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Function Reference: stblrnd

statistics: r = stblrnd (alpha, beta, gam, delta)
statistics: r = stblrnd (alpha, beta, gam, delta, m)
statistics: r = stblrnd (alpha, beta, gam, delta, m, n, …)
statistics: r = stblrnd (alpha, beta, gam, delta, [m, n, …])

Random arrays from the stable distribution.

r = stblrnd (alpha, beta, gam, delta) returns a random value drawn from 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.

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

stblrnd (alpha, beta, gam, delta, m, n, …) or stblrnd (…, [m, n, …]) returns an m-by-n-by-… array, following the size conventions of rand.

The values are generated with the Chambers-Mallows-Stuck method.

See also: stblpdf, stblcdf, stblinv, makedist

Source Code: stblrnd

Draw a large stable sample and overlay the theoretical density

 r = stblrnd (1.5, 0.5, 1, 0, 1, 1e5);
 r = r(abs (r) < 15);
 hist (r, 100, 1);
 hold on;
 x = linspace (-15, 15, 400);
 plot (x, stblpdf (x, 1.5, 0.5, 1, 0), "r-", "linewidth", 2);
 hold off;
plotted figure