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Format: VoseVoseLevy(c, a, U)
The Levy distribution, named after Paul Pierre Levy, is one of the few distributions that are stable and that have probability density functions that are analytically expressible. The others are the normal distribution and the Cauchy distribution.
The Levy distribution is sometimes used in financial engineering to model price changes because the distribution can take into account the leptokurtosis ('fat' tails) one sometimes empirically observes in price changes on financial markets.
VoseLevy generates values from this distribution or calculates a percentile
VoseLevyObject constructs a distribution object for this distribution
VoseLevyProb returns the probability density or cumulative distribution function for this distribution
VoseLevyProb10 returns the log10 of the probability density or cumulative distribution function
VoseLevyFit generates values from this distribution fitted to data, or calculates a percentile from the fitted distribution
VoseLevyFitObject constructs a distribution object of this distribution fitted to data
VoseLevyFitP returns the parameters of this distribution fitted to data
