libstable4u

Stable Distribution Functions...For You

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

Last update: 1 September 2023

Software version identifier: 1.0.2, 1.0.3

Copyright license: GNU General Public License, version 3.0

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