rDickman {SubTS} | R Documentation |
Simulates from the generalized Dickman distribution using Algorithm 3.1 in Dassios, Qu, and Lim (2019).
rDickman(n, t, b = 1)
n |
Number of observations. |
t |
Parameter > 0. |
b |
Parameter > 0. |
Simulates from the generalized Dickman distribution by using Algorithm 3.1 in Dassios, Qu, and Lim (2019). This distribution has Laplace transform
L(z) = exp( t int_0^b (e^(-xz)-1) x^(-1) dx), z>0
and Levy measure
M(dx) = t x^(-1) 1(0<x<b) dx.
When b=1 and t=1, this is the Dickman distribution.
Returns a vector of n random numbers.
Michael Grabchak and Lijuan Cao
A. Dassios, Y. Qu, J.W. Lim (2019). Exact simulation of generalised Vervaat perpetuities. Journal of Applied Probability, 56(1):57-75.
M. Penrose and A. Wade (2004). Random minimal directed spanning trees and Dickman-type distributions. Advances in Applied Probability, 36(3):691-714.
rDickman(10, 1)