STABLEPDF_FFT: MATLAB function to compute the stable distribution probability density function (pdf) via FFT
AbstractSTABLEPDF_FFT returns the stable pdf in the S0 parametrization with characteristic exponent ALPHA, skewness BETA, scale SIGMA and location MU at 2^N evenly spaced values in the interval [-XMAX,XMAX].
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number M429004.
Programming language: MATLAB
Requires: MATLAB (tested on MATLAB ver. 7.2)
Date of creation: 01 May 2010
Date of revision:
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Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Web page: http://fmwww.bc.edu/EC/
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