Description Usage Arguments Value Note Author(s) References Examples
generates iid
realizations from bivariate stable vectors using the methodology proposed by Modarres and Nolan (1994).
1 |
n |
sample size |
m |
number of masses |
alpha |
tail index parameter |
Gamma |
vector of masses |
Mu |
location vector |
a vector of n
numeric values
mrstab()
assumes that masses are located at unit sphere with addresses s_j=(cos(2*pi(j-1)/m), sin(2*pi(j-1)/m))
; for j=1,...,4
.
Mahdi Teimouri, Adel Mohammadpour, and Saralees Nadarajah
Modarres, R. and Nolan, J. P. (1994). A method for simulating stable random vectors, Computational Statistics, 9(1), 11-19.
1 2 3 4 5 |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.