How to fit alpha-stable distributions in python?

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June 14, 2017, at 09:56 AM

I have data that is fitted by an alpha-stable distribution. I have successfully modeled the data with this distribution in MATLAB, but I wish to do it in python 3.6. I have tried scipy.stats.levy_stable to no avail. I've also tried a module named pylevy, which is close to what I require, but pylevy is unable to calculate fits for alpha < 0.5 (which unfortunately I need). (Link to pylevy https://github.com/josemiotto/pylevy) Is there any way (short of exporting the data to MATLAB) to fit my data to an alpha-stable distribution? Thank you!

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