• STABLE

  • Referenced in 110 articles [sw04843]
  • quantiles for a general stable distribution. These routines are based on the formulas in ”Numerical ... calculation of stable densities and distribution functions”, J. P. Nolan, Commun. Statist.-Stochastic Models ... Mallows and Stuck’s algorithm to generate stable random variates. It also performs maximum likelihood...
  • SYMSTB

  • Referenced in 17 articles [sw27803]
  • fast numerical approximation to the Symmetric Stable distribution and density functions...
  • LSD

  • Referenced in 9 articles [sw14340]
  • survey on numerical evaluation of Levy stable distributions and a new MATLAB toolbox. Lévy stable ... calculate statistical quantities of Lévy stable distributions. And then based on this investigation, we introduce ... evaluate statistical quantities of Lévy stable distributions, such as density and distribution functions, random numbers ... evaluation of various quantities of Lévy stable distributions...
  • stabledist

  • Referenced in 11 articles [sw19403]
  • package stabledist: Stable Distribution Functions. Density, Probability and Quantile functions, and random number generation ... skew) stable distributions, using the parametrizations of Nolan...
  • mi

  • Referenced in 28 articles [sw10551]
  • models and weakly informative prior distributions to construct more stable estimates of imputation models...
  • parfm

  • Referenced in 12 articles [sw19053]
  • gamma, inverse Gaussian, and positive stable frailty distributions can be specified, together with five different ... least one cluster. The positive stable model shows analogous difficulties but an ad-hoc solution...
  • libstable

  • Referenced in 3 articles [sw20735]
  • High-Precision Computation of α-Stable Distributions in R, C/C++, and MATLAB. α-stable distributions ... developed to numerically evaluate their density and distribution functions or to estimate their parameters ... only on a subset of the α-stable parameter space. In this paper we present ... generation and parameter estimation of α-stable distributions in their whole parameter space. The described...
  • SymTS

  • Referenced in 3 articles [sw31439]
  • package SymTS: Symmetric Tempered Stable Distributions. Contains methods for simulation and for evaluating ... quantile functions for symmetric stable, symmetric classical ... tempered stable, and symmetric power tempered stable distributions...
  • libstableR

  • Referenced in 3 articles [sw26128]
  • Generation and Parameter Estimation of Skew Stable Distributions. Tools for fast and accurate evaluation ... skew stable distributions (CDF, PDF and quantile functions), random number generation and parameter estimation...
  • GEVStableGarch

  • Referenced in 2 articles [sw30774]
  • GARCH/APARCH Models with GEV and Stable Distributions. Package for simulation and estimation of ARMA ... GARCH/APARCH models with GEV and stable distributions...
  • alphastable

  • Referenced in 1 article [sw26113]
  • package alphastable: Inference for Stable Distribution. Developed to perform the tasks given by the following ... distribution function of a univariate stable distribution; 2- generating realization from univariate stable, truncated stable ... elliptically contoured stable, and bivariate strictly stable distributions; 3- estimating the parameters of univariate symmetric ... elliptically contoured stable, and multivariate strictly stable distributions; 4- estimating the parameters of the mixture...
  • mleur

  • Referenced in 2 articles [sw07440]
  • derivation is given for the asymptotic distribution of this test statistic that is simpler ... innovations generated from an infinite variance stable distribution as well as for innovations generated from...
  • IAMonDo

  • Referenced in 2 articles [sw17602]
  • documents. Nonetheless, the database has a stable distribution of the different content types. A software...
  • NLPQLP

  • Referenced in 40 articles [sw04073]
  • number of nodes of the distributed system, objective and constraint functions can be evaluated simultaneously ... BFGS-formula. The new version is extremely stable. Various restarts options are implemented to overcome...
  • SAGA

  • Referenced in 2 articles [sw08919]
  • infrastructures and middleware; Provide a stable programming interface for distributed applications, frameworks and tool development...
  • dfphase1

  • Referenced in 3 articles [sw18438]
  • Phase I Control Charts (with Emphasis on Distribution-Free Methods). Statistical methods for retrospectively detecting ... parametric assumptions on the stable (in-control) distribution...
  • frailtyEM

  • Referenced in 5 articles [sw19525]
  • format. Several frailty distributions, such as the the gamma, positive stable and the Power Variance...
  • GPfit

  • Referenced in 21 articles [sw14044]
  • Haynes, and Karsten (2011) proposed a computationally stable approach for fitting GP models to deterministic ... mlegp. GPfit is a free software and distributed under the general public license, as part...
  • Hybrid Stable Spline Toolbox

  • Referenced in 9 articles [sw16024]
  • algorithm. HSS exploits the recently introduced stable spline kernel to model the submodels impulse responses ... regularization, the problem of classifying and distributing the data to the subsystems is cast ... Markov chain Monte Carlo scheme. Then, the stable spline algorithm is used to reconstruct each...
  • StronglyStableIdeals

  • Referenced in 11 articles [sw27084]
  • characteristic zero, the notion of strongly stable ideals coincides with the notion of Borel-fixed ... Borel-fixed ideal. Hence, these ideals are distributed throughout the Hilbert schemes and they ... compute the set of all saturated strongly stable ideals in a given polynomial ring with...