[ 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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