rkend {kendallRandomWalks}

Pseudo-random number from Kendall stable distribution

Description

Pseudo-random number from Kendall stable distribution

Usage

rkend(m_alpha)

Arguments

m_alpha

function giving moments of order alpha of step dist.

Value

function return n numbers genereted from Kendall stable dist.

Examples

rKend <- rkend(function(x) 1)
# Step distribution: delta_{1}
rKendall <- rKend(10, 0.5)
# Ten random number from stable Kendall distribution with alpha = 0.5