StableDistributionS1 Type

Represents a stable distribution in Nolan's S1 parametrization.

The characteristic function in Nolan's S1 parametrization is:

            log(phi(t))= -scale^alpha |t|^alpha (1-i beta Sign(t) Tan(pi alpha/2)) + i location t    (for alpha not equal to 1)
and
            log(phi(t)) = -scale |t| (1+i beta Sign(t) (2/pi) Log(|t|)) + i location t  (for alpha equal to 1)

Reference: J.P.Nolan, Numerical calculation of stable densities and distribution functions. Communication is statistics - Stochastic models, 13, 759-774, 1999

Reference: S.Borak, W.Härdle, R.Weron, Stable distributions. SFB 649 Discussion paper 2005-2008, http://sfb649.wiwi.hu-berlin.de, ISSN 1860-5664

If you are interested in accurate calculations when beta is close to 1 or -1, you should use those functions which allow you to provide the parameter abe. This helps specifying beta with higher accuracy close to +1 or -1. For instance, by using abe=1E-30 and beta=1, it is possible to specify beta=1-1E-30, which is impossible otherwise since with the 64-bit representation of numbers.

Constructors

Constructor Description

StableDistributionS1()

Full Usage: StableDistributionS1()

Creates a new instance of the stable distribution in Nolan's parametrization with default parameters (alpha=1, beta=0) and the default generator.

StableDistributionS1(generator)

Full Usage: StableDistributionS1(generator)

Parameters:
    generator : Generator - Random number generator to be used with this distribution.

Creates a new instance of he stable distribution in Nolan's parametrization with default parameters (alpha=1, beta=0).

generator : Generator

Random number generator to be used with this distribution.

StableDistributionS1(alpha, beta)

Full Usage: StableDistributionS1(alpha, beta)

Parameters:
    alpha : float - Characteristic exponent of the distribution.
    beta : float - Skewness parameter of the distribution, in the range [-1,1].

Creates a new instance of he stable distribution in Nolan's parametrization with given parameters (alpha, beta) and the default random number generator.

alpha : float

Characteristic exponent of the distribution.

beta : float

Skewness parameter of the distribution, in the range [-1,1].

StableDistributionS1(alpha, beta, abe)

Full Usage: StableDistributionS1(alpha, beta, abe)

Parameters:
    alpha : float - Characteristic exponent of the distribution, in the range (0,2].
    beta : float - Skewness parameter of the distribution, in the range [-1,1].
    abe : float - Parameter to specify beta with higher accuracy around -1 and 1. Is defined as 1-beta for beta>=0 or as 1+beta for beta<0.

Creates a new instance of he stable distribution in Nolan's parametrization with given parameters (alpha, beta, abe) and the default random number generator.

alpha : float

Characteristic exponent of the distribution, in the range (0,2].

beta : float

Skewness parameter of the distribution, in the range [-1,1].

abe : float

Parameter to specify beta with higher accuracy around -1 and 1. Is defined as 1-beta for beta>=0 or as 1+beta for beta<0.

StableDistributionS1(alpha, beta, scale, location)

Full Usage: StableDistributionS1(alpha, beta, scale, location)

Parameters:
    alpha : float - Distribution parameter alpha (broadness exponent).
    beta : float - Distribution parameter beta (skew).
    scale : float - Scaling parameter (broadness of the distribution).
    location : float - Location parameter of the distribution.

Creates a new instance of he stable distribution in Nolan's parametrization with given parameters (alpha, beta, scale, location) and the default random number generator.

alpha : float

Distribution parameter alpha (broadness exponent).

beta : float

Distribution parameter beta (skew).

scale : float

Scaling parameter (broadness of the distribution).

location : float

Location parameter of the distribution.

StableDistributionS1(alpha, beta, scale, location, generator)

Full Usage: StableDistributionS1(alpha, beta, scale, location, generator)

Parameters:
    alpha : float - Characteristic exponent of the distribution.
    beta : float - Skewness parameter of the distribution, in the range [-1,1].
    scale : float - Scaling parameter (broadness) of the distribution, >0.
    location : float - Location parameter of the distribution.
    generator : Generator - Random number generator to be used with this distribution.

Creates a new instance of he stable distribution in Nolan's parametrization with given parameters (alpha, beta, scale, location) and the provided random number generator.

alpha : float

Characteristic exponent of the distribution.

beta : float

Skewness parameter of the distribution, in the range [-1,1].

scale : float

Scaling parameter (broadness) of the distribution, >0.

location : float

Location parameter of the distribution.

generator : Generator

Random number generator to be used with this distribution.

StableDistributionS1(alpha, beta, abe, scale, location)

Full Usage: StableDistributionS1(alpha, beta, abe, scale, location)

Parameters:
    alpha : float - Characteristic exponent of the distribution.
    beta : float - Skewness parameter of the distribution, in the range [-1,1].
    abe : float - Parameter to specify beta with higher accuracy around -1 and 1. Is defined as 1-beta for beta>=0 or as 1+beta for beta<0.
    scale : float - Scaling parameter (broadness) of the distribution, >0.
    location : float - Location parameter of the distribution.

Creates a new instance of the stable distribution in Nolan's parametrization with given parameters (alpha, beta, abe, scale, location) and the default random number generator.

alpha : float

Characteristic exponent of the distribution.

beta : float

Skewness parameter of the distribution, in the range [-1,1].

abe : float

Parameter to specify beta with higher accuracy around -1 and 1. Is defined as 1-beta for beta>=0 or as 1+beta for beta<0.

scale : float

Scaling parameter (broadness) of the distribution, >0.

location : float

Location parameter of the distribution.

StableDistributionS1(alpha, beta, abe, scale, location, generator)

Full Usage: StableDistributionS1(alpha, beta, abe, scale, location, generator)

Parameters:
    alpha : float - Distribution parameter alpha (broadness exponent).
    beta : float - Distribution parameter beta (skew).
    abe : float - Parameter to specify beta with higher accuracy around -1 and 1. Is defined as 1-beta for beta>=0 or as 1+beta for beta<0.
    scale : float - Scaling parameter (broadness) of the distribution, >0.
    location : float - Location parameter of the distribution.
    generator : Generator - Random number generator to be used with this distribution.

Creates a new instance of he stable distribution in Nolan's parametrization with given parameters (alpha, beta, abe, scale, location) and the provided random number generator.

alpha : float

Distribution parameter alpha (broadness exponent).

beta : float

Distribution parameter beta (skew).

abe : float

Parameter to specify beta with higher accuracy around -1 and 1. Is defined as 1-beta for beta>=0 or as 1+beta for beta<0.

scale : float

Scaling parameter (broadness) of the distribution, >0.

location : float

Location parameter of the distribution.

generator : Generator

Random number generator to be used with this distribution.

Instance members

Instance member Description

this.CDF

Full Usage: this.CDF

Parameters:
    x : float - Argument.

Returns: float The probability that the random variable of this probability distribution will be found at a value less than or equal to x.
Modifiers: abstract

Calculates the cumulative distribution function.

x : float

Argument.

Returns: float

The probability that the random variable of this probability distribution will be found at a value less than or equal to x.

this.Initialize

Full Usage: this.Initialize

Parameters:
    alpha : float - Distribution parameter alpha (broadness exponent).
    beta : float - Distribution parameter beta (skew).
    abe : float - Parameter to specify beta with higher accuracy around -1 and 1. Is defined as 1-beta for beta>=0 or as 1+beta for beta<0.
    scale : float - Scaling parameter (broadness) of the distribution, >0.
    location : float - Location parameter of the distribution.

Initializes this instance of the distribution with the distribution parameters.

alpha : float

Distribution parameter alpha (broadness exponent).

beta : float

Distribution parameter beta (skew).

abe : float

Parameter to specify beta with higher accuracy around -1 and 1. Is defined as 1-beta for beta>=0 or as 1+beta for beta<0.

scale : float

Scaling parameter (broadness) of the distribution, >0.

location : float

Location parameter of the distribution.

this.Maximum

Full Usage: this.Maximum

Returns: float
Modifiers: abstract

Gets the maximum possible value of distributed random numbers.

Returns: float

this.Mean

Full Usage: this.Mean

Returns: float
Modifiers: abstract

Gets the mean of distributed random numbers. For alpha<=1, it is not defined. For alpha>1, it is the StableDistributionS1._location parameter.

Returns: float

this.Median

Full Usage: this.Median

Returns: float
Modifiers: abstract

Gets the median of distributed random numbers. If beta=0, it is StableDistributionS1._location. For beta!=0, it is also defined, but not analytically expressable, and is not calcuated here (TODO, please help!).

Returns: float

this.Minimum

Full Usage: this.Minimum

Returns: float
Modifiers: abstract

Gets the minimum possible value of distributed random numbers.

Returns: float

this.Mode

Full Usage: this.Mode

Returns: float[]
Modifiers: abstract

Gets the mode of distributed random numbers.

Returns: float[]

this.NextDouble

Full Usage: this.NextDouble

Returns: float A distributed double-precision floating point number.
Modifiers: abstract

Returns a distributed floating point random number.

Returns: float

A distributed double-precision floating point number.

this.PDF

Full Usage: this.PDF

Parameters:
    x : float - Argument.

Returns: float The relative likelihood for the random variable to occur at the point x.
Modifiers: abstract

Calculates the probability density function.

x : float

Argument.

Returns: float

The relative likelihood for the random variable to occur at the point x.

this.Quantile

Full Usage: this.Quantile

Parameters:
    p : float - The probability p.

Returns: float The point x at which the cumulative distribution function M:CDF() of argument x is equal to p.
Modifiers: abstract

Calculates the quantile of the distribution function.

p : float

The probability p.

Returns: float

The point x at which the cumulative distribution function M:CDF() of argument x is equal to p.

this.Variance

Full Usage: this.Variance

Returns: float
Modifiers: abstract

Gets the variance of distributed random numbers. Is finite only for alpha=2.

Returns: float

Static members

Static member Description

StableDistributionS1.CDF(x, alpha, beta)

Full Usage: StableDistributionS1.CDF(x, alpha, beta)

Parameters:
    x : float - Argument.
    alpha : float - Characteristic exponent of the distribution, in the range (0,2].
    beta : float - Skewness parameter of the distribution, in the range [-1,1].

Returns: float Cumulative distribution value at x.

Calculates the cumulative distribution function of the stable distribution in S1 parametrization.

x : float

Argument.

alpha : float

Characteristic exponent of the distribution, in the range (0,2].

beta : float

Skewness parameter of the distribution, in the range [-1,1].

Returns: float

Cumulative distribution value at x.

StableDistributionS1.CDF(x, alpha, beta, scale, location)

Full Usage: StableDistributionS1.CDF(x, alpha, beta, scale, location)

Parameters:
    x : float - Argument.
    alpha : float - Characteristic exponent of the distribution, in the range (0,2].
    beta : float - Skewness parameter of the distribution, in the range [-1,1].
    scale : float - Scaling parameter (broadness) of the distribution, >0.
    location : float - Location parameter of the distribution.

Returns: float Cumulative distribution value at x.

Calculates the cumulative distribution function of the stable distribution in S1 parametrization.

x : float

Argument.

alpha : float

Characteristic exponent of the distribution, in the range (0,2].

beta : float

Skewness parameter of the distribution, in the range [-1,1].

scale : float

Scaling parameter (broadness) of the distribution, >0.

location : float

Location parameter of the distribution.

Returns: float

Cumulative distribution value at x.

StableDistributionS1.CDF(x, alpha, beta, tempStorage, precision)

Full Usage: StableDistributionS1.CDF(x, alpha, beta, tempStorage, precision)

Parameters:
    x : float - Argument.
    alpha : float - Characteristic exponent of the distribution, in the range (0,2].
    beta : float - Skewness parameter of the distribution, in the range [-1,1].
    tempStorage : byref<obj> - Temporary storage. For the first call, provide null as parameter. For subsequent calls, you can provide the object returned in the first call to speed up calculation.
    precision : float - The required relative precision of calculation.

Returns: float Cumulative distribution value at x.

Calculates the cumulative distribution function of the stable distribution in S1 parametrization.

x : float

Argument.

alpha : float

Characteristic exponent of the distribution, in the range (0,2].

beta : float

Skewness parameter of the distribution, in the range [-1,1].

tempStorage : byref<obj>

Temporary storage. For the first call, provide null as parameter. For subsequent calls, you can provide the object returned in the first call to speed up calculation.

precision : float

The required relative precision of calculation.

Returns: float

Cumulative distribution value at x.

StableDistributionS1.CDF(x, alpha, beta, scale, location, tempStorage, precision)

Full Usage: StableDistributionS1.CDF(x, alpha, beta, scale, location, tempStorage, precision)

Parameters:
    x : float - Argument.
    alpha : float - Characteristic exponent of the distribution, in the range (0,2].
    beta : float - Skewness parameter of the distribution, in the range [-1,1].
    scale : float - Scaling parameter (broadness) of the distribution, >0.
    location : float - Location parameter of the distribution.
    tempStorage : byref<obj> - Temporary storage. For the first call, provide null as parameter. For subsequent calls, you can provide the object returned in the first call to speed up calculation.
    precision : float - The required relative precision of calculation.

Returns: float Cumulative distribution value at x.

Calculates the cumulative distribution function of the stable distribution in S1 parametrization.

x : float

Argument.

alpha : float

Characteristic exponent of the distribution, in the range (0,2].

beta : float

Skewness parameter of the distribution, in the range [-1,1].

scale : float

Scaling parameter (broadness) of the distribution, >0.

location : float

Location parameter of the distribution.

tempStorage : byref<obj>

Temporary storage. For the first call, provide null as parameter. For subsequent calls, you can provide the object returned in the first call to speed up calculation.

precision : float

The required relative precision of calculation.

Returns: float

Cumulative distribution value at x.

StableDistributionS1.CDF(x, alpha, beta, abe)

Full Usage: StableDistributionS1.CDF(x, alpha, beta, abe)

Parameters:
    x : float - Argument.
    alpha : float - Characteristic exponent of the distribution, in the range (0,2].
    beta : float - Skewness parameter of the distribution, in the range [-1,1].
    abe : float - Parameter to specify beta with higher accuracy around -1 and 1. Is defined as 1-beta for beta>=0 or as 1+beta for beta<0.

Returns: float Cumulative distribution value at x.

Calculates the cumulative distribution function of the stable distribution in S1 parametrization.

x : float

Argument.

alpha : float

Characteristic exponent of the distribution, in the range (0,2].

beta : float

Skewness parameter of the distribution, in the range [-1,1].

abe : float

Parameter to specify beta with higher accuracy around -1 and 1. Is defined as 1-beta for beta>=0 or as 1+beta for beta<0.

Returns: float

Cumulative distribution value at x.

StableDistributionS1.CDF(x, alpha, beta, abe, scale, location)

Full Usage: StableDistributionS1.CDF(x, alpha, beta, abe, scale, location)

Parameters:
    x : float - Argument.
    alpha : float - Characteristic exponent of the distribution, in the range (0,2].
    beta : float - Skewness parameter of the distribution, in the range [-1,1].
    abe : float - Parameter to specify beta with higher accuracy around -1 and 1. Is defined as 1-beta for beta>=0 or as 1+beta for beta<0.
    scale : float - Scaling parameter (broadness) of the distribution, >0.
    location : float - Location parameter of the distribution.

Returns: float Cumulative distribution value at x.

Calculates the cumulative distribution function of the stable distribution in S1 parametrization.

x : float

Argument.

alpha : float

Characteristic exponent of the distribution, in the range (0,2].

beta : float

Skewness parameter of the distribution, in the range [-1,1].

abe : float

Parameter to specify beta with higher accuracy around -1 and 1. Is defined as 1-beta for beta>=0 or as 1+beta for beta<0.

scale : float

Scaling parameter (broadness) of the distribution, >0.

location : float

Location parameter of the distribution.

Returns: float

Cumulative distribution value at x.

StableDistributionS1.CDF(x, alpha, beta, abe, scale, location, tempStorage, precision)

Full Usage: StableDistributionS1.CDF(x, alpha, beta, abe, scale, location, tempStorage, precision)

Parameters:
    x : float - Argument.
    alpha : float - Characteristic exponent of the distribution, in the range (0,2].
    beta : float - Skewness parameter of the distribution, in the range [-1,1].
    abe : float - Parameter to specify beta with higher accuracy around -1 and 1. Is defined as 1-beta for beta>=0 or as 1+beta for beta<0.
    scale : float - Scaling parameter (broadness) of the distribution, >0.
    location : float - Location parameter of the distribution.
    tempStorage : byref<obj> - Temporary storage. For the first call, provide null as parameter. For subsequent calls, you can provide the object returned in the first call to speed up calculation.
    precision : float - The required relative precision of calculation.

Returns: float Cumulative distribution value at x.

Calculates the cumulative distribution function of the stable distribution in S1 parametrization.

x : float

Argument.

alpha : float

Characteristic exponent of the distribution, in the range (0,2].

beta : float

Skewness parameter of the distribution, in the range [-1,1].

abe : float

Parameter to specify beta with higher accuracy around -1 and 1. Is defined as 1-beta for beta>=0 or as 1+beta for beta<0.

scale : float

Scaling parameter (broadness) of the distribution, >0.

location : float

Location parameter of the distribution.

tempStorage : byref<obj>

Temporary storage. For the first call, provide null as parameter. For subsequent calls, you can provide the object returned in the first call to speed up calculation.

precision : float

The required relative precision of calculation.

Returns: float

Cumulative distribution value at x.

StableDistributionS1.GetAgt1GnParameter(x, alpha, beta, abe, factorp, factorw, dev, logPrefactor)

Full Usage: StableDistributionS1.GetAgt1GnParameter(x, alpha, beta, abe, factorp, factorw, dev, logPrefactor)

Parameters:
    x : float
    alpha : float
    beta : float
    abe : float
    factorp : byref<float>
    factorw : byref<float>
    dev : byref<float>
    logPrefactor : byref<float>

x : float
alpha : float
beta : float
abe : float
factorp : byref<float>
factorw : byref<float>
dev : byref<float>
logPrefactor : byref<float>

StableDistributionS1.GetAlt1GnParameter(x, alpha, beta, abe, factorp, facdiv, dev, logPdfPrefactor)

Full Usage: StableDistributionS1.GetAlt1GnParameter(x, alpha, beta, abe, factorp, facdiv, dev, logPdfPrefactor)

Parameters:
    x : float
    alpha : float
    beta : float
    abe : float
    factorp : byref<float>
    facdiv : byref<float>
    dev : byref<float>
    logPdfPrefactor : byref<float>

x : float
alpha : float
beta : float
abe : float
factorp : byref<float>
facdiv : byref<float>
dev : byref<float>
logPdfPrefactor : byref<float>

StableDistributionS1.GetAlt1GpParameter(x, alpha, beta, abe, factorp, facdiv, dev, logPdfPrefactor)

Full Usage: StableDistributionS1.GetAlt1GpParameter(x, alpha, beta, abe, factorp, facdiv, dev, logPdfPrefactor)

Parameters:
    x : float
    alpha : float
    beta : float
    abe : float
    factorp : byref<float>
    facdiv : byref<float>
    dev : byref<float>
    logPdfPrefactor : byref<float>

x : float
alpha : float
beta : float
abe : float
factorp : byref<float>
facdiv : byref<float>
dev : byref<float>
logPdfPrefactor : byref<float>

StableDistributionS1.IsValidAlpha(alpha)

Full Usage: StableDistributionS1.IsValidAlpha(alpha)

Parameters:
    alpha : float

Returns: bool

alpha : float
Returns: bool

StableDistributionS1.IsValidBeta(beta)

Full Usage: StableDistributionS1.IsValidBeta(beta)

Parameters:
    beta : float

Returns: bool

beta : float
Returns: bool

StableDistributionS1.IsValidLocation(location)

Full Usage: StableDistributionS1.IsValidLocation(location)

Parameters:
    location : float

Returns: bool

location : float
Returns: bool

StableDistributionS1.IsValidScale(scale)

Full Usage: StableDistributionS1.IsValidScale(scale)

Parameters:
    scale : float

Returns: bool

scale : float
Returns: bool

StableDistributionS1.PDF(x, alpha, beta)

Full Usage: StableDistributionS1.PDF(x, alpha, beta)

Parameters:
    x : float - Argument.
    alpha : float - Characteristic exponent of the distribution, in the range (0,2].
    beta : float - Skewness parameter of the distribution, in the range [-1,1].

Returns: float Probability density at x.

Calculates the probability density function of the stable distribution in S1 parametrization.

x : float

Argument.

alpha : float

Characteristic exponent of the distribution, in the range (0,2].

beta : float

Skewness parameter of the distribution, in the range [-1,1].

Returns: float

Probability density at x.

StableDistributionS1.PDF(x, alpha, beta, scale, location)

Full Usage: StableDistributionS1.PDF(x, alpha, beta, scale, location)

Parameters:
    x : float - Argument.
    alpha : float - Characteristic exponent of the distribution, in the range (0,2].
    beta : float - Skewness parameter of the distribution, in the range [-1,1].
    scale : float - Scaling parameter (broadness) of the distribution, >0.
    location : float - Location parameter of the distribution.

Returns: float Probability density at x.

Calculates the probability density function of the stable distribution in S1 parametrization.

x : float

Argument.

alpha : float

Characteristic exponent of the distribution, in the range (0,2].

beta : float

Skewness parameter of the distribution, in the range [-1,1].

scale : float

Scaling parameter (broadness) of the distribution, >0.

location : float

Location parameter of the distribution.

Returns: float

Probability density at x.

StableDistributionS1.PDF(x, alpha, beta, scale, location, tempStorage, precision)

Full Usage: StableDistributionS1.PDF(x, alpha, beta, scale, location, tempStorage, precision)

Parameters:
    x : float - Argument.
    alpha : float - Characteristic exponent of the distribution, in the range (0,2].
    beta : float - Skewness parameter of the distribution, in the range [-1,1].
    scale : float - Scaling parameter (broadness) of the distribution, >0.
    location : float - Location parameter of the distribution.
    tempStorage : byref<obj> - Temporary storage. For the first call, provide null as parameter. For subsequent calls, you can provide the object returned in the first call to speed up calculation.
    precision : float - The required relative precision of calculation.

Returns: float Probability density at x.

Calculates the probability density function of the stable distribution in S1 parametrization.

x : float

Argument.

alpha : float

Characteristic exponent of the distribution, in the range (0,2].

beta : float

Skewness parameter of the distribution, in the range [-1,1].

scale : float

Scaling parameter (broadness) of the distribution, >0.

location : float

Location parameter of the distribution.

tempStorage : byref<obj>

Temporary storage. For the first call, provide null as parameter. For subsequent calls, you can provide the object returned in the first call to speed up calculation.

precision : float

The required relative precision of calculation.

Returns: float

Probability density at x.

StableDistributionS1.PDF(x, alpha, beta, abe, scale, location, tempStorage, precision)

Full Usage: StableDistributionS1.PDF(x, alpha, beta, abe, scale, location, tempStorage, precision)

Parameters:
    x : float - Argument.
    alpha : float - Characteristic exponent of the distribution, in the range (0,2].
    beta : float - Skewness parameter of the distribution, in the range [-1,1].
    abe : float - Parameter to specify beta with higher accuracy around -1 and 1. Is defined as 1-beta for beta>=0 or as 1+beta for beta<0.
    scale : float - Scaling parameter (broadness) of the distribution, >0.
    location : float - Location parameter of the distribution.
    tempStorage : byref<obj> - Temporary storage. For the first call, provide null as parameter. For subsequent calls, you can provide the object returned in the first call to speed up calculation.
    precision : float - The required relative precision of calculation.

Returns: float Probability density at x.

Calculates the probability density function of the stable distribution in S1 parametrization.

x : float

Argument.

alpha : float

Characteristic exponent of the distribution, in the range (0,2].

beta : float

Skewness parameter of the distribution, in the range [-1,1].

abe : float

Parameter to specify beta with higher accuracy around -1 and 1. Is defined as 1-beta for beta>=0 or as 1+beta for beta<0.

scale : float

Scaling parameter (broadness) of the distribution, >0.

location : float

Location parameter of the distribution.

tempStorage : byref<obj>

Temporary storage. For the first call, provide null as parameter. For subsequent calls, you can provide the object returned in the first call to speed up calculation.

precision : float

The required relative precision of calculation.

Returns: float

Probability density at x.

StableDistributionS1.Quantile(p, alpha, beta)

Full Usage: StableDistributionS1.Quantile(p, alpha, beta)

Parameters:
    p : float - Probability p.
    alpha : float - Characteristic exponent of the distribution, in the range (0,2].
    beta : float - Skewness parameter of the distribution, in the range [-1,1].

Returns: float The value x, so that with a probability of p the random variable is

Calculates the quantile of the stable distribution in S1 parametrization.

p : float

Probability p.

alpha : float

Characteristic exponent of the distribution, in the range (0,2].

beta : float

Skewness parameter of the distribution, in the range [-1,1].

Returns: float

The value x, so that with a probability of p the random variable is

StableDistributionS1.Quantile(p, alpha, beta, abe)

Full Usage: StableDistributionS1.Quantile(p, alpha, beta, abe)

Parameters:
    p : float - Probability p.
    alpha : float - Characteristic exponent of the distribution, in the range (0,2].
    beta : float - Skewness parameter of the distribution, in the range [-1,1].
    abe : float - Parameter to specify beta with higher accuracy around -1 and 1. Is defined as 1-beta for beta>=0 or as 1+beta for beta<0.

Returns: float The value x, so that with a probability of p the random variable is

Calculates the quantile of the stable distribution in S1 parametrization.

p : float

Probability p.

alpha : float

Characteristic exponent of the distribution, in the range (0,2].

beta : float

Skewness parameter of the distribution, in the range [-1,1].

abe : float

Parameter to specify beta with higher accuracy around -1 and 1. Is defined as 1-beta for beta>=0 or as 1+beta for beta<0.

Returns: float

The value x, so that with a probability of p the random variable is

StableDistributionS1.Quantile(p, alpha, beta, abe, tempStorage, precision)

Full Usage: StableDistributionS1.Quantile(p, alpha, beta, abe, tempStorage, precision)

Parameters:
    p : float - Probability p.
    alpha : float - Characteristic exponent of the distribution, in the range (0,2].
    beta : float - Skewness parameter of the distribution, in the range [-1,1].
    abe : float - Parameter to specify beta with higher accuracy around -1 and 1. Is defined as 1-beta for beta>=0 or as 1+beta for beta<0.
    tempStorage : byref<obj> - Temporary storage. For the first call, provide null as parameter. For subsequent calls, you can provide the object returned in the first call to speed up calculation.
    precision : float - The required relative precision of calculation.

Returns: float The value x, so that with a probability of p the random variable is

Calculates the quantile of the stable distribution in S1 parametrization.

p : float

Probability p.

alpha : float

Characteristic exponent of the distribution, in the range (0,2].

beta : float

Skewness parameter of the distribution, in the range [-1,1].

abe : float

Parameter to specify beta with higher accuracy around -1 and 1. Is defined as 1-beta for beta>=0 or as 1+beta for beta<0.

tempStorage : byref<obj>

Temporary storage. For the first call, provide null as parameter. For subsequent calls, you can provide the object returned in the first call to speed up calculation.

precision : float

The required relative precision of calculation.

Returns: float

The value x, so that with a probability of p the random variable is