stable-distribution
There are 15 repositories under stable-distribution topic.
astralord/RandLib
:rocket: A library designed to facilitate work with probability, statistics and stochastic calculus
org-arl/AlphaStableDistributions.jl
Alpha stable and sub-Gaussian distributions in Julia
ragibson/levy-stable-benchmarks
Accuracy and performance benchmark of stable ("fat-tailed") distribution libraries in Python.
tk-yoshimura/DoubleDoubleStatistic
Double-Double Statistic Implements
tk-yoshimura/LandauDistribution
Landau Distribution Numeric Computation Memo
jamesrday/LevyAlphaStableDistribution
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.
GeoBosh/StableEstim
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.
tk-yoshimura/HoltsmarkDistribution
Holtsmark Distribution Numeric Computation Memo
tk-yoshimura/HoltsmarkDistributionFP64
HoltsmarkDistribution Double Precision Implement
tk-yoshimura/LandauDistributionFP64
LandauDistribution Double Precision
tk-yoshimura/MapAiryDistribution
Map-Airy Distribution Numeric Computation Memo
tk-yoshimura/MapAiryDistributionFP64
MapAiryDistribution Double Precision Implement
tk-yoshimura/SaSPoint5Distribution
SαS Point5 Distribution Numeric Computation Memo
tk-yoshimura/SaSPoint5DistributionFP64
SaSPoint5Distribution Double Precision Implement