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 [[alternative HTML version deleted]]