For each element of x, compute the cumulative distribution function (CDF) of the stable distribution with tail index (first shape parameter) alpha, skewness (second shape parameter) beta, scale parameter gam, and location parameter delta, in the Nolan S0 parameterization. The size of p is the size of x.

alpha must be in the range $(0,\; 2]$, beta in $[-1,\; 1]$, gam positive, and delta real. The parameters must be scalars.

The cumulative probability has a closed form for alpha equal to 2 (normal) and for 1 with beta equal to 0 (Cauchy); otherwise it is computed by numerical inversion of the characteristic function (the Gil-Pelaez formula).

Input arguments must be double or single; integer, logical, and character arrays are rejected. MATLAB accepts a character array and evaluates it at the character codes, which Octave deliberately does not, since a character array is an integer type and integers are refused too.

See also: stblpdf, stblinv, stblrnd, makedist

Source Code: stblcdf