a***m
发帖数: 74 | 1 Hello,
I wonder if anyone have experience using Nolan 1997 'Numerical calculation
of stable densities and distribution functions" formula to calculate stable
densities.
I have some problem with the results when beta is non-zero. If beta is zero,
my limiting case agree with normal density and Cauchy densities, although
there are some discontinuity when x to be around +-6 (far extreme cases).
When beta is non-zero, in other words distribution is skewed, somehow my
code could not generate sensible |
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