[R] Simulate negative skewed, fat-tailed distribution

Kjetil Halvorsen kjetilbrinchmannhalvorsen at gmail.com
Thu Oct 8 03:36:06 CEST 2009


another possibility is to use skew-t distributions, from package:
fGarch, for instance.

Kjetil

On Wed, Oct 7, 2009 at 1:13 PM, Ravi Varadhan <RVaradhan at jhmi.edu> wrote:
> Take a look at the `rstable' function in the "stable" package to simulate
> random deviates from a stable distribution.
>
> Ravi.
>
> ----------------------------------------------------------------------------
> -------
>
> Ravi Varadhan, Ph.D.
>
> Assistant Professor, The Center on Aging and Health
>
> Division of Geriatric Medicine and Gerontology
>
> Johns Hopkins University
>
> Ph: (410) 502-2619
>
> Fax: (410) 614-9625
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> Email: rvaradhan at jhmi.edu
>
> Webpage:
> http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.h
> tml
>
>
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> ----------------------------------------------------------------------------
> --------
>
>
> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
> Behalf Of inquil
> Sent: Wednesday, October 07, 2009 6:56 AM
> To: r-help at r-project.org
> Subject: [R] Simulate negative skewed, fat-tailed distribution
>
>
> Hi guys
>
> Is there a way in R to simulate/generate random numbers from a negative
> skewed and fat
> tailed distribution ? I would like to simulate a set of (discrete) data.
>
> Regards,
>
> Carlos
>
>
> Carlos http://www.nabble.com/file/p25783889/graph.png graph.png
> --
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