EconPapers    
Economics at your fingertips  
 

GRAN3: Gauss procedure to generate stable random numbers

Carlos Urzúa

EGAP Computer Code from Tecnológico de Monterrey, Campus Ciudad de México

Abstract: Generation of standard stable pseudo-random numbers using GAUSS (version 3.6 or later), by means of an algorithm first proposed by Chambers, Mallows and Stuck (1976), and later shown rigurously by Weron (1996).

Language: GAUSS
Keywords: stable distribution; stable random numbers; pseudo-random numbers; stable variates; GAUSS (search for similar items in EconPapers)
JEL-codes: C15 C16 C87 (search for similar items in EconPapers)
Date: 2007-03
References: Add references at CitEc
Citations:

Downloads: (external link)
http://alejandria.ccm.itesm.mx/egap/documentos/CC-2007-04.txt (text/plain)
Our link check indicates that this URL is bad, the error code is: 500 Can't connect to alejandria.ccm.itesm.mx:80 (A connection attempt failed because the connected party did not properly respond after a period of time, or established connection failed because connected host has failed to respond.)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ega:comcod:200704

Access Statistics for this software item

More software in EGAP Computer Code from Tecnológico de Monterrey, Campus Ciudad de México Contact information at EDIRC.
Bibliographic data for series maintained by Amaranta Arroyo ( this e-mail address is bad, please contact ).

 
Page updated 2024-07-08
Handle: RePEc:ega:comcod:200704