rlevy {ERPeq}

Generate random observations from Levy distribution

Description

Generate random observations from Levy distribution

Usage

rlevy(n, mu, c)

Arguments

n

number of observations to be generated

mu

location parameter of the Levy distribution

c

scale parameter of the Levy distribution

Value

return the random sample generated from Levy distribution

References

Johnson, N. L., Kotz, S. and Balakrishnan, N. (1995) Continuous Univariate Distributions, volume 1, chapter 21. Wiley, New York.

Examples

rlevy(500,2,3)