gprnd
              Random arrays from the generalized Pareto distribution.
 r = gprnd (k, sigma, theta) returns an array
 of random numbers chosen from the generalized Pareto distribution with shape
 parameter k, scale parameter sigma, and location parameter
 theta.  The size of r is the common size of k, sigma,
 and theta.  A scalar input functions as a constant matrix of the same
 size as the other inputs.
 When called with a single size argument, gprnd returns a square
 matrix with the dimension specified.  When called with more than one scalar
 argument, the first two arguments are taken as the number of rows and columns
 and any further arguments specify additional matrix dimensions.  The size may
 also be specified with a row vector of dimensions, sz.
 When k = 0 and theta = 0, the Generalized Pareto
 is equivalent to the exponential distribution.  When k > 0 and
 theta = k / k the Generalized Pareto is equivalent
 to the Pareto distribution.  The mean of the Generalized Pareto is not finite
 when k >= 1 and the variance is not finite when
 k >= 1/2.  When k >= 0, the Generalized Pareto
 has positive density for x > theta, or, when
 theta < 0, for
 0 <= (x - theta) / sigma <= -1 / k.
Further information about the generalized Pareto distribution can be found at https://en.wikipedia.org/wiki/Generalized_Pareto_distribution
See also: gpcdf, gpinv, gppdf, gpfit, gplike, gpstat
Source Code: gprnd