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stable-distribution

Here are 5 public repositories matching this topic...

astralord / RandLib

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🚀 A library designed to facilitate work with probability, statistics and stochastic calculus

c-plus-plus statistics random mathematics stochastic probabilistic-programming random-number-generators probability-distributions c-plus-plus-17 statistical-distributions poisson-distribution probability-theory normal-distribution binomial-distribution beta-distribution gamma-distribution stable-distribution

Updated Aug 29, 2021
C++

org-arl / AlphaStableDistributions.jl

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Alpha stable and sub-Gaussian distributions in Julia

distributions stable-distribution random-sampling

Updated May 5, 2021
Julia

ragibson / levy-stable-benchmarks

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Accuracy and performance benchmark of stable ("fat-tailed") distribution libraries in Python.

benchmark accuracy stable-distribution

Updated Jul 21, 2021
Python

alischke / tempered_diffusion

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euler-method fractional-calculus stable-distribution fractional-diffusion

Updated Nov 5, 2019
MATLAB

GeoBosh / StableEstim

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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.

r simulation estimation r-package stable-distribution characteristic-functions

Updated Apr 20, 2021
R

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