rwrpstab: Random Generation from the Wrapped Stable Distribution

In CircStats: Circular Statistics, from "Topics in Circular Statistics" (2001)

Description

Generates pseudo-random numbers from a wrapped stable distribution.

Usage

rwrpstab(n, index, skewness, scale=1)

Arguments

n	number of random variables to generate.
index	number from the interval (0, 2]. An index of 2 corresponds to the normal, 1 to the Cauchy. Smaller values mean longer tails.
skewness	number giving the modified skewness. Negative values correspond to skewness to the left (the median is smaller than the mean, if it exists), and positive values correspond to skewness to the right (the median is larger than the mean). The absolute value of skewness should not exceed 1.
scale	the scale of the distribution

Details

n random variables are generated from a stable distribution with with parameters index, skewness and scale. The function returns these values modulo 2*pi.

Value

Returns a vector of n independent random variables generated from a wrapped stable distribution.

References

Jammalamadaka, S. Rao and SenGupta, A. (2001). Topics in Circular Statistics, Section 2.2.8, World Scientific Press, Singapore.

CircStats documentation built on May 2, 2019, 2:24 a.m.