Highlights from
STBL: Alpha stable distributions for MATLAB

  • stblcdf(x,alpha,beta,gam,...
  • stblfit(X,varargin)
    PARAMS = STBLFIT(X) returns an estimate of the four parameters in a
  • stblinv(u,alpha,beta,gam,...
    X = STBLINV(U,ALPHA,BETA,GAM,DELTA) returns values of the inverse CDF of
  • stblpdf(x,alpha,beta,gam,...
  • stblrnd(alpha,beta,gamma,...
    STBLRND alpha-stable random number generator.
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STBL: Alpha stable distributions for MATLAB

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16 Jul 2012 (Updated )

Functions to handle one-dimensional alpha stable distributions

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Description

This package contains functions to handle one dimensional alpha stable distributions. Included:
Alpha stable random number generator
Alpha stable PDF calculator
Alpha stable CDF calculator
Alpha stable inverse CDF calculator
Stable fit function for one-dimensional data

For documentation, see http://math.bu.edu/people/mveillet/html/alphastablepub.html

Required Products Statistics Toolbox
MATLAB release MATLAB 7.7 (R2008b)
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Comments and Ratings (8)
16 Aug 2014 Unimelb

nice toolbox

05 Aug 2014 Matthew  
26 Jun 2014 David

There is an issue trying to use the stblcdf on a matrix of points, some of the lines of code use 'any' which returns a vector. The result a silent returning some entries to be zero.

13 Feb 2014 Peter Nave

Excellent!

10 Dec 2013 Dong

Thanks a lot for the code. It's been really helpful for my research. For stbfit, is it possible to specify some of the 4 parameters and only fit the rest?

best regards.

19 Sep 2013 Jesus

Great code!!, It helped me a lot to understand stable distributions, Thanks.

Do you have by chance any library for LFSN?

Regards

01 Mar 2013 Arnav  
15 Oct 2012 Robert Macrae

Simple to use, seems to do the job.

Updates
05 Aug 2014

Fixed a bug where any() was misused in stblpdf, stblcdf and stblinv.

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