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José María Miotto edited this page Mar 20, 2017 · 5 revisions

Welcome to the pylevy wiki!

Here I will put some details of the implementation of the Lévy function.

Parameters of the Lévy

They are four: $\alpha$: regulates how heavy is the tail; range: $(0, 2]$ $\beta$: regulates how asymmetric is the variable; range: $[-1, 1]$ $\mu$: regulates where is the centre of the distribution; range: $(-\infty, \infty)$ $\sigma$: regulates how wide is the bulk of the distribution; range: $(0, \infty)$

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