Library: | distribs |
See also: | rndstab |
Quantlet: | rndsstab | |
Description: | generates arrays up to eight dimensions of pseudo-random variables with symmetric stable distribution. |
Usage: | x=rndsstab(alpha,sigma,d1{,...,dn}) | |
Input: | ||
alpha | scalar, characteristic exponent | |
sigma | scalar, scale parameter | |
d1, ..., dn | scalars, numbers of elements in dimension 1, ..., n; 1 <= n <= 8 | |
Output: | ||
x | d1 x d2 x ... x dn matrix, pseudo-random variables with symmetric stable distribution |
library("distribs") randomize(101) rndsstab(1.6,1,2,3)
Contents of x [1,] -1.6908 4.0095 -0.62805 [2,] 1.9164 1.3074 0.72617