Computes the mode of the stable distribution, i.e., the maximum of its
density function in the "0" parametrization, i.e., the maximum x_0 of
dstable(x, alpha, beta, gamma = 1, delta = 0, pm = 0).
Finds the maximum of dstable numerically, using
optimize.
Usage
stableMode(alpha, beta,
beta.max = 1 - 1e-11,
tol = .Machine$double.eps^0.25)
Arguments
alpha, beta
numeric parameters:
value of the index parameter alpha in the range (0,2],
and the skewness parameter beta, in the range [-1, 1].
beta.max
for numerical purposes, values of beta too close to 1,
are set to beta.max. Do not modify unless you know what
you're doing.
tol
numerical tolerance for optimize().
Value
returns a numeric value, the location of the stable mode.
Author(s)
Diethelm Wuertz for the Rmetrics R-port;
minor cleanup by Martin Maechler.
See Also
For definition and the “dpqr”-functions,
StableDistribution,
also for the references.