freealg.distributions.FreeLevy.support

FreeLevy.support(eta=0.0002, n_probe=4000, thr=0.0005, x_max=None)

Support intervals of distribution

Parameters:

etafloat, default=2e-4

Imaginary offset used in the Stieltjes inversion for density.

n_probeint, default=4000

Number of grid points used to probe the density.

thrfloat, default=5e-4

Density threshold used to detect nonzero regions.

x_maxfloat or None, default=None

Right endpoint of the probing grid. If None, a heuristic is used.

x_padfloat, default=0.0

Optional search padding fraction. If nonzero, it should only expand the probing grid (x-range), not the returned intervals.

Returns:

intervalslist of tuple(float, float)

List of (left, right) support intervals estimated from the grid.

See also

density

Notes

The support is estimated on a real grid by thresholding the density \(\rho(x; \eta)\).

Examples

>>> from freealg.distributions import FreeLevy

>>> # Create an object of the class
>>> fl = FreeLevy(t=[2.0, 5.5], w=[0.75, 1-0.75], lam=0.1, a=0,
...               sigma=1.0)

>>> print(fl.support)
[(-1.938184546136533, 3.5198799699925),
 (4.3766691672918245, 7.750937734433611)]