rET: Tailed Exponential Random Number Generator
In RCMinification: Random Coefficient Minification Time Series Models
rET R Documentation
Tailed Exponential Random Number Generator
Description
This function simulates sequences of tailed exponential variates which
have survivor function P(X > x) = (1-p)exp(-lambda x), for x > 0 and
P(X = 0) = p.
Usage
rET(n, prob, rate)
Arguments
n
number of observations.
prob
vector of probabilities.
rate
vector of exponential rate parameters.
Author(s)
L. Han
References
Littlejohn, R.P. (1994) A Reversibility Relationship for Two Markovian
Time Series Models with Stationary Exponential Tailed Distribution. Journal
of Applied Probability. 31 pp 575-581.
RCMinification documentation built on Jan. 17, 2023, 5:14 p.m.
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| rET | R Documentation |
Tailed Exponential Random Number Generator
Description
This function simulates sequences of tailed exponential variates which have survivor function P(X > x) = (1-p)exp(-lambda x), for x > 0 and P(X = 0) = p.
Usage
rET(n, prob, rate)
Arguments
n |
number of observations. |
prob |
vector of probabilities. |
rate |
vector of exponential rate parameters. |
Author(s)
L. Han
References
Littlejohn, R.P. (1994) A Reversibility Relationship for Two Markovian Time Series Models with Stationary Exponential Tailed Distribution. Journal of Applied Probability. 31 pp 575-581.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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