Dear all,
apologies for interrupting your important work.
The new R package MittagLeffleR is now available on CRAN. It computes the
two types of Mittag-Leffler distributions, i.e. provides probability
density, distribution function, quantile function and random variate
generation for the Mittag-Leffler distributions, and the Mittag-Leffler
function itself. It is based on the Laplace-inversion algorithm by
Garrappa, R. (2015).
The first type of Mittag-Leffler distribution is geometric stable, (very)
heavy-tailed and typically models event durations (e.g. for earthquakes and
solar flares).
The second type is "inverse" to the sum-stable distribution, and
typically
models the number of events when the waiting times between events are
heavy-tailed (a heavy-tailed renewal process).
For two examples, see https://strakaps.github.io/2017/06/26/mittagleffler/
Please report issues and bugs at
https://github.com/strakaps/MittagLeffleR/issues
Vignettes:
- plots of CDF and PDF:
https://cran.r-project.org/web/packages/MittagLeffleR/vignettes/MLdist.html
- random variable generation:
https://cran.r-project.org/web/packages/MittagLeffleR/vignettes/parametrisation.html
- calculation of quantiles:
https://cran.r-project.org/web/packages/MittagLeffleR/vignettes/probsNquantiles.html
Thanks!
--
* Dr Peter Straka*
*Research Fellow (DECRA), School of Physical Engineering and Mathematical
Sciences*
UNSW Canberra
Campbell ACT 2600 Australia
H: strakaps.github.io
E: p.straka at unsw.edu.au
ORCID: orcid.org/0000-0003-1735-4676
Skype + Google Hangouts: straka.ps
CRICOS Provider Code 00098G
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