stable.hpp File Reference

#include <algorithm>
#include <array>
#include <functional>
#include <vector>
#include <randlib/math/constants.hpp>
#include <randlib/math/functions.hpp>
#include <randlib/math/quadrature.hpp>
#include <randlib/core/errors.hpp>
#include <randlib/core/continuous.hpp>
#include <randlib/continuous/levy.hpp>
#include <randlib/continuous/cauchy.hpp>
#include <randlib/continuous/normal.hpp>
#include <randlib/continuous/uniform.hpp>
#include <randlib/continuous/exponential.hpp>

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Classes
class	randlib::StableDistribution< RealType >
	The StableDistribution class Abstract class for Stable distribution. More...
class	randlib::StableRand< RealType >
	The StableRand class Stable distribution. More...
class	randlib::HoltsmarkRand< RealType >
	The HoltsmarkRand class Holtsmark distribution. More...
class	randlib::LandauRand< RealType >
	The LandauRand class Landau distribution. More...

Namespaces
namespace	randlib
namespace	randlib::detail

Functions
double	randlib::detail::stableTanHalfPi (double alpha)
double	randlib::detail::stableAtan (double value)
double	randlib::stableTailQuantile (double p, bool upperTail, double alpha, double beta, double gamma, double mu)
	Quantile of the power-law tails of a stable law with α < 2: P(X > x) ~ C (1 + β) γ^α x^(-α) and P(X < -x) ~ C (1 - β) γ^α x^(-α) as x → ∞, with C = Γ(α) sin(πα/2) / π (1/π for α = 1).