Frank.Pareto: Generate samples from the Frank copula with the Pareto...

In Bivariate.Pareto: Bivariate Pareto Models

Description

Generate samples from the Frank copula with the Pareto margins.

Usage

Frank.Pareto(n, Theta, Alpha1, Alpha2, Gamma1, Gamma2)

Arguments

n	Sample size.
Theta	Copula parameter θ.
Alpha1	Positive scale parameter α_{1} for the Pareto margin.
Alpha2	Positive scale parameter α_{2} for the Pareto margin.
Gamma1	Positive shape parameter γ_{1} for the Pareto margin.
Gamma2	Positive shape parameter γ_{2} for the Pareto margin.

Value

X	X is asscoiated with the parameters Alpha1 and Gamma1.
Y	Y is asscoiated with the parameters Alpha2 and Gamma2.

References

Shih J-H, Lee W, Sun L-H, Emura T (2019), Fitting competing risks data to bivariate Pareto models, Communications in Statistics - Theory and Methods, 48:1193-1220.

Examples

library(Bivariate.Pareto)
Frank.Pareto(5,5,1,1,1,1)

Bivariate.Pareto documentation built on Dec. 11, 2019, 5:06 p.m.