arch.univariate.SkewStudent.simulate

SkewStudent.simulate(parameters: float | Sequence[float | int] | ndarray[tuple[int], dtype[float64]] | Series) → Callable[[int | tuple[int, ...]], ndarray[tuple[int, ...], dtype[float64]]][source]

Simulate i.i.d. draws from the distribution.

Parameters:
parameters: float | Sequence[float | int] | ndarray[tuple[int], dtype[float64]] | Series

Distribution parameters. Must have one element for each shape parameter, and be empty for a distribution without shape parameters.

Returns:

simulator – Callable that take a single output size argument and returns i.i.d. draws from the distribution. The size must be a non-negative integer or a tuple of them.

Return type:

callable()

Raises:

  • TypeError – If parameters cannot be converted to float64.

  • ValueError – If parameters does not have one element for each shape parameter, contains NaN or inf, or is outside the range of the distribution, for example if the degrees of freedom of a Student’s t is not larger than 2.