rF2: Simulation from f_2
In SubTS: Positive Tempered Stable Distributions and Related Subordinators
rF2 R Documentation
Simulation from f_2
Description
Simulates from the pdf f_2(x) intruduced in Grabchak (2021).
Usage
rF2(n, a, p)
Arguments
n
Number of observations.
a
Parameter in [0,1).
p
Parameter >1.
Details
Uses Algorithm 2 in Grabchak (2021) to simulate from the pdf
f_2(x) = (exp(-x^p) - exp(-x))*x^(-1-a)/K_2, 0<x<1
where K_2 is a normalizing constant. This is needed to simulate p-RDTS random variables.
Value
Returns a vector of n random numbers.
Author(s)
Michael Grabchak and Lijuan Cao
References
M. Grabchak (2021). An exact method for simulating rapidly decreasing tempered stable distributions. Statistics and Probability Letters, 170: Article 109015.
Examples
rF2(10, .7, 2.5)
SubTS documentation built on March 7, 2023, 7:19 p.m.
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| rF2 | R Documentation |
Simulation from f_2
Description
Simulates from the pdf f_2(x) intruduced in Grabchak (2021).
Usage
rF2(n, a, p)
Arguments
n |
Number of observations. |
a |
Parameter in [0,1). |
p |
Parameter >1. |
Details
Uses Algorithm 2 in Grabchak (2021) to simulate from the pdf
f_2(x) = (exp(-x^p) - exp(-x))*x^(-1-a)/K_2, 0<x<1
where K_2 is a normalizing constant. This is needed to simulate p-RDTS random variables.
Value
Returns a vector of n random numbers.
Author(s)
Michael Grabchak and Lijuan Cao
References
M. Grabchak (2021). An exact method for simulating rapidly decreasing tempered stable distributions. Statistics and Probability Letters, 170: Article 109015.
Examples
rF2(10, .7, 2.5)
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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