AlphaStableDistributions.jl

Alpha stable and sub-Gaussian distributions in Julia
Author org-arl
Popularity
3 Stars
Updated Last
3 Months Ago
Started In
December 2019

AlphaStableDistributions

Build Status Codecov

This library is a port of functionality from arlpy. The two distributions supported are

Installation

using Pkg; pkg"add https://github.com/org-arl/AlphaStableDistributions.jl"

Usage

julia> using AlphaStableDistributions

julia> d1 = AlphaStable()
AlphaStable{Float64}=1.5, β=0.0, scale=1.0, location=0.0)

julia> s = rand(d1, 100000);

julia> d2 = fit(AlphaStable, s, alg=QuickSort) # See ThreadsX.QuickSort for a threaded algorithm

AlphaStable{Float64}=1.4748701622930906, β=0.0, scale=1.006340087707924, location=-0.0036724481641865715)

julia> x = rand(AlphaSubGaussian(n=9600));

julia> plot(x)

window

Credits

Julia code by @ymtoo and @baggepinnen, original implementation by @mchitre and others.

Used By Packages

No packages found.