rstable.posit {BMAmevt} | 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.
[Package BMAmevt version 1.0.5 Index]