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Dec 17

Free Mathematica Software for Stable Analysis

Posted by abiao at 21:26 | Code » Mathematica | Comments(0) | Reads(9572)
Stable densities in four different parameterizations:
S(α,β,γ,δ;0) parameterization (top left), the "standard" S(α,β,γ,δ;1) parameterization (top right), S(α,β,γ,δ;2) parameterization (bottom left), S(α,β,γ,δ;3) parameterization (bottom right). The values of α are indicated on the plots, skewness is indicated by color: β=0 (black), β=0.25 (red), β=0.5 (green), β=0.75 (yellow), β=1 (blue). In all cases, scale γ=1 and location δ=0. Note the discontinuity in the standard 1-parameterization near alpha=1.

download stable distribution software at http://www.mathestate.com/tools/Financial/sw/Software.html

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