stable_pdf

values at which to evaluate the density

alpha value. Either a scalar or vector of length equal to <code>x</code> if different values for each observations are assumed

beta value. Either a scalar or vector of length equal to <code>x</code> if different values for each observations are assumed

Compute stable pdf values. Admissible range for beta is -1 to 1. If <code>b</code> is not 0, admissible values of alpha are <code>0.5 &lt; a &lt; 0.9</code> and <code>1.1 &lt; a &lt;= 2</code>.

Efficient regression for heavy-tailed and skewed data following a stable distribution. Generalized regression where the skewness and tail parameter of residuals are dependent on regressors is also available. Includes fast calculation of stable densities. Calculation of densities is based on efficient numerical methods from Ament and O'Neil (2017) <doi:10.1007/s11222-017-9725-y>. Parts of the code have been ported to C from Ament's 'Matlab' code available at <https://gitlab.com/s_ament/qastable>.

Oleg Kopylov 

stable_pdf: Compute values of a (normalized) stable density

Description

Usage

Arguments