stable-distribution

🚀 A library designed to facilitate work with probability, statistics and stochastic calculus

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

Double-Double Statistic Implements

Holtsmark Distribution Numeric Computation Memo

MapAiryDistribution Double Precision Implement

SαS Point5 Distribution Numeric Computation Memo

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.

SaSPoint5Distribution Double Precision Implement

LandauDistribution Double Precision

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.

Map-Airy Distribution Numeric Computation Memo

HoltsmarkDistribution Double Precision Implement