Frank.Pareto {Bivariate.Pareto}

Generate samples from the Frank copula with the Pareto margins

Description

Generate samples from the Frank copula with the Pareto margins.

Usage

Frank.Pareto(n, Theta, Alpha1, Alpha2, Gamma1, Gamma2)

Arguments

n

Sample size.

Theta

Copula parameter \theta.

Alpha1

Positive scale parameter \alpha_{1} for the Pareto margin.

Alpha2

Positive scale parameter \alpha_{2} for the Pareto margin.

Gamma1

Positive shape parameter \gamma_{1} for the Pareto margin.

Gamma2

Positive shape parameter \gamma_{2} for the Pareto margin.

Value

X

X is asscoiated with the parameters Alpha1 and Gamma1.

Y

Y is asscoiated with the parameters Alpha2 and Gamma2.

References

Shih J-H, Lee W, Sun L-H, Emura T (2019), Fitting competing risks data to bivariate Pareto models, Communications in Statistics - Theory and Methods, 48:1193-1220.

Examples

library(Bivariate.Pareto)
Frank.Pareto(5,5,1,1,1,1)