LSD
A survey on numerical evaluation of Levy stable distributions and a new MATLAB toolbox. Lévy stable distributions have been playing an increasing role in many diverse scientific and engineering fields. However, it is well known that its analytical expression is largely not available, and thus numerical solution becomes essential in the use of Lévy statistics. This article makes a survey on various numerical approaches available today to calculate statistical quantities of Lévy stable distributions. And then based on this investigation, we introduce a new MATLAB toolbox, called LSD, to evaluate statistical quantities of Lévy stable distributions, such as density and distribution functions, random numbers, parameters estimate, and goodness of data fitting. The LSD, first developed using GUI of MATLAB, is very easy to use with a friendly graphical user interface and can provide extremely precise calculations of high significant figures. As a powerful toolbox for signal processing, the LSD is also an open source software package and meets the high demand of easy, accurate and precise evaluation of various quantities of Lévy stable distributions.
Keywords for this software
References in zbMATH (referenced in 9 articles )
Showing results 1 to 9 of 9.
Sorted by year (- 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)
- Liang, Yingjie; Chen, Wen; Magin, Richard L.: Connecting complexity with spectral entropy using the Laplace transformed solution to the fractional diffusion equation (2016)
- Liu, Xiaojun; Hong, Ling; Yang, Lixin: Hopf bifurcations of a stochastic fractional-order Van der Pol system (2014)
- Ibrahim, Rabha W.: Stability and stabilizing of fractional complex Lorenz systems (2013)
- Leonenko, Nikolai N.; Meerschaert, Mark M.; Sikorskii, Alla: Correlation structure of fractional Pearson diffusions (2013)
- Luchko, Yuri; Mainardi, Francesco; Povstenko, Yuriy: Propagation speed of the maximum of the fundamental solution to the fractional diffusion-wave equation (2013)
- Wang, Gang-wei; Liu, Xi-qiang; Zhang, Ying-yuan: Lie symmetry analysis to the time fractional generalized fifth-order KdV equation (2013)
- Li, Ming; Zhao, Wei: On (1/f) noise (2012)