procedure RandomGenPareto(const k: Double; const mu: Double; const sigma: Double; const results: TDenseMtxVec; Seed: Integer);
Generalized Pareto distribution random generator.
| # | Name | Type | Description |
|---|---|---|---|
| 1 | k | Double | |
| 2 | mu | Double | |
| 3 | sigma | Double | |
| 4 | results | TDenseMtxVec | |
| 5 | Seed | Integer |
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
Uses MtxExpr, StatRandom;
procedure Example;
var Res: Vector;
begin
Res.Size(2000);
RandomGenPareto(1.2, 0, 0.5, Res);
end;