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MDBED (version 1.0.0)

rBED: Bivariate generator of the bivariate exponential distribution (BED) based on the Moran-Downton model

Description

This function generates jointly random values from the BED. The required inputs are the n values to be generated, the correlation coefficient, and the scale parameters of the marginal distributions.

Usage

rBED(rho,Betax,Betay,n)

Arguments

rho

Correlation coefficient.

Betax

Scale parameter of the marginal distribution of x.

Betay

Scale parameter of the marginal distribution of y.

n

Number of random values to be generated.

Value

A dataframe with n random values generated.

Details

The bivariate generator generates jointly exponential random values based on the conditional distribution of Y given X=x based on Eq.18 described in Nagao1971;textualMDBED. Thus, it first generates random values of X; then, the conditional moments associated with the values of x are computed. Finally, the random values of Y are obtained by drawing a random value from each conditional distribution associated with each value of x.

References

Examples

Run this code
# NOT RUN {
rBED(n=100,Betax=1,Betay=1,rho=0.85)
# }

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