qkend: Quantiles of Kendall stable distribution
In kendallRandomWalks: Simulate and Visualize Kendall Random Walks and Related Distributions

Quantiles of Kendall stable distribution

1	qkend(m_alpha)

m_alpha

function giving moments of order alpha of step dist.

function function returning quantiles of given orders

qKend <- qkend(function(x) 1)
# Step distribution: delta_{1}
qKendall <- qKend(c(0.1, 0.9), 0.5)
# Quantiles of order 0.1 and 0.9 for alpha = 0.5

kendallRandomWalks documentation built on May 2, 2019, 2:43 a.m.

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