UvT_Cat {AoE}R Documentation

Random Number Generation from a Heavy-Tailed Distribution

Description

Generates random samples of the convolution F = G * H of the generalized Pareto distribution G with parameters gamma = 0.75 and sigma = 1 on the one hand and the Gamma(3, 1) distribution H on the other hand.

Usage

UvT_Cat(n)

Arguments

n Sample size.

Value

A numeric vector of length n.

See Also

rgamma

Examples

x <- UvT_Cat(1000)
Hill(x)

[Package AoE version 1.0.1 Index]