Description Usage Arguments Value Author(s) See Also Examples
Computes the mode of the stable distribution, i.e., the maximum of its
density function in the "0" parametrization, i.e., the maximum x_0 of
dstable(x, alpha, beta, gamma = 1, delta = 0, pm = 0)
.
Finds the maximum of dstable
numerically, using
optimize
.
1 2 3 | stableMode(alpha, beta,
beta.max = 1 - 1e-11,
tol = .Machine$double.eps^0.25)
|
alpha, beta |
numeric parameters:
value of the index parameter |
beta.max |
for numerical purposes, values of beta too close to 1,
are set to |
tol |
numerical tolerance for |
returns a numeric value, the location of the stable mode.
Diethelm Wuertz for the Rmetrics R-port; minor cleanup by Martin Maechler.
For definition and the “dpqr”-functions,
StableDistribution
,
also for the references.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 | ## beta = 0 <==> symmetric <==> mode = 0
all.equal(stableMode(alpha=1, beta=0), 0)
al.s <- c(1e-100, seq(0,2, by = 1/32)[-1])
stopifnot(vapply(al.s, function(alp)
stableMode(alpha=alp, beta=0), 1.) == 0)
## more interesting: asymmetric (beta != 0):
stableMode(alpha=1.2, beta=0.1)
if(stabledist:::doExtras()) { # takes 2.5 seconds
sm0.5 <- vapply(al.s, function(AA)
stableMode(alpha=AA, beta= 0.5), 1.)
plot(al.s, sm0.5, type = "o", col=2, xlab = quote(alpha), ylab="mode",
main = quote("Mode of stable"*{}(alpha, beta == 0.5, pm==0)))
}
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.