[R] Help with generating data from a 'not quite' Normal distriburtion

[Kahra Hannu]

Consider using the HyperbolicDist package. With the package you can both fit the hyperbolic distribution to your data and generate random numbers from the distribution. Hyperbolic distribution/s provide/s good fit to financial returns that commonly exhibit high peaks and heavy tails.

Hannu Kahra  

-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch]On Behalf Of Crabb, David
Sent: Thursday, August 12, 2004 10:44 AM
To: r-help at stat.math.ethz.ch
Subject: [R] Help with generating data from a 'not quite' Normal
distriburtion


I would be very grateful for any help from members of this list for what
might be a simple problem...

We are trying to simulate the behaviour of a clinical measurement in a
series of computer experiments. This is simple enough to do in R if we
assume the measurements to be Gaussian, but their empirical distribution
has a much higher peak at the mean and the distribution has much longer
tails. (The distribution is quite symmetrical) Can anyone suggest any
distributions I could fit to this data, and better still how I can then
generate random data from this 'distribution' using R?

-----------------------------------------------
Dr. David Crabb
School of Science,
The Nottingham Trent University,
Clifton Campus, Nottingham. NG11 8NS
Tel: 0115 848 3275   Fax: 0115 848 6690

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