dkolm

Density for the Kolmogorov Distribution

Estimates multivariate subgaussian stable densities
and probabilities as well as generates random variates using product
distribution theory. A function for estimating the parameters from
data to fit a distribution to data is also provided, using the
method from Nolan (2013) <doi:10.1007/s00180-013-0396-7>.

Bruce Swihart

mvpd

Multivariate Product Distributions for Elliptically Contoured
Distributions

dkolm function

<dl><dt>x</dt>
<dd>domain value.</dd>
<dt>nterms</dt>
<dd>the number of terms in the limiting form's sum.
That is, changing the infinity on the top of the summation to a big K.</dd>
<dt>rep</dt>
<dd>the representation. See article on webpage. Default is 'K3'.</dd>
<dt>K3cutpt</dt>
<dd>the cutpoint for rep='K3'. Seee article on webpage.</dd></dl>

Arguments

Density for the Kolmogorov Distribution — dkolm

<dl>

<dt>x</dt>
<dd>domain value.</dd>


<dt>nterms</dt>
<dd>the number of terms in the limiting form's sum.
That is, changing the infinity on the top of the summation to a big K.</dd>


<dt>rep</dt>
<dd>the representation. See article on webpage. Default is 'K3'.</dd>


<dt>K3cutpt</dt>
<dd>the cutpoint for rep='K3'. Seee article on webpage.</dd>

</dl>

dkolm: Density for the Kolmogorov Distribution

Description

Usage

Value

Arguments

Examples