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.
