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From Sébastien Brisard (JIRA) <>
Subject [jira] [Commented] (MATH-460) Levy Distribution
Date Thu, 03 May 2012 05:37:54 GMT


Sébastien Brisard commented on MATH-460:

Hi Andrew,
sorry I haven't been very helpful up to now. I'm not sure I really understand your problem.
Are you stuck with the sampling of the Lévy distribution? There is a default implementation
of the {{sample()}} method which _should_ do the work, provided {{double inverseCumulativeProbability(double)}}
is correctly implemented.
By all means, if you think that your work is already in a good shape (if not complete), do
post your implementation. Do not forget to check the box which says that your attachment is
fit for inclusion in CM3.
> Levy Distribution
> -----------------
>                 Key: MATH-460
>                 URL:
>             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

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