rdstable {dstabledist}

The discrete stable distribution: random generation

Description

Generates random variates from a discrete stable distribution DS(alpha,lambda).

Usage

rdstable(n, alpha, lambda = 1)

Arguments

n

number of random values to return.

alpha

tail index parameter alpha in the interval= (0, 1]

lambda

positive location parameter lambda>0

Value

returns random variates from DS(alpha,lambda). A warning is displayed for invalid parameter values.

References

Devroye L (1993). “A triptych of discrete distributions related to the stable law.” Statistics & Probability Letters, 18(5), 349-351. ISSN 0167-7152, doi:10.1016/0167-7152(93)90027-G.

Examples

rdstable(10,alpha=1,lambda=1) #this is Poisson
rdstable(10,alpha=0.5,lambda=1) # heavier tail more prone to extremes
rdstable(10,alpha=0.1,lambda=1) # heavier tail more prone to extremes