So, I've created jira MATH-462 for it and attached the patch.
It doesn't contain tests for alpha in (0,1) yet. I'll take a look at R examples
and will try to generate quantiles for some alpha.
On Dec 24, 2010, at 19:07 PM, Phil Steitz wrote:
> On Fri, Dec 24, 2010 at 10:13 AM, Pavel Ryzhov wrote
On Fri, Dec 24, 2010 at 10:13 AM, Pavel Ryzhov wrote:
> Hi,
>
> I've implemented a Stable random generator based on Chambers-Mallows-Stuck
> method as it is described in "Handbook of computational statistics: concepts
> and methods" by James E. Gentle, Wolfgang Härdle, Yuichi Mori
>
Thanks! Look
Can you use some other package to compute some quantiles for some particular
value of alpha?
On Fri, Dec 24, 2010 at 7:13 AM, Pavel Ryzhov wrote:
> The alpha interval (0, 1) stays untested.
>
Hi,
I've implemented a Stable random generator based on Chambers-Mallows-Stuck
method as it is described in "Handbook of computational statistics: concepts
and methods" by James E. Gentle, Wolfgang Härdle, Yuichi Mori
But I'm stuck on unit-testing of the generator as I don't have estimators of
