StableDistributionFellerGetGammaFromAlphaAga Method

public static double GetGammaFromAlphaAga(
	double alpha,
	double aga,
	bool isGammaNegative
)

Parameters

alpha  Double

Distribution parameter alpha (broadness exponent).

aga  Double

Aga is defined as follows: For alpha <=1, it is (alpha-gamma)/alpha (for gamma >=0) or (alpha+gamma)/alpha (for gamma <0). For alpha >1 it is 2-alpha-gamma (for gamma >=0) or 2-alpha+gamma (for gamma <0).

isGammaNegative  Boolean

Because gamma is not defined by aga alone, you have to specify if gamma should be positive or negative.

Return Value

Reference