Library: | distribs |
See also: | rndsstab |
Quantlet: | rndstab | |
Description: | generates arrays up to eight dimensions of pseudo-random variables with stable distribution. |
Usage: | x=rndstab(alpha,sigma,beta,mu,d1{,...,dn}) | |
Input: | ||
alpha | scalar, characteristic exponent | |
sigma | scalar, scale parameter | |
beta | scalar, skewness parameter | |
mu | scalar, location 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) rndstab(1.6,1,0,1,2,3)
Contents of x [1,] -0.69082 5.0095 0.37195 [2,] 2.9164 2.3074 1.7262