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2017 Jun 26
0
New R package MittagLeffleR
...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 th...