rstable.posit: Positive alpha-stable distribution.
In lbelzile/BMAmevt: Multivariate Extremes: Bayesian Estimation of the Spectral Measure
View source: R/rstable.posit.R
rstable.posit R Documentation
Positive alpha-stable distribution.
Description
Random variable generator
Usage
rstable.posit(alpha = 0.5)
Arguments
alpha
The parameter of the alpha-stable random variable
Details
An alpha-stable random variable S with index \alpha is
defined by its Laplace transform
E(exp(tS))) = exp(-t^\alpha). The algorithm used here is directly derived from Stephenson (2003).
Value
A realization of the alpha-stable random variable.
References
STEPHENSON, A. (2003). Simulating multivariate extreme value distributions of logistic type. Extremes 6, 49-59.
lbelzile/BMAmevt documentation built on April 28, 2023, 2:29 p.m.
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View source: R/rstable.posit.R
| rstable.posit | R Documentation |
Positive alpha-stable distribution.
Description
Random variable generator
Usage
rstable.posit(alpha = 0.5)
Arguments
alpha |
The parameter of the alpha-stable random variable |
Details
An alpha-stable random variable S with index \alpha is
defined by its Laplace transform
E(exp(tS))) = exp(-t^\alpha). The algorithm used here is directly derived from Stephenson (2003).
Value
A realization of the alpha-stable random variable.
References
STEPHENSON, A. (2003). Simulating multivariate extreme value distributions of logistic type. Extremes 6, 49-59.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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