[jira] [Commented] (MATH-460) Levy Distribution

["Andrew Waterman (JIRA)" <ji...@apache.org>]

    [ https://issues.apache.org/jira/browse/MATH-460?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13266859#comment-13266859 ] 

Andrew Waterman commented on MATH-460:
--------------------------------------

Hi Sébastien,

Things are moving along. I just noticed that there is already a T-Distribution available in the Math Commons, which we are currently using in R for both x and y coordinates in a plot that looks very similar to what I expect from a Lévy distribution. This may just suffice for our work. I can pass on the modifications that I made to reach this current point if you think that would be worthwhile. Love to hear your opinion on using the T-Distribution in order to extract an RPM comparable to Lévy (e.g., rt (10,df=2) versus a 10 length vector directly from Lévy).
                
> 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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