🚀 A library designed to facilitate work with probability, statistics and stochastic calculus
-
Updated
Jun 20, 2023 - C++
🚀 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
LandauDistribution Double Precision
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
Map-Airy Distribution Numeric Computation Memo
MapAiryDistribution Double Precision Implement
SαS Point5 Distribution Numeric Computation Memo
Holtsmark Distribution Numeric Computation Memo
HoltsmarkDistribution Double Precision Implement
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.
Add a description, image, and links to the stable-distribution topic page so that developers can more easily learn about it.
To associate your repository with the stable-distribution topic, visit your repo's landing page and select "manage topics."