dpowerlaw: The power law distribution
In hawkesbow: Estimation of Hawkes Processes from Binned Observations

Description Usage Arguments Details Value

Density, distribution function, quantile function and random generation for the power law distribution with shape equal to shape and scale equal to scale.

dpowerlaw(x, shape = 1, scale = 1)

ppowerlaw(q, shape = 1, scale = 1)

qpowerlaw(p, shape = 1, scale = 1)

rpowerlaw(n, shape = 1, scale = 1)

`x, q`	vector of quantiles.
`shape`	parameter of shape.
`scale`	parameter of scale.
`p`	vector of probabilities.
`n`	number of observations.

The density function of the power law distribution is

f(t) = θ a^θ (a+t)^{-θ-1}

where θ is the shape parameter, and a the scale parameter.

dpowerlaw gives the density, ppowerlaw gives the distribution function, qpowerlaw gives the quantile function, and rpowerlaw generates random deviates.

hawkesbow documentation built on April 10, 2021, 1:07 a.m.