The
calculations for Stable Distributions in Mathematica are
performed using algorithms and software designed by John P. Nolan PhD. The algorithms are explained in detail
in a forthcoming book by Professor Nolan:
Stable
Distributions
Models
for Heavy Tailed Data
There is a great deal of useful information at his academic
website, and MathLink
software for extensive Stable Distribution calculations and analysis is
available from Robust Analysis, Inc.
A free version of software
that runs in Mathematica
version 5.0 is available for download below.
This software code is encrypted. If there is interest in an open code
version for a small fee, contact: