rF1 {SubTS}

Simulation from f_1

Description

Simulates from the pdf f_1(x) intruduced in Grabchak (2021).

Usage

rF1(n, a, p)

Arguments

n

Number of observations.

a

Parameter >=0.

p

Parameter >1.

Details

Uses Algorithm 1 in Grabchak (2021) to simulate from the pdf

f_1(x) = exp(-x^p)*x^(-1-a)/K_1, x>1,

where K_1 is a normalizing constant. This is needed to simulate p-RDTS random variables.

Value

Returns a vector of n random numbers.

Author(s)

Michael Grabchak and Lijuan Cao

References

M. Grabchak (2021). An exact method for simulating rapidly decreasing tempered stable distributions. Statistics and Probability Letters, 170: Article 109015.

Examples

rF1(10, .7, 2.5)