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StableDistributionBaseParameterConversionS0ToFeller Method

Converts parameters from the S0 parametrization to Feller's parametrization.

Namespace: Altaxo.Calc.Probability
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3572.0 (4.8.3572.0)
Syntax
C#
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public static void ParameterConversionS0ToFeller(
	double alpha,
	double beta,
	double abe,
	double sigma0,
	double mu0,
	out double gamma,
	out double aga,
	out double sigmaf,
	out double muf
)

Parameters

alpha  Double
The characteristic exponent.
beta  Double
The skewness parameter.
abe  Double
The alternative beta helper value.
sigma0  Double
The S0 scale parameter.
mu0  Double
The S0 location parameter.
gamma  Double
On return, the Feller gamma parameter.
aga  Double
On return, the alternative gamma helper value.
sigmaf  Double
On return, the Feller scale parameter.
muf  Double
On return, the Feller location parameter.
See Also