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From "Pavel Ryzhov (JIRA)" <>
Subject [jira] Commented: (MATH-462) Random Generator from Stable Distribution
Date Sun, 26 Dec 2010 21:09:45 GMT


Pavel Ryzhov commented on MATH-462:

1. I'm still novice in Java and Eclipse as the last experience with Java is from year 2003.
So i'm still in progress of customizing Eclipse to Apache standards. I hope it become compliant
with the standard in few iterations.

2. Normal distribution case had a bug. I'll fix it. But generic case definitely needs some
aggressive testing as mean estimation is often violated. I hope it happens due to "heavy tails"
of stable distribution. But i'm going to re-verify if the implementation exactly matches the
algo. As soon as I do it, I'll repost the patch.

> Random Generator from Stable Distribution
> -----------------------------------------
>                 Key: MATH-462
>                 URL:
>             Project: Commons Math
>          Issue Type: New Feature
>            Reporter: Pavel Ryzhov
>            Priority: Minor
>             Fix For: 3.0
>         Attachments: stable_rnd.patch
> 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

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