Class StableRandomGenerator

  • All Implemented Interfaces:
    NormalizedRandomGenerator

    public class StableRandomGenerator
    extends Object
    implements NormalizedRandomGenerator

    This class provides a stable normalized random generator. It samples from a stable distribution with location parameter 0 and scale 1.

    The implementation uses the Chambers-Mallows-Stuck method as described in Handbook of computational statistics: concepts and methods by James E. Gentle, Wolfgang Härdle, Yuichi Mori.