XploRe Help : cdfstab

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library:	distribs
See also:	pdfstab

Quantlet:		cdfstab
Description:		computes probability density function of stable distribution

Reference(s):

[1] J.P. Nolan (1997) "Numerical computation of stable densities and distribution function", Commun.Stat.:Stochastic Models 13:759-774 [2] R.Weron (1995) "Performance of the estimators of stable law parameters", Research Report HSC/95/1, www.im.pwr.wroc.pl\~hugo\Publications.html

Usage:	`z=cdfstab(x,alpha,sigma,beta,{mu})`
Input:
	`x`	input array
	`alpha`	array, characteristic exponent
	`sigma`	array, the scale parameter
	`beta`	array, the skewness parameter
	`mu`	array, the location parameter ; default value is 0
Output:
	`y`	array of stable probability distribution function

Example:

library("distribs") x = -1:1 cdfstab(x, 1.5, 1, 0.5, 0)

Result:

[1,]  0.32199
[2,]  0.59839
[3,]  0.79678

Author: Szymon Borak, Rafal Weron, 021205