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PARETIAN ALFA STABLE RANDOM NUMBERS


From: Oscar Bayona Candel
Subject: PARETIAN ALFA STABLE RANDOM NUMBERS
Date: Tue, 22 Apr 2008 19:42:47 +0200

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 GENERATION

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¡¡¡¡¡¡¡¡¡¡¡¡¡

 
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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