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fix: ϕ₅
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src/AlphaStableDistributions.jl

Lines changed: 17 additions & 17 deletions
Original file line numberDiff line numberDiff line change
@@ -172,22 +172,22 @@ const ϕ₃ = [
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1.908 1.908 1.908 1.908 1.908
173173
]
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const ϕ₅ = [
175-
0.0 0.0 0.0 0.0 0.0
176-
0.0 -0.017 -0.032 -0.049 -0.064
177-
0.0 -0.030 -0.061 -0.092 -0.123
178-
0.0 -0.043 -0.088 -0.132 -0.179
179-
0.0 -0.056 -0.111 -0.170 -0.232
180-
0.0 -0.066 -0.134 -0.206 -0.283
181-
0.0 -0.075 -0.154 -0.241 -0.335
182-
0.0 -0.084 -0.173 -0.276 -0.390
183-
0.0 -0.090 -0.192 -0.310 -0.447
184-
0.0 -0.095 -0.208 -0.346 -0.508
185-
0.0 -0.098 -0.223 -0.383 -0.576
186-
0.0 -0.099 -0.237 -0.424 -0.652
187-
0.0 -0.096 -0.250 -0.469 -0.742
188-
0.0 -0.089 -0.262 -0.520 -0.853
189-
0.0 -0.078 -0.272 -0.581 -0.997
190-
0.0 -0.061 -0.279 -0.659 -1.198
175+
0.0 -0.061 -0.279 -0.659 -1.198
176+
0.0 -0.078 -0.272 -0.581 -0.997
177+
0.0 -0.089 -0.262 -0.52 -0.853
178+
0.0 -0.096 -0.25 -0.469 -0.742
179+
0.0 -0.099 -0.237 -0.424 -0.652
180+
0.0 -0.098 -0.223 -0.383 -0.576
181+
0.0 -0.095 -0.208 -0.346 -0.508
182+
0.0 -0.09 -0.192 -0.31 -0.447
183+
0.0 -0.084 -0.173 -0.276 -0.39
184+
0.0 -0.075 -0.154 -0.241 -0.335
185+
0.0 -0.066 -0.134 -0.206 -0.283
186+
0.0 -0.056 -0.111 -0.17 -0.232
187+
0.0 -0.043 -0.088 -0.132 -0.179
188+
0.0 -0.03 -0.061 -0.092 -0.123
189+
0.0 -0.017 -0.032 -0.049 -0.064
190+
0.0 0.0 0.0 0.0 0.0
191191
]
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"""
@@ -221,7 +221,7 @@ function Distributions.fit(::Type{<:AlphaStable}, x::AbstractArray{T}, alg=Quick
221221
c = (p[6]-p[2]) / itp₃(α, abs(β))
222222
itp₄ = interpolate((_α, _β), ϕ₅, Gridded(Linear()))
223223
ζ = p[4] + c * sign(β) * itp₄(α, abs(β))
224-
if abs- 1.0) < 0.1
224+
if abs- 1.0) < 0.05
225225
δ = ζ
226226
else
227227
δ = ζ - β * c * tan*α/2)

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