StableDistribution Stable Distribution Function Description

A collection and description of functions to compute density, distribution and quantile function and to generate random variates of the stable distribution. The four functions are: [dpqr]stable the (skewed) stable distribution. Usage dstable(x, alpha, beta, gamma = 1, delta = 0, pm = 0, log = FALSE, tol = 64*.Machine$double.eps, zeta.tol = NULL, subdivisions = 1000) pstable(q, alpha, beta, gamma = 1, delta = 0, pm = 0, lower.tail = TRUE, log.p = FALSE, tol = 64*.Machine$double.eps, subdivisions = 1000) qstable(p, alpha, beta, gamma = 1, delta = 0, pm = 0, lower.tail = TRUE, log.p = FALSE, tol =.Machine$double.eps^0.25, maxiter = 1000, integ.tol = 1e-7, subdivisions = 200) rstable(n, alpha, beta, gamma = 1, delta = 0, pm = 0) Arguments alpha, beta, gamma, delta value of the index parameter alpha with alpha = (0,2]; skewness parame-ter beta, in the range [-1, 1]; scale parameter gamma; and location (or ‘shift’) parameter delta. n sample size (integer). p numeric vector of probabilities. pm parameterization, an integer in 0, 1, 2; by default pm=0, the ‘S0 ’ parameteri-zation. x, q numeric vector of quantiles. log, log.p logical; if TRUE, probabilities p are given as log(p). lower.tail logical; if TRUE (default), probabilities are P [X ≤ x] otherwise, P [X> x]. integ.tol positive number, the tolerance used for numerical integration, see integrate. tol numerical tolerance, dstable(), pstable(): used for numerical integration, see integ.tol above. Note that earlier versions had tighter tolerances – which seem too tight as default values