image thumbnail

updated 18 days ago

STBL: Alpha stable distributions for MATLAB by Mark Veillette

Functions to handle one-dimensional alpha stable distributions (mathematics, probability, statistics)

image thumbnail

updated almost 2 years ago

Fast calculation of stable density functions based on off-line precomputations by Federico

This sample code implements a proposal to compute arbitrary stable densities based on interpolation. (stable distributions)

compute_ab_grid(alphas,betas,x,y1,y2,y3,y4,Qab,tol,floor,...

stable_adap_sample(alpha,beta,gamma,delta,x,target_Qx,pdf...

stablefit(data,init)

Contact us