Hi Jean, thank you for your inquiry; i did not write the Levy code in GSL, but i am forwarding your email to the GSL discussion list in case others have opinions or suggestions.
regards, jt -- James Theiler MS-B244, ISR-2, LANL; Los Alamos, NM 87544 Space and Remote Sensing Sciences; Los Alamos National Laboratory http://public.lanl.gov/jt ---------- Forwarded message ---------- Date: Wed, 2 Jul 2008 02:51:44 -0700 (PDT) From: Jean Hu <[EMAIL PROTECTED]> To: [EMAIL PROTECTED] Subject: Library for FT alpha-Stable ch.f. Dear JT: I reading thru the source code for the Levy library written for GNU. The statistical model that we are studying is like alpha-stable as only the ch.f. is in closed form. It will be presented this autumn in Melbourne, AU. Have you already considered using Fast Fourier transform for the Fourier transform integral? p(x) dx = (1/(2 pi)) \int dt exp(- it x - |c t|^alpha) If so, was the Frequency Sampling Technique applied in FFT/IFFT adaptive to the alpha parameter for faster computation? Or was there a bound placed on alpha to imply out Nyquist frequency for your IFFT/FFT? I look forward to your input. Thank you for your time and consideration. Best regards, J.Hu
