##### https://github.com/cran/nacopula

Revision

**161411bb86f97e5a8bd89091cd61d03a33c2761a**authored by Martin Maechler on**06 February 2012, 00:00 UTC**, committed by Gabor Csardi on**06 February 2012, 00:00 UTC****1 parent**5bc804b

Tip revision:

**161411bb86f97e5a8bd89091cd61d03a33c2761a**authored by**Martin Maechler**on**06 February 2012, 00:00 UTC****version 0.8-0** Tip revision:

**161411b** rF01Joe.c

```
/*
Copyright (C) 2010 Marius Hofert and Martin Maechler
This program is free software; you can redistribute it and/or modify it under
the terms of the GNU General Public License as published by the Free Software
Foundation; either version 3 of the License, or (at your option) any later
version.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
details.
You should have received a copy of the GNU General Public License along with
this program; if not, see <http://www.gnu.org/licenses/>.
*/
#include <Rmath.h>
#include "nacopula.h"
/**
* Sample V01 ~ F01 with Laplace-Stieltjes transform ((1-(1-exp(-t))^alpha))^V0
* Used, e.g., for sampling F01 for Joe and for sampling F01 for Frank.
* Note: The caller of this function must use GetRNGstate() and PutRNGstate().
* @param V0 parameter V0
* @param alpha parameter theta0/theta1 in (0,1]
* @param gamma_1_a Gamma(1-alpha)
* @param approx largest number of summands before asymptotics is used
* @return a random variate from F01
* @author Marius Hofert, Martin Maechler
*/
double rF01Joe(double V0, double alpha, double gamma_1_a /**< == Gamma(1 - alpha) */,
int approx){
if(V0 > approx) /**< approximation */
return pow(V0,1./alpha)*rstable0(alpha); /**< rstable0() in retstable.c; */
/* generates S(alpha, 1, (cos(alpha*pi/2))^{1/alpha}, I_{alpha == 1}; 1) */
else /**< sample sum */
return rSibuya_sum((int) V0, alpha, gamma_1_a);
}
/**
* Generate a vector of variates V01 ~ F01 with Laplace-Stieltjes transform
* ((1-(1-exp(-t))^alpha))^V0. Vectorized version of rF01Joe. Used, e.g., to draw
* several variates from rF01Joe.
* @param V01 vector of random variates from F01 (result)
* @param V0 vector of random variates from F0
* @param n length of the vector V0
* @param alpha parameter theta0 in (0,1]
* @param approx largest number of summands before asymptotics is used
* @return none
* @author Marius Hofert
*/
void rF01Joe_vec(double* V01, const double *V0, int n, double alpha, double approx){
double gamma_1_a = gammafn(1. - alpha);
GetRNGstate();
for(int i=0; i < n; i++)
V01[i] = rF01Joe(V0[i], alpha, gamma_1_a, approx);
PutRNGstate();
return;
}
/**
* Generate a vector of variates V01 ~ F01 with Laplace-Stieltjes transform
* ((1-(1-exp(-t))^alpha))^V0. Bridge to R. Used, e.g., to draw several variates
* from rF01Joe.
* @param V0_ vector of random variates from F0
* @param alpha_ parameter alpha = theta0/theta1 in (0,1]
* @param approx_ largest number of summands before asymptotics is used
* @return vector of random variates V01
* @author Marius Hofert
*/
SEXP rF01Joe_vec_c(SEXP V0_, SEXP alpha_, SEXP approx_){
double *V0 = REAL(V0_);
int n = length(V0_);
double alpha = asReal(alpha_), approx = asReal(approx_);
SEXP res = PROTECT(allocVector(REALSXP, n));
if(n >= 1) rF01Joe_vec(REAL(res), V0, n, alpha, approx);
UNPROTECT(1);
return res;
}
```

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