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gas-impl's Introduction

gas-impl

Reference implementation of generalized alpha-stable distribution

Overview

This package provides the initial reference implementation and test cases for my paper:

https://arxiv.org/abs/2405.04693

See the test cases for usage examples.

This package is developed under linux/ubuntu. The 'pandarallel' package is used for multicore processing when an array is sent to the 'pdf' or 'cdf' functions. This part of implementation may not work for a non-linux platform. Please be aware.

Installation

There is no plan to set up pypi yet.

Please use the github local installation method:

pip install git+https://github.com/slihn/gas-impl.git#egg=gas_impl

If the above method doesn't work, a safer method is to 'git clone' this repository in a local directory. Then run:

cd /path-to/gas-impl
pip install -e .

You can run the test cases to make sure everything is working in your platform:

cd /path-to/gas-impl
pytest

Example

Once you have installed the package, you can run the following snippet:

from gas_impl.gas_dist import gsas

g = gsas(alpha=1.1, k=2.5)
g.pdf(0.25)

The answer should be 0.32678...

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