Alpha Stable Processes Synthesis and Estimation

-->ystr=['Characteristic exponent (real in [0,2]) ' ;
-->    'Skewness parameter (real in [-1,1]) ' ;
-->    'Location parameter (real) ' ;
-->    'Scale parameter (real) ' ;
-->    'Sample size (integer) '] ;
-->w=x_mdialog('Choose Alpha Stable Process parameters',...
-->    ystr,['1.5';'0';'0';'1';'5000'])
 w  =
!1.5   !
!      !
!0     !
!      !
!0     !
!      !
!1     !
!      !
!5000  !
-->if w==[],return,end
-->alpha = evstr(w(1)) ; beta = evstr(w(2)) ; mu = evstr(w(3)) ;
-->gama = evstr(w(4)) ; N = evstr(w(5)) ;
-->[proc,inc] = sim_stable(alpha,beta,mu,gama,N) ;
-->t = linspace(0,1,N+1) ;

-->xselect();;
-->xsetech([0,0,1,0.5]);
-->plot2d(t,proc')
-->xtitle('Alpha Stable Process (alpha='+ w(1)+..
-->    ',beta='+ w(2)+',mu='+ w(3)+',gamma='+ w(4)+')');
-->xsetech([0,0.5,1,0.5]);
-->plot2d(t(1:N),inc')
-->xtitle('Alpha Stable Increments (alpha='+ w(1)+..
-->    ',beta='+ w(2)+',mu='+ w(3)+',gamma='+ w(4)+')');
-->[param,sd_param] = McCulloch(inc) ;
-->mat=[param sd_param] ;
-->labelv=['alpha';'beta';'mu';'gamma'];
-->labelh=['Mean','Standard Deviation'];
-->M=string(mat);M=[' ',labelh;[labelv M]];
-->M=part(M,1:max(length(M))+1);M=M(:,1)+M(:,2)+M(:,3);
-->x_message(['Estimated Alpha Stable Parameters';' ';M])
Estimated Alpha Stable Parameters
                   Mean               Standard Deviation
alpha              1.5508744          0.0304913
beta               0.0430683          0.0566202
mu                 0.0253984          0.0409866
gamma              1.0138877          0.0183198