stabledist (version 0.6-4)

StableMode: Mode of the Stable Distribution Function

Description

Computes the mode of the stable distribution function.

Finds the maximum of dstable numerically, using uniroot.

Usage

stableMode(alpha, beta,
           beta.max = 1 - 1e-11,
           tol = .Machine$double.eps^0.25)

Arguments

alpha, beta

numeric parameters: value of the index parameter alpha in the range $(0,2]$, and the skewness parameter beta, in the range $[-1, 1]$.

beta.max

for numerical purposes, values of beta too close to 1, are set to beta.max. Do not modify unless you know what you're doing.

tol

numerical tolerance for optimize().

Value

• returns a numeric value, the location of the stable mode.

See Also

For definition and the dpqr-functions, StableDistribution, also for the references.

Examples

## stableMode -
   stableMode(alpha=1, beta=0)
   stableMode(alpha=1.2, beta=0.1)