ddstable {dstabledist} | R Documentation |
Computes the value of the formulae for the probabilities (density) of a discrete stable distribution DS(alpha,lambda)
, by combining the explicit and fast asymptotic formulae.
ddstable(x, alpha, lambda)
x |
a vector of non-negative integer quantiles, |
alpha |
tail index parameter |
lambda |
positive location parameter |
Returns the value of the formulae for the probabilities (density) of DS(alpha,lambda)
.
Christoph G, Schreiber K (1998). “Discrete stable random variables.” Statistics & Probability Letters, 37(3), 243-247. ISSN 0167-7152, doi:10.1016/S0167-7152(97)00123-5.
ddstable(c(0,1,2,100),1,lambda=1)#This is Poisson with lambda=1
dpois(c(0,1,2,100),1)#Checking with dpois
ddstable(c(0,1,2,100),0.5,lambda=1) # tail is heavier
ddstable(c(0,1,2,3,6,100),0.5,lambda=3) # change in location