[R] problem in generating positive stable random numbers

X. Cong xcong at stat.rice.edu
Tue Aug 30 21:26:58 CEST 2005


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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