void RandomGenPareto(Double k, Double mu, Double sigma, TDenseMtxVec results, Int32 Seed)
Generalized Pareto distribution random generator.
| # | Name | Type | Description |
|---|---|---|---|
| 1 | k | Double | scalar |
| 2 | mu | Double | scalar |
| 3 | sigma | Double | scalar |
| 4 | results | TDenseMtxVec | source TVec or TMtx |
| 5 | Seed | Int32 |
Result: stored in self (calling object)
Remarks:
This routine generates Result.Length pseudo random numbers, using the Generalized Pareto distribution with parameters k, mu and sigma. The random numbers are stored in the Results vector. An exception is raised if Result vector is complex.
Examples
using Dew.Math;
using Dew.Stats.Units;
namespace Dew.Examples
{
private void Example()
{
Vector r = new Vector(2000,false);
StatRandom.RandomGenPareto(1.2, 0, 0.5, r, -1);
}
}