STABLERND: MATLAB function to generate random numbers from the stable distribution
STABLERND returns a matrix of random numbers drawn from the stable distribution with characteristic exponent ALPHA, skewness BETA, scale SIGMA and location MU. STABLERND uses a variant of the Chambers-Mallows-Stuck (1976) method and allows to select the S0 or S (S1) parametrization.
|Requires:||MATLAB (tested on MATLAB ver. 7.2)|
|Date of creation:||01 May 2010|
|Contact details of provider:|| Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA|
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