stable_pdf {stabreg}

Compute values of a (normalized) stable density

Description

Compute stable pdf values. Admissible range for beta is -1 to 1. If b is not 0, admissible values of alpha are 0.5 < a < 0.9 and 1.1 < a <= 2.

Usage

stable_pdf(x, a, b)

Arguments

x

values at which to evaluate the density

a

alpha value. Either a scalar or vector of length equal to x if different values for each observations are assumed

b

beta value. Either a scalar or vector of length equal to x if different values for each observations are assumed