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ERPeq (version 0.1.0)

pdflevy: Probability density function of the Levy distribution

Description

Probability density function of the Levy distribution

Usage

pdflevy(par, x)

Value

return the value of the pdf of the Levy distribution

Arguments

par

parameter vector of the Levy distribution. First parameter is the location, second is the scale parameter.

x

vector of observations or single value

References

Nolan, J. P. (2003). Modeling financial data with stable distributions. In Handbook of heavy tailed distributions in finance (pp. 105-130). North-Holland.

Examples

Run this code
pdflevy(c(0.5,0.3),2)

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