PARETIAN ALFA STABLE RANDOM NUMBERS

Oscar Bayona Candel oscarbayonacandel at hotmail.com
Tue Apr 22 12:42:47 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 PARETIAN  RANDON  NUMBER GENERATIONThere 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¡¡¡¡¡¡¡¡¡¡¡¡¡ lITERARATURE I HAVE READ MAKE THESE NUMBERS TROUGH AN UNIFORM DITRIBUTION BUT FOR X>0 BUT I NEED BOTH POSITIVE AND NEGATIVE NUMBERS. CAN SOMEONE HELP ME? I SUPPOSE THAT THE TRICK IS TO USE X>-1 AND <  THANKS IN ADVANCE¡¡¡
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