Sounds interesting to have to me. Do you generate samples?
On Tue, Dec 21, 2010 at 12:38 PM, Pavel Ryzhov <[email protected]>wrote: > Hi, > > I've implemented Levy distribution on top of commons-math. The > implementation is pretty straightforward by > http://en.wikipedia.org/wiki/Lévy_distribution<http://en.wikipedia.org/wiki/L%C3%A9vy_distribution>So > it was not a big deal. The distribution is of interest to the financial > modeling, so it might worth to include it into the library. > > So, do we need it in commons-math? > > Regards, > Pavel > > > --------------------------------------------------------------------- > To unsubscribe, e-mail: [email protected] > For additional commands, e-mail: [email protected] > >
