rbivgamma: Random generation for the bivariate gamma distribution

In senhu/mvClaim: Multivariate general insurance claims modelling

Description

This function allows you to generate random bivariate gamma variables given the distribution parameters

Usage

rbivgamma(n, alpha, beta)

Arguments

n	number of observations.
alpha	the shape parameters of the bivariate gamma distribution. Must be a vector of length 3 represent alpha 1, alpha 2 and alpha 3 respectively.
beta	the rate parameter of the bivariate gamma distribution.

Value

random deviates of length n

Examples

plot(rbivgamma(2000, alpha=c(1,1,1), beta=1))
plot(rbivgamma(2000, c(0.5, 0.5, 0.2),beta=0.001))

senhu/mvClaim documentation built on Jan. 29, 2022, 3:18 p.m.