rcomppareto

<code>rcomppareto</code> returns a random sample of a composite distribution with a Pareto upper tail, with a specified distribution at the lower tail.

Contains the probability density function, cumulative distribution function, quantile function, and random number generator for composite and discrete composite distributions with Pareto tails. The detailed description of the methods and the applications of the methods can be found in Bowen Liu, Malwane M.A. Ananda (2023) <arXiv:2309.16443>.

Bowen Liu

CompPareto

Discrete Composite Distributions with Pareto Tails

Malwane M.A. Ananda

Mostafa Shams Esfand Abadi

rcomppareto function

<dl><dt>n</dt>
<dd>number of observations</dd>
<dt>spec</dt>
<dd>The selection of the lower tail (head) distribution</dd>
<dt>alpha</dt>
<dd>The shape parameter of the Pareto distribution</dd>
<dt>theta</dt>
<dd>The scale parameter of Pareto, also serve as the location parameter of the composite model</dd>
<dt>...</dt>
<dd>The parameter of the lower tail (head) distribution</dd></dl>

Arguments

Generating random number from a discrete composite distribution with Pareto tail — rcomppareto

<dl>

<dt>n</dt>
<dd>number of observations</dd>


<dt>spec</dt>
<dd>The selection of the lower tail (head) distribution</dd>


<dt>alpha</dt>
<dd>The shape parameter of the Pareto distribution</dd>


<dt>theta</dt>
<dd>The scale parameter of Pareto, also serve as the location parameter of the composite model</dd>


<dt>...</dt>
<dd>The parameter of the lower tail (head) distribution</dd>

</dl>

rcomppareto: Generating random number from a discrete composite distribution with Pareto tail

Description

Usage

Value

Arguments

Examples