🚀 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

Map-Airy Distribution Numeric Computation Memo

MapAiryDistribution Double Precision Implement

LandauDistribution Double Precision

SαS Point5 Distribution Numeric Computation Memo

SaSPoint5Distribution Double Precision Implement

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.

HoltsmarkDistribution Double Precision Implement

Holtsmark Distribution Numeric Computation Memo

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.