alphastable (version 0.2.1)

mrstab: mrstab

Description

generates iid realizations from bivariate stable vectors using the methodology proposed by Modarres and Nolan (1994).

Usage

mrstab(n, m, alpha, Gamma, Mu)

Arguments

n

sample size

m

number of masses

alpha

tail index parameter

Gamma

vector of masses

Mu

location vector

Value

a vector of n numeric values

References

Modarres, R. and Nolan, J. P. (1994). A method for simulating stable random vectors, Computational Statistics, 9(1), 11-19.

Examples

# NOT RUN {
# We use the following command to simulate n=200 iid vectors from a two-dimensional stable
# distribution with alpha=1.3, with a vector of 4 masses as gamma=(0.1,0.5,0.5,0.1)^T,
# and mu=(0,0)^T.
library("stabledist")
mrstab(200,4,1.3,c(0.1,0.5,0.5,0.1),c(0,0))
# }