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Published 20 hours ago • verified publisher icon astralord

Implement pdf and cdf for stable distribution

Open astralord opened this issue 10 years ago • 1 comments

The problems are with

  • alpha close to 1 with non-zero beta
  • beta close to 0, when alpha = 1
  • asymptotic series expansion for alpha = 1 and non-zero beta
  • cdf representation for short tails (beta = 1)

astralord avatar Jul 01 '15 21:07 astralord

Useful papers: Some improvements in numerical evaluation of symmetric stable density and its derivatives Stable distributions and their Applications (Uchaikin and Zolotarev)

astralord avatar Jan 25 '17 13:01 astralord