| urextremeII {Runuran} | R Documentation |
UNU.RAN random variate generator for the Extreme value type II
(Frechet-type) distribution with shape parameter shape,
location parameter location and scale parameter scale.
It also allows sampling from the truncated distribution.
[Distribution] – Sampling Function: Frechet (extreme value type II).
urextremeII(n, shape, location=0, scale=1, lb=location, ub=Inf)
n |
size of required sample. |
shape |
(strictly positive) shape parameter. |
location |
location parameter. |
scale |
(strictly positive) scale parameter. |
lb |
lower bound of (truncated) distribution. |
ub |
upper bound of (truncated) distribution. |
If location or scale are not specified, they assume
the default values of 0 and 1 respectively.
The Frechet distribution with shape k, location l and scale s has density
f(x) = exp(-((x-l)/s)^(-k))*((x-l)/s)^(-k-1)
for x >= l.
The generation algorithm uses fast numerical inversion. The parameters
lb and ub can be used to generate variates from
the Frechet distribution truncated to the interval (lb,ub).
This function is a wrapper for the UNU.RAN class in R.
Josef Leydold and Wolfgang H"ormann unuran@statmath.wu-wien.ac.at.
W. H"ormann, J. Leydold, and G. Derflinger (2004): Automatic Nonuniform Random Variate Generation. Springer-Verlag, Berlin Heidelberg.
N.L. Johnson, S. Kotz, and N. Balakrishnan (1995): Continuous Univariate Distributions, Volume 2. 2nd edition, John Wiley & Sons, Inc., New York. Chap.22, p.2.
runif and .Random.seed about random number
generation and unuran for the UNU.RAN class.
## Create a sample of size 1000 x <- urextremeII(n=1000,shape=2)