From: Assieh Rashidi <assiehrashidi_at_yahoo.com>

Date: Sun, 20 Jun 2010 10:45:19 -0700 (PDT)

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. Received on Sun 20 Jun 2010 - 17:48:28 GMT

Date: Sun, 20 Jun 2010 10:45:19 -0700 (PDT)

Hello everybody

I have some questions:

1) For generating data from Generalized pareto distribution, I used POT package and I have example that used shape=2, but it can’t be appropriate.
2) Exact density of histogram of theta in this program doesn’t display.
i<-1

X<-rep(0, times=500)

theta<-rep(0, times=500)

X[i]<-20

theta[i]<-10

alpha<-5

k<-2

lambda<-1000

for (i in 1:500){

X[i+1]<-rgamma(1,k,theta[i])

theta[i+1]<-rgamma(1,alpha+k, lambda+X[i+1])
cat("X[i+1]" , X[i+1], "\n")

cat("theta[i+1]" , theta[i+1], "\n")

}

########Histogram of theta############

brk<-seq(0,10, by=0.0005)

hist(theta, breaks=brk,freq=FALSE,xlim=c(0,0.02), main = paste(""),xlab="Histogram of samples values of theta")
lines(density(theta), col="red")

legend(x=0.010, y=150,"Exact Density",col="red",lty=c(1,3))

A.Rashidi

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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. Received on Sun 20 Jun 2010 - 17:48:28 GMT

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