MATLAB: How to fit a Stable distribution to data

curve fittingstatistics

I would like to be able to fit a Stable distribution to curves in some data and return the parameters (alpha, gamma, etc.) for the best model. Is anyone aware of a way to do this using already existing machinery in Matlab as opposed to just fitting a custom model? I know that the Stable distribution already has an implementation in Matlab (https://www.mathworks.com/help/stats/stable-distribution.html), but I am unsure how to use this for fitting. Thanks!

Best Answer

I’ve not used the Stable distribution, so I’m just quoting the documentation.
It is listed amongst the supported distributions in the fitdist (link) function distname (link) table. See the documentation for fitdist for details.
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