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Nov 5, 2019 - MATLAB
stable-distribution
Here are 15 public repositories matching this topic...
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.
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Aug 7, 2022 - R
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.
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Apr 22, 2023 - C
🚀 A library designed to facilitate work with probability, statistics and stochastic calculus
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Jun 20, 2023 - C++
Accuracy and performance benchmark of stable ("fat-tailed") distribution libraries in Python.
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Jan 29, 2024 - Python
Alpha stable and sub-Gaussian distributions in Julia
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Mar 10, 2024 - Julia
Double-Double Statistic Implements
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Jul 10, 2024 - C#
SαS Point5 Distribution Numeric Computation Memo
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Jul 11, 2024 - C#
Holtsmark Distribution Numeric Computation Memo
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Jul 11, 2024 - C#
Map-Airy Distribution Numeric Computation Memo
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Jul 11, 2024 - C#
Landau Distribution Numeric Computation Memo
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Jul 11, 2024 - C#
LandauDistribution Double Precision
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Jul 11, 2024 - C#
MapAiryDistribution Double Precision Implement
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Jul 11, 2024 - C#
SaSPoint5Distribution Double Precision Implement
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Jul 11, 2024 - C#
HoltsmarkDistribution Double Precision Implement
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Jul 11, 2024 - C#
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