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## Re: [Bug-gsl] Levï¿½ random number generator

**From**: |
Brian Gough |

**Subject**: |
Re: [Bug-gsl] Levý random number generator |

**Date**: |
Tue, 27 Mar 2007 10:55:54 +0100 |

**User-agent**: |
Wanderlust/2.14.0 (Africa) Emacs/21.3 Mule/5.0 (SAKAKI) |

At Mon, 26 Mar 2007 19:48:01 -0300,
address@hidden wrote:
>* *
>* The Levï¿½ skew random number generator (gsl_ran_levy_skew) does not *
>* procuce a Levï¿½ random number when beta=0 (symmetric case), and the *
>* gsl_ran_levy function does not work as stated in the docs. I made some *
>* histograms from 10^6 samples to check the accuracy of the algorithms, *
>* by comparison agaisnt the numerical integration of the equation of *
>* Levï¿½'s PDF. For the gsl_ran_levy function there is a good precison for *
>* alpha [1,2], for alpha (0.3,1) you must sum a series of random numbers *
>* to get the same precision (tipicaly 100 or more gsl_ran_levy numbers). *
>* For alpha<=0.3 the algorithm does not work properly, even worse, the *
>* error increases as you add more random numbers. This contradicts the *
>* manual that says "the algoritm only works for alpha (0,2]". The *
>* function gsl_ran_levy_skew does not produce levy random numbers when *
>* beta=0, instead the pdf of the random numbers is a linear (?!?!) one.*
Thanks for your email. Please can you send a small example program
which demonstrates the problem.
Note that the Levy skew generator is tested in the GSL test suite for
several cases where beta=0 -- if you have not done so, can you run
"make check" and confirm that it works for these cases.
--
Brian Gough
(GSL Maintainer)
Network Theory Ltd,
Publishing the GSL Manual - http://www.network-theory.co.uk/gsl/manual/