ALFA STABLE RANDOM NUMBERS

Oscar Bayona Candel oscarbayonacandel at hotmail.com
Mon Apr 21 16:42:52 CDT 2008


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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