ecd (version 0.9.1)

dstablecnt: Stable Count distribution

Description

Implements some aspects of stable count distribution (based on stabledist package) for stable random walk sinu0lation. Quartic stable distribution is implemented through gamma distribution.

Usage

dstablecnt(x, alpha = NULL, nu0 = 0, theta = 1, lambda = NULL)
pstablecnt(x, alpha = NULL, nu0 = 0, theta = 1, lambda = NULL)
rstablecnt(n, alpha = NULL, nu0 = 0, theta = 1, lambda = NULL)
qstablecnt(q, alpha = NULL, nu0 = 0, theta = 1, lambda = NULL)
cfstablecnt(s, alpha = NULL, nu0 = 0, theta = 1, lambda = NULL)
kstablecnt(alpha = NULL, nu0 = 0, theta = 1, lambda = NULL)

Arguments

x

numeric, vector of responses.

alpha

numeric, the shape parameter, default is NULL. User must provide either alpha or lambda.

nu0

numeric, the location parameter, default is 0.

theta

numeric, the scale parameter, default is 1.

lambda

numeric, alternative shape parameter, default is NULL.

n

numeric, number of observations.

q

numeric, vector of quantiles.

s

numeric, vector of responses for characteristic function.

Value

numeric, standard convention is followed: d* returns the density, p* returns the distribution function, q* returns the quantile function, and r* generates random deviates. The following are our extensions: k* returns the first 4 cumulants, skewness, and kurtosis, cf* returns the characteristic function.