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bundles / scipy latest / scipy / stats / _levy_stable / _pdf_single_value_cf_integrate

function

scipy.stats._levy_stable:_pdf_single_value_cf_integrate

source: /scipy/stats/_levy_stable/__init__.py :73

Signature

def   _pdf_single_value_cf_integrate ( Phi ,  x ,  alpha ,  beta ,  ** kwds )

Summary

To improve DNI accuracy convert characteristic function in to real valued integral using Euler's formula, then exploit cosine symmetry to change limits to [0, inf). Finally use cosine addition formula to split into two parts that can be handled by weighted quad pack.

Aliases

  • scipy.stats._levy_stable._pdf_single_value_cf_integrate