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ALFA STABLE RANDOM NUMBERS


From: Oscar Bayona Candel
Subject: ALFA STABLE RANDOM NUMBERS
Date: Mon, 21 Apr 2008 23:42:52 +0200

Hi all,
 
I want to create random numbers.
 
(I want to use a function like randn(N,M) )
 
But for an alfa stable distribution, I mean, an iid random number stable Paretion or alfa stable process.
 
There is a programmed function in Octave or should I construct.
 
Thanks in advance.  
 
Remeber that this function has in aditional to location an scale parameters one shape parameter and skew parameter.
 
THANKS¡¡¡¡¡¡¡¡¡¡¡¡¡
 
 


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