rFFrankJoe: Sampling Distribution F for Frank and Joe

In copula: Multivariate Dependence with Copulas

Sampling Distribution F for Frank and Joe

Description

Generate a vector of variates V ~ F from the distribution function F with Laplace-Stieltjes transform

(1-(1-exp(-t)*(1-e^(-theta1)))^alpha)/(1-e^(-theta0)),

for Frank, or

1-(1-exp(-t))^alpha

for Joe, respectively, where theta0 and theta1 denote two parameters of Frank (that is, theta0,theta1 in (0,Inf)) and Joe (that is, theta0,theta1 in [1,Inf)) satisfying theta0 <= theta1 and alpha=theta0/theta1.

Usage

rFFrank(n, theta0, theta1, rej)
rFJoe(n, alpha)

Arguments

n	number of variates from F.
theta0	parameter theta0.
theta1	parameter theta1.
rej	method switch for rFFrank: if theta0 > rej a rejection from Joe's family (Sibuya distribution) is applied (otherwise, a logarithmic envelope is used).
alpha	parameter alpha = theta0/theta1 in (0,1] for rFJoe.

Details

rFFrank(n, theta0, theta1, rej) calls rF01Frank(rep(1,n), theta0, theta1, rej, 1) and rFJoe(n, alpha) calls rSibuya(n, alpha).

Value

numeric vector of random variates V of length n.

See Also

rF01Frank, rF01Joe, also for references. rSibuya, and rnacopula.

Examples

## Simple definition of the functions:
rFFrank
rFJoe

copula documentation built on Feb. 16, 2023, 8:46 p.m.