IDEAS home Printed from

STABLEPDF_FFT: MATLAB function to compute the stable distribution probability density function (pdf) via FFT


  • Rafal Weron

    () (Wroclaw University of Technology)


STABLEPDF_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].

Suggested Citation

  • Rafal Weron, 2010. "STABLEPDF_FFT: MATLAB function to compute the stable distribution probability density function (pdf) via FFT," Statistical Software Components M429004, Boston College Department of Economics.
  • Handle: RePEc:boc:bocode:m429004

    Download full text from publisher

    File URL:
    File Function: program file
    Download Restriction: no


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:bocode:m429004. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.