alpha-stable

Sample and generate probability distribution functions of Alpha-Stable distributions in Rust.

Specifying the distribution

Distributions are specified using one of two forms:

• Standard form: S_alpha(sigma, beta, mu) - equivalent to the 'first parameterization' of Wikipedia 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.

Examples: random walks

Here are three random walks generated by examples/distribution/main.rs

Alpha = 2 - a normal distribution

Alpha = 1.5

Alpha = 1.1

Examples: distributions

A set of probability distribution functions specified in Standard and Nolan's forms.

Standard form

Nolan's form

Examples: sample histograms

Some sample histograms to show samples and probability distribtions are consistent.

Alpha = 1.1

Alpha = 1.5

Alpha = 2 - a normal distribution

Alpha = 1.1; Beta = 0.5