Levy {rmutil}R Documentation

Levy Distribution

Description

These functions provide information about the Levy distribution with location parameter equal to m and dispersion equal to s: density, cumulative distribution, quantiles, and random generation.

The Levy distribution has density

f(y) = sqrt(s/(2 pi (y-m)^3)) exp(-s/(2 (y-m)))

where m is the location parameter of the distribution and s is the dispersion, and y>m.

Usage

dlevy(y, m=0, s=1, log=FALSE)
plevy(q, m=0, s=1)
qlevy(p, m=0, s=1)
rlevy(n, m=0, s=1)

Arguments

y vector of responses.
q vector of quantiles.
p vector of probabilities
n number of values to generate
m vector of location parameters.
s vector of dispersion parameters.
log if TRUE, log probabilities are supplied.

Author(s)

J.K. Lindsey

See Also

dnorm for the normal distribution and dcauchy for the Cauchy distribution, two other stable distributions.

Examples

dlevy(5, 2, 1)
plevy(5, 2, 1)
qlevy(0.6, 2, 1)
rlevy(10, 2, 1)

[Package rmutil version 1.0 Index]