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updated 5 months ago

STBL: Alpha stable distributions for MATLAB by Mark Veillette

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

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updated 1 year 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)

[ab,stable_table,tri]=stabletabulate(alphas,betas,x,qab,q...

[alpha,beta,gamma,delta]=stablefit(data,init)

[xadap,yadap]=stable_adap_sample(alpha,beta,gamma,delta,x...

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