Tidy Randomly Generated Generalized Pareto Distribution Tibble

This function will generate n random points from a generalized Pareto distribution with a user provided, .shape1, .shape2, .rate or .scale and number of #' random simulations to be produced. The function returns a tibble with the simulation number column the x column which corresponds to the n randomly generated points, the d_, p_ and q_ data points as well.

The data is returned un-grouped.

The columns that are output are:

sim_number The current simulation number.
x The current value of n for the current simulation.
y The randomly generated data point.
dx The x value from the stats::density() function.
dy The y value from the stats::density() function.
p The values from the resulting p_ function of the distribution family.
q The values from the resulting q_ function of the distribution family.

Usage

tidy_generalized_pareto(
  .n = 50,
  .shape1 = 1,
  .shape2 = 1,
  .rate = 1,
  .scale = 1/.rate,
  .num_sims = 1,
  .return_tibble = TRUE
)

Arguments

.n: The number of randomly generated points you want.
.shape1: Must be positive.
.shape2: Must be positive.
.rate: An alternative way to specify the .scale argument
.scale: Must be positive.
.num_sims: The number of randomly generated simulations you want.
.return_tibble: A logical value indicating whether to return the result as a tibble. Default is TRUE.

Value

A tibble of randomly generated data.

Details

This function uses the underlying actuar::rgenpareto(), and its underlying p, d, and q functions. For more information please see actuar::rgenpareto()

Other Continuous Distribution: tidy_beta(), tidy_burr(), tidy_cauchy(), tidy_chisquare(), tidy_exponential(), tidy_f(), tidy_gamma(), tidy_generalized_beta(), tidy_inverse_burr(), tidy_inverse_exponential(), tidy_inverse_gamma(), tidy_inverse_normal(), tidy_inverse_pareto(), tidy_inverse_weibull(), tidy_logistic(), tidy_lognormal(), tidy_normal(), tidy_paralogistic(), tidy_pareto(), tidy_pareto1(), tidy_t(), tidy_triangular(), tidy_uniform(), tidy_weibull(), tidy_zero_truncated_geometric()

Other Pareto: tidy_inverse_pareto(), tidy_pareto(), tidy_pareto1(), util_pareto1_aic(), util_pareto1_param_estimate(), util_pareto1_stats_tbl(), util_pareto_param_estimate(), util_pareto_stats_tbl()

Author

Steven P. Sanderson II, MPH

Examples

tidy_generalized_pareto()
#> # A tibble: 50 × 7
#>    sim_number     x      y    dx       dy     p      q
#>    <fct>      <int>  <dbl> <dbl>    <dbl> <dbl>  <dbl>
#>  1 1              1  0.348 -2.07 2.12e- 3 0.258  0.348
#>  2 1              2  1.15   3.71 3.82e- 2 0.536  1.15 
#>  3 1              3  0.281  9.50 2.24e- 3 0.219  0.281
#>  4 1              4  2.71  15.3  4.41e- 3 0.730  2.71 
#>  5 1              5 59.4   21.1  2.39e- 4 0.983 59.4  
#>  6 1              6  0.965 26.9  1.03e-17 0.491  0.965
#>  7 1              7  1.85  32.6  7.52e-18 0.649  1.85 
#>  8 1              8  0.971 38.4  0        0.493  0.971
#>  9 1              9  2.74  44.2  3.81e-18 0.733  2.74 
#> 10 1             10  1.11  50.0  0        0.527  1.11 
#> # ℹ 40 more rows