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How to fit a Stable distribution to data?

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sicilian27 2017-6-13

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https://ww2.mathworks.cn/matlabcentral/answers/344595-how-to-fit-a-stable-distribution-to-data

评论： Star Strider 2017-6-13

采纳的回答： Star Strider

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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Star Strider 2017-6-13

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https://ww2.mathworks.cn/matlabcentral/answers/344595-how-to-fit-a-stable-distribution-to-data#answer_270596

I’ve not used the Stable distribution, so I’m just quoting the documentation.

It is listed amongst the supported distributions in the fitdist (link) function distname (link) table. See the documentation for fitdist for details.

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sicilian27 2017-6-13

Just what I was looking for! Thanks!

Star Strider 2017-6-13

As always, my pleasure!

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