rFTG {distTails} | R Documentation |
This function computes n random variates from full-tail gamma with a rejection method.
rFTG(n, threshold, scale, shape)
n |
Sample size. |
threshold |
Minimum value of the tail. |
scale |
Scale parameter. |
shape |
Shape parameter. |
Gives random deviates of the FTG. The length of the result is determined by n.
del Castillo, Joan & Daoudi, Jalila & Serra, Isabel. (2012). The full-tails gamma distribution applied to model extreme values. ASTIN Bulletin. <doi:10.1017/asb.2017.9>.
x <- rFTG(100, 1, 1, 1)
hist(x, breaks = "FD")