void RandomGenPareto(const double k, const double mu, const double sigma, TDenseMtxVec *results, int Seed = - 1);
Generalized Pareto distribution random generator.
| # | Name | Type | Description |
|---|---|---|---|
| 1 | k | const double | |
| 2 | mu | const double | |
| 3 | sigma | const double | |
| 4 | results | TDenseMtxVec * | |
| 5 | Seed = - 1 | int |
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.
Declared in Dew::Stats::Units::StatRandom · Dew.Stats/Units.StatRandom.h · Cross-compiler