Unfortunately the R package is GPL, so we can't use it as a template for a Julia implementation. But RCall will let you call that package from Julia to get draws from those distributions, so you should be able to do what you suggested pretty easily.
--John On Friday, August 19, 2016 at 1:44:06 PM UTC-7, Rock Pereira wrote: > > It's available in R. Look up the package '*stabledist*'. It has function > rstable(n, alpha, beta, gamma, delta, pm) > > Stable distributions are difficult to generate because the pdf does not > have a closed form. > For the Levy distribution, alpha=0.5, beta=1. > I was trying to answer a question on StackOverflow > http://stackoverflow.com/questions/38774913/fbasicsfitstable-working-suspiciously > I wanted to do the generation in R, and the MLE optimization in Julia, but > didn't get round to it. > > >
