Software

Free Mathematica Software for Stable Analysis

The graphs above a stable distribution {α, β, γ, δ} = {1.5, -1, 1, 0} with its first, second and third derivatives. In the 1-parameterization δ is the expectation of the distribution. The probability of a negative outcome is 1/3 and a positive outcome 2/3. The expected outcome is 0. There is a probability of an outcome of less than minus ten of 0.0125613, but the probability of an outcome greater than ten is 2.543*10^^-34. Welcome to the world of stable distributions!

The current version of the StableM7 package is {2009, 4, 12} for Mathematica 7.0 and higher. The older StableM package will no longer be supported. The package is free, but it requires a free license. The license is tied to a given Mathematica installation by the Mathematica $LicenseID. To receive a license, you will need to email your $LicenseID value to mathestate@gmail.com. We require no other information about you besides the $LicenseId and a return email address, but if you include some information about your interest in stable distributions it will help us with further development of the program. Also please let us know whether you would like to be included on our email list for updates. We will not send you emails unless you request to be on the list.

The software documentation in Adobe Portable Document Format (pdf) can be viewed or downloaded here.

There is a new software notebook using the StableM7 package for stable analysis of individual stock price time-series.

The LNN package is still experimental and will likely be revised. Documentation is not available yet: see the web pages that use it for examples.

This software is provided free of charge for non-commercial use. It is provided as is without guarantee or warranty of any kind. Use it at your own risk. By downloading the software, you further agree to the terms and conditions of the use of this site: see Legal Conditions.

Finally the software may not be free of errors. If you find an error, please report it and we will try either to fix it or document it. Please report bugs to: mathestate@gmail.com.

The notebooks that can be downloaded from the site are being updated gradually. Those pages with a date of Fri 19 Dec 2008 or later will work in Mathematica 7.0 and the new StableM7 package. The main changes in version Mathematica 7.0 involve the Histogram function which has been changed in version 7.0. The old StableM package cannot be used concurrently, but the procedure formats have not changed, so any code you have written for the old version should be compatible with the new version.