levy is a python code to generate a random number drawn from the
Levy stable distribution L. It is based on the algorithm presented in
Mantegna, Fast, accurate algorithm for numerical simulation of Levy stable
stochastic processes, Phys Rev E, 49 (1994).
Import the levy method using
from levy import levy
and use it as
levy(alpha, gamma, n)
where alpha is the Levy index, gamma is the shape, and n is the number of averages to use (default is one). For example, to sample for a Levy distribution L(1.5, 1), where alpha = 1.5 and gamma = 1, simply call
levy(1.5, 1)