libstable4u

Stable Distribution Functions...For You

Federico Simmross-Wattenberg, Carlos Alberola López, Javier Royuela del Val

Last update: 1 September 2023

Copyright license: GNU General Public License, version 3.0

Software version identifier: 1.0.2, 1.0.3

Description

Tools for fast and accurate evaluation of skew stable distributions (CDF, PDF and quantile functions), random number generation, and parameter estimation. This is 'libstableR' as per Royuela del Val, Simmross-Wattenberg, and Alberola López (2017) <doi:10.18637/jss.v078.i01> under a new maintainer.

Cites work

libstable: Fast, Parallel, and High-Precision Computation of α-Stable Distributions in R, C/C++, and MATLAB