There are 0 repository under stable-distribution topic.
Alpha stable and sub-Gaussian distributions in Julia
Accuracy and performance benchmark of stable ("fat-tailed") distribution libraries in Python.
Landau Distribution Numeric Computation Memo
A method for generating n random values, sampled from a Levy alpha stable distribution. It is useful for Levy adjusted random walks and financial risk modelling.
R package for estimation of the four parameters of stable distributions. The package also provides functions to compute characteristic functions and tools to run Monte Carlo simulations.
Holtsmark Distribution Numeric Computation Memo
Map-Airy Distribution Numeric Computation Memo
SαS Point5 Distribution Numeric Computation Memo