stabledist
R package stabledist: Stable Distribution Functions. Density, Probability and Quantile functions, and random number generation for (skew) stable distributions, using the parametrizations of Nolan.
Keywords for this software
References in zbMATH (referenced in 10 articles )
Showing results 1 to 10 of 10.
Sorted by year (- Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica: Fractional Erlang queues (2020)
- Dias, Nelson L.; Ribeiro, Paulo J. jun.: Practical rules for summing the series of the Tweedie probability density function with high-precision arithmetic (2019)
- Mies, Fabian; Steland, Ansgar: Nonparametric Gaussian inference for stable processes (2019)
- Mahdi Teimouri; Mahdi Torshizi; Adel Mohammadpour; Saralees Nadarajah: alphastable: An R Package for Modelling Multivariate Stable and Mixture of Symmetric Stable Distributions (2018) arXiv
- Javier Royuela-del-Val and Federico Simmross-Wattenberg and Carlos Alberola-López: libstable: Fast, Parallel, and High-Precision Computation of α-Stable Distributions in R, C/C++, and MATLAB (2017) not zbMATH
- Julián-Moreno, Guillermo; López de Vergara, Jorge E.; González, Iván; de Pedro, Luis; Royuela-del-Val, Javier; Simmross-Wattenberg, Federico: Fast parallel (\alpha)-stable distribution function evaluation and parameter estimation using OpenCL in GPGPUs (2017)
- Bar-Lev, Shaul K.; Boukai, Benzion; Kleiner, Igor: A numerical study of small parameter behavior of some families of distributions (2016)
- Morales, Javier; Tercero, Víctor; Camacho-Vallejo, José-Fernando; Cordero, Alvaro E.; López Nerio, Luis E.; Almaguer, F-Javier: Trend and fractality assessment of Mexico’s stock exchange (2016)
- Schlägel, Ulrike E.; Lewis, Mark A.: A framework for analyzing the robustness of movement models to variable step discretization (2016)
- Jiménez-Gamero, M. Dolores; Kim, Hyoung-Moon: Fast goodness-of-fit tests based on the characteristic function (2015)