alphastable (version 0.2.1)

upstab: upstab

Description

computes the cumulative distribution function (cdf) of the univariate stable distribution based on formulas given by Nolan (1997) <doi.org/10.1080/15326349708807450> and asymptotic series, see Teimouri and Amindavar (2008).

Usage

upstab(x, alpha, beta, sigma, mu, param)

Arguments

x

point at which the cdf is computed

alpha

tail index parameter

beta

skewness parameter

sigma

scale parameter

mu

location parameter

param

kind of parameterization; must be 0 or 1 for S_0 and S_1 parameterizations, respectively

Value

a numeric value

References

Nolan, J. P. (1997). Numerical calculation of stable densities and distribution functions, Communications in statistics-Stochastic models, 13(4), 759-774.

Teimouri, M. and Amindavar, H. (2008). A novel approach to calculate stable densities, Proceedings of the World Congress on Engineering, 1, 710-714.

Examples

# NOT RUN {
# In the following, we compute the cdf of a univariate stable distribution at point 2
# with parameters alpha=1.2, beta=0.9, sigma=1, and mu=0 in S_{0} parameterization.
# }
# NOT RUN {
<!-- %install.packages("stabledist") -->
# }
# NOT RUN {
<!-- %library("stabledist") -->
# }
# NOT RUN {
upstab(2,1.2,0.9,1,0,1)
# }