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STABLE
STABLE Toolbox for use with MATLAB
Highlights
- Accurate density, cumulative, and quantile calculations
- Simulation of stable random variates
- Fast density approximation for likelihood calculations
- Parameter estimation-quantile, characteristic function, and maximum likelihood methods
- Diagnostics for assessing fit
- Calculation of nonlinear/score function g(x)=f'(x)/f(x)
Description
The program STABLE provides a toolbox for working with stable distributions in MATLAB. Stable distributions are a class of probability distributions with heavy tails and possible skewness that are used in signal processing, image processing, finance and data modeling. STABLE provides callable routines for computing stable distribution densities, cumulatives, and quantiles, as well as simulating and estimating stable parameters from data.Typical users are engineers seeking to better model data with heavy tails. STABLE is supplied as a DLL, with mex routines to access the various functions. For example, stablepdf(x,...) computes a stable density at the values in x. Basic help is built-in, and a user manual provides more information.
MathWorks products required
Support
Platforms
- Windows
Industries and Tasks
- Communications
- Data Modeling, Analysis, Visualization
- Financial Services
- Image Processing
- Signal Processing
Robust Analysis, Inc.
6618 Allegheny Avenue
Takoma Park, MD 20912
UNITED STATES
Tel: 301-891-8484
Fax: 301-891-8484
E-mail
Web:
www.robustanalysis.com
