StatRandom

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.

Generate 2000 random numbers by using the Generalized Pareto distribution with parameters k=1.2, mu=0 and sigma=0.5.

Uses MtxExpr, StatRandom;
procedure Example;
var Res: Vector;
begin
  Res.Size(2000);
  RandomGenPareto(1.2, 0, 0.5, Res);
end;

#include "MtxExpr.hpp"
#include "StatRandom.hpp"
void __fastcall Example()
{
  sVector Res;
  Res.Size(2000,false);
  RandomGenPareto(1.2, 0, 0.5, Res, -1);
}

Functions