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kappa
2008 Jun 04
1
Minimizing the negative log likelihood function...
Hey,
The following is a function I wrote which generates random variables from a
Kappa (2-parameter) distribution.
rkappa <- function(n,beta,alpha){
if(alpha <= 0)
stop("alpha must be greater than zero!")
if(beta <= 0)
stop("beta must be greater than zero!")
Vec <- beta*exp((1/alpha)*(log(-(alpha/(-1 +
exp(alpha*log(runif(n,0,1))))))+ alpha*log(runif(n,0,1))))
return(Vec)
}
Now...