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

Description Usage Arguments Value References Examples

View source: R/Frank.Pareto.R

Description

Generate samples from the Frank copula with the Pareto margins.

Usage

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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 (2018), Fitting competing risks data to bivariate Pareto models, Communications in Statistics - Theory and Methods, doi: 10.1080/03610926.2018.1425450.

Examples

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

Bivariate.Pareto documentation built on April 2, 2018, 5:03 p.m.