rBiGam: Generating random data for the bivariate gamma distribution with parameters.
Description
Generating random data for the bivariate gamma distribution with parameters.
Usage
rBiGam(n, paras)
Value
rBiGam generates random deviates. The length of generated data is determined by "n".
Arguments
n
number of observations.
paras
parameters of bivariate gamma distribution (shape1, shape2, scale).
Details
Random generation for the bivariate gamma distribution is presented. The specific generation formulas can be found in Jang, et al. (2020).
References
Jang, Y.-H., Zhao, J., Kim, H.-M., Yu, K., Kwon, S.and Kim, S. (2023) New closed-form efficient estimator for the multivariate gamma distribution. Statistica Neerlandica, 1–18.