rwrappedstable: Random Generation from the Wrapped Stable Distribution

In circular: Circular Statistics

Random Generation from the Wrapped Stable Distribution

Description

Generates pseudo-random numbers from a wrapped stable distribution.

Usage

rwrappedstable(n, scale=1, index, skewness, control.circular=list())

Arguments

n	number of random numbers to generate.
scale	the scale of the distribution.
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.
control.circular	the attribute of the resulting object.

Details

n random numbers 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 numbers generated from a wrapped stable distribution.

Author(s)

Claudio Agostinelli

References

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

circular documentation built on Sept. 11, 2024, 8:21 p.m.