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https://issues.apache.org/jira/browse/MATH-462?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12975166#action_12975166
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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: https://issues.apache.org/jira/browse/MATH-462
> 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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