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From "Andrew Waterman (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-460) Levy Distribution
Date Mon, 30 Apr 2012 00:30:48 GMT

    [ https://issues.apache.org/jira/browse/MATH-460?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13264652#comment-13264652
] 

Andrew Waterman commented on MATH-460:
--------------------------------------

I've been able to sample what looks to be a proper a Levy Distribution using the T-Distribution
(student's) in R with the following code:

> N<- 100
> distribution-vector<- rt(N,df=2)
[modified from http://zoonek2.free.fr/UNIX/48_R/07.html]

When graphed as an XY, I'm able to plot what looks to be a "Levy Flight" (see citation for
details) as used in ecological modeling. This could serve as the basis to implement the mathematical
expectations for the missing unit tests.

                
> Levy Distribution
> -----------------
>
>                 Key: MATH-460
>                 URL: https://issues.apache.org/jira/browse/MATH-460
>             Project: Commons Math
>          Issue Type: New Feature
>            Reporter: Pavel Ryzhov
>            Priority: Minor
>             Fix For: 3.1
>
>         Attachments: levy_math_460.patch
>
>
> Pretty straightforward implementation of Levy Distribution (not Levy alpha-stable) according
to http://en.wikipedia.org/wiki/Lévy_distribution.

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