Generate a vector of variates \(V \sim F\) from the distribution function \(F\) with Laplace-Stieltjes transform $$(1-(1-\exp(-t)(1-e^{-\theta_1}))^\alpha)/(1-e^{-\theta_0}), $$ for Frank, or $$1-(1-\exp(-t))^\alpha,$$ for Joe, respectively, where \(\theta_0\) and \(\theta_1\) denote two parameters of Frank (that is, \(\theta_0,\theta_1\in(0,\infty)\)) and Joe (that is, \(\theta_0,\theta_1\in[1,\infty)\)) satisfying \(\theta_0\le\theta_1\) and \(\alpha=\theta_0/\theta_1\).
rFFrank(n, theta0, theta1, rej)
rFJoe(n, alpha)
numeric vector of random variates \(V\) of length n
.
number of variates from \(F\).
parameter \(\theta_0\).
parameter \(\theta_1\).
method switch for rFFrank
: if theta0
>
rej
a rejection from Joe's family (Sibuya distribution) is
applied (otherwise, a logarithmic envelope is used).
parameter \(\alpha=
\theta_0/\theta_1\) in \((0,1]\) for
rFJoe
.
rFFrank(n, theta0, theta1, rej)
calls
rF01Frank(rep(1,n), theta0, theta1, rej, 1)
and
rFJoe(n, alpha)
calls rSibuya(n, alpha)
.
rF01Frank
, rF01Joe
, also for references.
rSibuya
, and rnacopula
.
## Simple definition of the functions:
rFFrank
rFJoe
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