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Stable distribution
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== Software implementations == * The STABLE program for Windows is available from John Nolan's stable webpage: http://www.robustanalysis.com/public/stable.html. It calculates the density (pdf), cumulative distribution function (cdf) and quantiles for a general stable distribution, and performs maximum likelihood estimation of stable parameters and some exploratory data analysis techniques for assessing the fit of a data set. * The [[GNU Scientific Library]] which is written in [[C (programming language)|C]] has a package ''randist'', which includes among the Gaussian and Cauchy distributions also an implementation of the Levy alpha-stable distribution, both with and without a skew parameter. * [http://www.lpi.tel.uva.es/stable libstable] is a [[C (programming language)|C]] implementation for the Stable distribution pdf, cdf, random number, quantile and fitting functions (along with a benchmark replication package and an R package). * [[R (programming language)|R]] Package [https://cran.r-project.org/web/packages/stabledist/stabledist.pdf 'stabledist'] by Diethelm Wuertz, Martin Maechler and Rmetrics core team members. Computes stable density, probability, quantiles, and random numbers. * [[Python (programming language)|Python]] implementation is located in [https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.levy_stable.html scipy.stats.levy_stable] in the [[SciPy]] package. * [[Julia (programming language)|Julia]] provides package [https://github.com/jaksle/StableDistributions.jl StableDistributions.jl] which has methods of generation, fitting, probability density, cumulative distribution function, characteristic and moment generating functions, quantile and related functions, convolution and affine transformations of stable distributions. It uses modernised algorithms improved by John P. Nolan.<ref name="Nolan2020" />
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