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Posted to issues@commons.apache.org by "Pavel Ryzhov (JIRA)" <ji...@apache.org> on 2010/12/25 14:10:46 UTC
[jira] Updated: (MATH-462) Random Generator from Stable
Distribution
[ https://issues.apache.org/jira/browse/MATH-462?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Pavel Ryzhov updated MATH-462:
------------------------------
Attachment: stable_rnd.patch
There is an implementation of random generator for Stable distribution.
> 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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