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: rndstab

Quantlet: rndsstab
Description: generates arrays up to eight dimensions of pseudo-random variables with symmetric stable distribution.

Reference(s):

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

Example:
library("distribs")
randomize(101)
rndsstab(1.6,1,2,3)

Result:
Contents of x
[1,]  -1.6908   4.0095 -0.62805
[2,]   1.9164   1.3074  0.72617



Author: S.Borak, R.Weron, 20021019 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006