

Does anyone know how to simulate a long time series (say 1000 daily series)
or generally a series, with inverse empirical distribution and generalized
pareto distribution (meaning to say the time series has a marginal
distribution of empirical and GPD distribution.) using the R package?

Does anybody know if there is a package in R that do this thing?

Thanks in advance,

B

	[[alternative HTML version deleted]]

Hi,

Does anyone know how to simulate a long time series (say 1000 daily series)
or generally a series, with inverse empirical distribution and generalized
pareto distribution (meaning to say the time series has a marginal
distribution of empirical and GPD distribution.) using the R package?

Does anybody know if there is a package in R that do this thing?

Thanks in advance,

B

	[[alternative HTML version deleted]]