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.