Accord.Statistics.Distributions.Univariate.GeneralizedParetoDistribution.Generate C# (CSharp) Method

        public override double Generate()
        {
            double U = UniformContinuousDistribution.Standard.Generate();

            if (ksi == 0)
                return mu - sigma * Math.Log(U);
            return mu + sigma * (Math.Pow(U, -ksi) - 1) / ksi;
        }
    }