:rocket: 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.

No description provided.

Landau Distribution Numeric Computation Memo

Double-Double Statistic Implements

Holtsmark Distribution Numeric Computation Memo

SaSPoint5Distribution Double Precision Implement

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.

SαS Point5 Distribution Numeric Computation Memo

LandauDistribution Double Precision

Map-Airy Distribution Numeric Computation Memo

MapAiryDistribution Double Precision Implement

HoltsmarkDistribution 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.