Implementation of Skew Lognormal Cascade Distribution


I have implemented the numerical calculation subroutines in GNU Octave. You can use it freely for personal and educational purpose. Please contact me for commercial use. The package can be downloaded here:
  Latest release: v1.2


Unzip the zip file, then copy the .m files to your Octave working directory.


(a) Run slog_dist_test1.m to watch the plot of the pdf. You can edit the parameters (eta, beta, gr) in the file to see how the distribution evolves.
(b) slog_solve_zp_test.m has more info about the inner structure of the integrand that leads to the pdf.

Comments, Feedback?

Email me at stevelihn a t gmail d o t com. I'd like to hear from you what you think (good or bad).

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