Hi all, I had generated 1000 random variates (u,v), and I would like to find the corresponding (x,y) for a bivariate pareto distribution. Which x=inverse pareto of u and y=inverse pareto of v. What is the code I should use to find (x,y). Thanks a lot~~~ Zero~~ -- View this message in context: http://www.nabble.com/Questions-on-pareto-tp25457966p25457966.html Sent from the R help mailing list archive at Nabble.com.
On Sep 15, 2009, at 1:09 PM, TsubasaZero wrote:> > Hi all, > > I had generated 1000 random variates (u,v), and I would like to find > the > corresponding (x,y) for a bivariate pareto distribution. Which > x=inverse > pareto of u and y=inverse pareto of v. > > What is the code I should use to find (x,y).Perhaps: ??"Pareto" On my machine it offers a choice of two packages (actuar and VGAM) that offer Pareto functions. But ?? only searches installed packages, so this would be more general: > library(sos) > ???Pareto retrieving page 1: found 187 matches; retrieving 10 pages 2 3 4 5 6 7 8 9 10 Or the old fashioned way with r-search... hint: put it on your browser toolbar: http://search.r-project.org/cgi-bin/namazu.cgi?query=pareto&max=100&result=normal&sort=score&idxname=functions&idxname=Rhelp08&idxname=views -- David Winsemius, MD Heritage Laboratories West Hartford, CT
Hi, Thanks a lot. I think this is what I want. actuar package get more distributions. Zero~ David Winsemius wrote:> > > On Sep 15, 2009, at 1:09 PM, TsubasaZero wrote: > >> >> Hi all, >> >> I had generated 1000 random variates (u,v), and I would like to find >> the >> corresponding (x,y) for a bivariate pareto distribution. Which >> x=inverse >> pareto of u and y=inverse pareto of v. >> >> What is the code I should use to find (x,y). > > Perhaps: > > ??"Pareto" > > On my machine it offers a choice of two packages (actuar and VGAM) > that offer > Pareto functions. But ?? only searches installed packages, so this > would be > more general: > > > library(sos) > > ???Pareto > retrieving page 1: > found 187 matches; retrieving 10 pages > 2 3 4 5 6 7 8 9 10 > > Or the old fashioned way with r-search... hint: put it on your browser > toolbar: > > http://search.r-project.org/cgi-bin/namazu.cgi?query=pareto&max=100&result=normal&sort=score&idxname=functions&idxname=Rhelp08&idxname=views > > -- > David Winsemius, MD > Heritage Laboratories > West Hartford, CT > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > >-- View this message in context: http://www.nabble.com/Questions-on-pareto-tp25457966p25464918.html Sent from the R help mailing list archive at Nabble.com.
The other package that I can think of that you might want to investigate if you are attempting to construct bivariate distributions is the copula package. -- David. On Sep 15, 2009, at 10:27 PM, TsubasaZero wrote:> > Hi, > > Thanks a lot. I think this is what I want. > > actuar package get more distributions. > > Zero~ > > > David Winsemius wrote: >> >> >> On Sep 15, 2009, at 1:09 PM, TsubasaZero wrote: >> >>> >>> Hi all, >>> >>> I had generated 1000 random variates (u,v), and I would like to find >>> the >>> corresponding (x,y) for a bivariate pareto distribution. Which >>> x=inverse >>> pareto of u and y=inverse pareto of v. >>> >>> What is the code I should use to find (x,y). >> >> Perhaps: >> >> ??"Pareto" >> >> On my machine it offers a choice of two packages (actuar and VGAM) >> that offer >> Pareto functions. But ?? only searches installed packages, so this >> would be >> more general: >> >>> library(sos) >>> ???Pareto >> retrieving page 1: >> found 187 matches; retrieving 10 pages >> 2 3 4 5 6 7 8 9 10 >> >> Or the old fashioned way with r-search... hint: put it on your >> browser >> toolbar: >> >> http://search.r-project.org/cgi-bin/namazu.cgi?query=pareto&max=100&result=normal&sort=score&idxname=functions&idxname=Rhelp08&idxname=views >> >> -- >> David Winsemius, MD >> Heritage Laboratories >> West Hartford, CT >> >> ______________________________________________ >> R-help at r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide >> http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. >> >> > > -- > View this message in context: http://www.nabble.com/Questions-on-pareto-tp25457966p25464918.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.David Winsemius, MD Heritage Laboratories West Hartford, CT