How to fit a Stable distribution to data?
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sicilian27
le 13 Juin 2017
Commenté : Star Strider
le 13 Juin 2017
I would like to be able to fit a Stable distribution to curves in some data and return the parameters (alpha, gamma, etc.) for the best model. Is anyone aware of a way to do this using already existing machinery in Matlab as opposed to just fitting a custom model? I know that the Stable distribution already has an implementation in Matlab (https://www.mathworks.com/help/stats/stable-distribution.html), but I am unsure how to use this for fitting. Thanks!
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