rDickman

Simulates from the generalized Dickman distribution using Algorithm 3.1 in Dassios, Qu, and Lim (2019).

Contains methods for the simulation of positive tempered stable distributions and related subordinators. Including classical tempered stable, rapidly deceasing tempered stable, truncated stable, truncated tempered stable, generalized Dickman, truncated gamma, generalized gamma, and p-gamma. For details, see Dassios et al (2019) <doi:10.1017/jpr.2019.6>, Dassios et al (2020) <doi:10.1145/3368088>, Grabchak (2021) <doi:10.1016/j.spl.2020.109015>.

Michael Grabchak

SubTS

Positive Tempered Stable Distributions and Related Subordinators

Lijuan Can

rDickman function

<dl> <dt>n</dt>
<dd>Number of observations.</dd> <dt>t</dt>
<dd>Parameter &gt; 0.</dd> <dt>b</dt>
<dd>Parameter &gt; 0.</dd></dl>

Arguments

Author

Simulation from the generalized Dickman distribution — rDickman

<dl>

 <dt>n</dt>
<dd>Number of observations.</dd>

 <dt>t</dt>
<dd>Parameter &gt; 0.</dd>

 <dt>b</dt>
<dd>Parameter &gt; 0.</dd>

</dl>

rDickman: Simulation from the generalized Dickman distribution

Description

Usage

Value

Arguments

Author

Details

References

Examples