mrstab {alphastable} | R Documentation |

## mrstab

### Description

generates `iid`

realizations from bivariate stable vectors using the methodology proposed by Modarres and Nolan (1994).

### Usage

`mrstab(n, m, alpha, Gamma, Mu)`

### Arguments

`n` |
sample size |

`m` |
number of masses |

`alpha` |
tail index parameter |

`Gamma` |
vector of masses |

`Mu` |
location vector |

### Value

a vector of `n`

numeric values

### Note

`mrstab()`

assumes that masses are located at unit sphere with addresses `s_j=(cos(2*pi(j-1)/m), sin(2*pi(j-1)/m))`

; for `j=1,...,4`

.

### Author(s)

Mahdi Teimouri, Adel Mohammadpour, and Saralees Nadarajah

### References

Modarres, R. and Nolan, J. P. (1994). A method for simulating stable random vectors, Computational Statistics, 9(1), 11-19.

### Examples

```
# We use the following command to simulate n=200 iid vectors from a two-dimensional stable
# distribution with alpha=1.3, with a vector of 4 masses as gamma=(0.1,0.5,0.5,0.1)^T,
# and mu=(0,0)^T.
library("stabledist")
mrstab(200,4,1.3,c(0.1,0.5,0.5,0.1),c(0,0))
```

[Package

*alphastable*version 0.2.1 Index]