libstable: Fast, Parallel, and High-Precision Computation of α-Stable Distributions in R, C/C++, and MATLAB
α-stable distributions are a family of well-known probability distributions. However, the lack of closed analytical expressions hinders their application. Currently, several tools have been developed to numerically evaluate their density and distribution functions or to estimate their parameters, bu...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2017-06-01
|
| Series: | Journal of Statistical Software |
| Subjects: | |
| Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/3148 |