At Mon, 26 Mar 2007 19:48:01 -0300, [EMAIL PROTECTED] wrote: > > The Lev� skew random number generator (gsl_ran_levy_skew) does not > procuce a Lev� random number when beta=0 (symmetric case), and the > gsl_ran_levy function does not work as stated in the docs. I made some > histograms from 10^6 samples to check the accuracy of the algorithms, > by comparison agaisnt the numerical integration of the equation of > Lev�'s PDF. For the gsl_ran_levy function there is a good precison for > alpha [1,2], for alpha (0.3,1) you must sum a series of random numbers > to get the same precision (tipicaly 100 or more gsl_ran_levy numbers). > For alpha<=0.3 the algorithm does not work properly, even worse, the > error increases as you add more random numbers. This contradicts the > manual that says "the algoritm only works for alpha (0,2]". The > function gsl_ran_levy_skew does not produce levy random numbers when > beta=0, instead the pdf of the random numbers is a linear (?!?!) one.
Thanks for your email. Please can you send a small example program which demonstrates the problem. Note that the Levy skew generator is tested in the GSL test suite for several cases where beta=0 -- if you have not done so, can you run "make check" and confirm that it works for these cases. -- Brian Gough (GSL Maintainer) Network Theory Ltd, Publishing the GSL Manual - http://www.network-theory.co.uk/gsl/manual/ _______________________________________________ Bug-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/bug-gsl
