Levy ('Stable') Distributions in Octave

[Pav, Steven E]

Hi;

I cannot find an implementation of Levy Distributions (pdf, cdf, inv,
rnd) in octave or octave-forge, or on the internet (google search of
'stable distribution octave' comes up with all kinds of links for the
other meanings of stable and distribution.) Did I just not see it?
It seems like sampling could be just a wrapper for the GSL version, but
the pdf and cdf might be tricky.  There is a toolbox for this in Matlab
(200 bucks, www.robustanalysis.com).  Any hints?


thanks,
 

--sep


[ Steven E. Pav, Ph.D.            address@hidden ]
[ Senior Scientist, Tech. Dev.               WORK: 925.463.4253 ]
[ Nellcor, Tyco Healthcare                   FACS: 925.463.4210 ]
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