Hi,
Does anyone know how to simulate a long time series (say 1000 daily series)
or generally a series, with inverse empirical distribution and generalized
pareto distribution (meaning to say the time series has a marginal
distribution of empirical and GPD distribution.) using the R package?
Does anybody know if there is a package in R that do this thing?
Thanks in advance,
B
[[alternative HTML version deleted]]
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
