[R] problem in generating positive stable random numbers

From: X. Cong <xcong_at_stat.rice.edu>
Date: Sat 01 Oct 2005 - 05:26:30 EST


Dear all,

I am trying to use the
rstable(n, alpha, beta, gamma = 1, delta = 0, pm = c(0, 1, 2)))

 function to generate positive stable random numbers. For positive stable distribution, beta==1 and alpha is in (0,1), which defines random variables with support (0, infinity). So, I used rstable(100, 0.5, 1) for an example. I found that this gives me some negative numbers. For example,

> rstable(10, 0.5, 1)
 [1] 6.3016252 399.3659030 11.2735789 1.9550625 -0.6762333 1.6810761  [7] 0.9091360 1.9100991 -0.7593737 24.2788471

Does anybody know why this should happen?

Thanks a lot,
Julie



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