Description Usage Arguments Details Value References Examples
Generate samples from the Sankaran and Nair bivairate Pareto (SNBP) distribution (Sankaran and Nair, 1993).
1 |
n |
Sample size. |
Alpha0 |
Copula parameter α_{0} with restricted range. |
Alpha1 |
Positive scale parameter α_{1} for the Pareto margin. |
Alpha2 |
Positive scale parameter α_{2} for the Pareto margin. |
Gamma |
Common positive shape parameter γ for the Pareto margins. |
The admissible range of Alpha0
(α_{0}) is 0 ≤q α_{0} ≤q (γ+1) α_{1} α_{2}.
X |
|
Y |
|
Sankaran PG, Nair NU (1993), A bivariate Pareto model and its applications to reliability, Naval Research Logistics, 40(7): 1013-1020.
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.
1 2 |
Loading required package: compound.Cox
Loading required package: numDeriv
Loading required package: survival
X Y
[1,] 0.6376290 1.1623969
[2,] 466.1576224 0.3207870
[3,] 0.2848648 105.7719609
[4,] 1.3811944 0.8819383
[5,] 23.6265641 12.2546512
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.