rRCMT {RCMinification}

Tailed Exponential and Weibull Random Coefficient Minification Process Simulator

Description

This function simulates sequences of tailed exponential and Weibull random coefficient minification process variates. Random coefficients are lognormal distributed with parameters mu and sigma.

Usage

rRCMT(n, p, p.delta, p.eps, lambda, gamma, mu, sigma, RCMTobj)

Arguments

n

number of observations.

p

power for transformation from exponential to Weibull.

p.delta

tailed exponential probability parameter when preceding observation is 0

p.eps

tailed exponential probability parameter when preceding observation is nonzero.

lambda

tailed exponential rate parameter when preceding observation is nonzero.

gamma

tailed exponential rate parameter when preceding observation is 0.

mu

mu parameter for lognormal distribution used to simulated random coefficients.

sigma

sigma parameter for lognormal distribution used to simulate random coefficients.

RCMTobj

list containing elements n, p, p.delta, p.eps, lambda and gamma

Author(s)

L. Han

References

Han, L., Braun, W.J. and Loeppky (2018) Random Coefficient Minification Processes. Statistical Papers, pp 1-22.