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https://issues.apache.org/jira/browse/MATH-460?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13267207#comment-13267207
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Sébastien Brisard commented on MATH-460:
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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: 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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