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  1. Commons Math
  2. MATH-462

Random Generator from Stable Distribution

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Details

    • New Feature
    • Status: Closed
    • Minor
    • Resolution: Fixed
    • None
    • 3.0
    • None
    • None

    Description

      Stable random generator based on Chambers-Mallows-Stuck method as it is described in "Handbook of computational statistics: concepts and methods" by James E. Gentle, Wolfgang Härdle, Yuichi Mori

      Attachments

        1. stable_rnd.patch
          11 kB
          Pavel Ryzhov

        Activity

          People

            psteitz Phil Steitz
            paulrz Pavel Ryzhov
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            Dates

              Created:
              Updated:
              Resolved: