New software: PyLevy


PyLevy is a python package for calculating the densities of Levy stable distributions (using interpolation from a table), and for Maximum Likelihood fitting of these distributions to data.

It's necessary because calculating densities for Levy stable distributions requires a slow numerical integration, which furthermore has a bunch of annoying edge cases to get right. So I hit it with a stick until it worked and then stuck it in a big table.

I've also updated the book list on my autism page to give actual alpha values as calculated by PyLevy, rather than the goofy Gaussian/Cauchy comparison I had earlier.