Crate alpha_stable
source ·Expand description
Alpha Stable
Library to sample from, and generate Probability Distributions of, Alpha Stable distributions.
Implementation uses approach described in: Stable Distributions, Szymon Barak, Wolfgang Hardle and Rafal Weron available at: http://hdl.handle.net/10419/25027
Distributions are specified using one of two forms:
- Standard form: S_alpha(sigma, beta, mu) - equivalent to the ‘first parameterization’ of Wikipedia (https://en.wikipedia.org/wiki/Stable_distribution) with c = sigma.
- Nolan’s form: S^0_alpha(sigma, beta, mu_0) - equivalent to the ‘second parameterization’ in Wikipedia with delta = mu_0 and gamma = sigma.
Re-exports
pub use self::alpha_stable::AlphaStable;
pub use self::alpha_stable::Tol;
pub use self::integrator::Integrator;