rGGa {SubTS}

Simulates from the generalized gamma distribution

Description

Simulates from the generalized gamma distribution.

Usage

rGGa(n, a, p, b)

Arguments

n

Number of observations.

a

Parameter >0.

p

Parameter >0.

b

Parameter >0.

Details

Simulates from the generalized gamma distribution with density

g(x) = exp(-b*x^p)*x^(a-1)/K_3, x>0,

where K_3 is a normalizing constant. The mathodology is explained in Section 4 of Grabchak (2021). This distribution is needed to simulate p-RDTS random variables with negative alpha values.

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.

E.W. Stacy (1962) A generalization of the gamma distribution. Annals of Mathematical Statistics, 33(3):1187-1192.

Examples

rGGa(20, .5, 2, 2)