Description Usage Arguments Value Author(s) References Examples

From the copula package:

Generating random variates of an exponentially tilted stable distribution of the form

*tS(alpha, 1, (cos(alpha*pi/2)V0)^(1/alpha), V0*1_(alpha==1),
h*1_(alpha!=1)),*

with parameters
*alpha in (0,1]*, *V0 in (0,Inf)*,
and *h in [0,Inf)* and corresponding
Laplace-Stieltjes transform

*exp(-V0((h+t)^alpha-h^alpha)), t in [0,Inf];*

see the references for more details about this distribution.

1 | ```
retstable.ld(num=1, alpha=1, V0=1, h=1)
``` |

`num` |
Number of random variates to generate |

`alpha` |
parameter in |

`V0` |
vector of values in |

`h` |
parameter in |

A vector of variates from *
tS(alpha, 1, .....)*; see above.

Marius Hofert, Martin Maechler

Hofert, M. (2011)
Efficiently sampling nested Archimedean copulas,
*Computational Statistics & Data Analysis* **55**, 57–70.

Hofert, M. (2012),
Sampling exponentially tilted stable distributions,
*ACM Transactions on Modeling and Computer Simulation* **22**, 1,
page numbers: to be announced.

1 2 3 4 5 6 7 8 9 10 11 | ```
## Draw random variates from an exponentially tilted stable distribution
## with given alpha, V0, and h = 1
alpha <- .2
N = 200
V0 <- rgamma(N, 1)
rETS <- retstable.ld(N, alpha, V0)
## Distribution plot the random variates -- log-scaled
hist(log(rETS), prob=TRUE)
lines(density(log(rETS)), col=2)
rug (log(rETS))
``` |

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