## ----setup, echo=TRUE--------------------------------------------------------- library(MittagLeffleR) tail <- 0.7 scale <- 2 n <- 1000 cutoff <- 2 * scale ## ---- echo=TRUE, warning=FALSE------------------------------------------------ r <- rml(n = n, tail = tail, scale=scale) edfun <- ecdf(r) x <- seq(0.01,10,0.01) plot(x,edfun(x), xlim=c(0,10), type='l', main = "CDF on linear scale", ylab="p", xlab="x") y <- pml(q = x, tail = tail, scale=scale) lines(x,y,col=2) z <- 1-exp(-(x/scale)^tail) lines(x,z, lty=2) x <- exp(seq(-10,10,0.01)) y <- 1-edfun(x) plot(x,y, type='l', log='xy', main = "Tail Function on log-scale", xlab = "x", ylab = "p") y <- pml(q = x, tail = tail, scale=scale, lower.tail = FALSE) lines(x,y, col=2) # power law for large values z <- x^(-tail) lines(x,z, lty=2) # stretched exponential for small values w <- exp(-(x/scale)^tail) lines(x,w, lty=2) ## ---- echo=TRUE--------------------------------------------------------------- cutoff <- 10 fac <- sum(r <= cutoff) / n r <- r[r <= cutoff] hist(r, freq = FALSE, breaks = 50) x <- seq(0.01,cutoff,0.01) y <- dml(x = x, tail = tail, scale=scale) / fac lines(x,y, col=2) ## ---- echo=TRUE, warning=FALSE------------------------------------------------ library(MittagLeffleR) n <- 10^5 tail <- 0.6 r <- rml(n = n, tail = tail, scale=scale, second.type = TRUE) edfun <- ecdf(r) plot(edfun, xlim=c(0,cutoff)) x <- seq(0.01,cutoff,0.01) y <- pml(q = x, tail = tail, scale=scale, second.type = TRUE) lines(x,y, col=2) x <- exp(seq(-10,4,0.01)) y <- 1-edfun(x) plot(x,y, type='l', log='xy', main = "Tail Function on log-scale", xlab = "x", ylab = "p") y <- pml(q = x, tail = tail, scale=scale, lower.tail = FALSE, second.type = TRUE) lines(x,y, col=2) # exponential distribution w <- exp(-(x/scale)) lines(x,w, lty=2) ## ---- warning=FALSE, echo=TRUE------------------------------------------------ hist(r, freq = FALSE, breaks = 20) x <- seq(0.01,cutoff,0.01) y <- dml(x = x, tail = tail, scale=scale, second.type = TRUE) lines(x,y, col=2)