rmvbtld: Random generation from MVBTLD

In tharris0924/btld: Triangular and Bimodal Triangular Linked Distributions

Random generation from MVBTLD

Description

This function is the random generator for length n d-dimensional MVBTLD random variables.

Usage

rmvbtld(n, theta, alpha, sigma, dim, normalize = FALSE, ...)

Arguments

n	size of dataset desired
theta	mode matrix. 2 Must be d-by-2 dimensions.
alpha	scale matrix. Must be d-by-2 dimensions.
sigma	value on the off diagonal for Gaussian covariance matrix used in copula generation. Can be vector.
dim	number of dimensions
normalize	default is FALSE. If true normalize across dimensions so that each observation is a probability space and thus sums to 1.
...	kws for normalCopula and rCopula

Value

matrix n by d random variates from the MVBTLD

Examples

alpha<-matrix(c(3,3,3,3),nrow=2,ncol=2, byrow=TRUE)
theta<-matrix(c(0.3,0.7,0.3,0.7),ncol=2,nrow=2,byrow=TRUE)
rmvbtld(1000, alpha=alpha, theta=theta, sigma=0.5,dim=2)

tharris0924/btld documentation built on Dec. 1, 2022, 9:37 p.m.