A package for calculating and fitting Levy stable distributions.
Project description
This is a package for calculation of Levy stable distributions (probability density function and cumulative density function) and for fitting these distributions to data.
It operates by interpolating values from a table, as direct computation of these distributions requires a lengthy numerical integration. This interpolation scheme allows fast fitting of Levy stable distributions to data using the Maximum Likelihood technique.
Does not support alpha values less than 0.5.
