arch.univariate.distribution.Distribution.simulate

abstract Distribution.simulate(parameters: int | float | Sequence[float | int] | ndarray | Series) Callable[[int | tuple[int, ...]], ndarray][source]

Simulates i.i.d. draws from the distribution

Parameters:
parameters: int | float | Sequence[float | int] | ndarray | Series

Distribution parameters

Returns:

simulator – Callable that take a single output size argument and returns i.i.d. draws from the distribution

Return type:

callable