Library: | distribs |
See also: | cdfstab |
Quantlet: | pdfstab | |
Description: | computes probability density function of stable distribution |
Usage: | z=pdfstab(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 |
library("distribs") x = -1:1 pdfstab(x, 1.5, 1, 0.5, 0)
[1,] 0.26805 [2,] 0.25411 [3,] 0.14151