I need to generate random samples from the Positive Stable (PS) density, and also compute its quantile (inverse cdf). For your convenience, I attach the corresponding paper (see bottom right of Page 9), which has the PS density and the Laplace transform. Then, I need to use it inside Proc NLMIXED as a random effect (which only allows Normal). Maybe I can rely on the Probability Integral Transformation (PIT) technique (not sure)? For that, I need the inverse cdf of the PS first. Is this do-able by Proc IML? If that is possible, how can I connect IML with NLMIXED? PS is a somewhat crazy density. R has random sample draws and quantile functions of a particular parameterization of PS in the package 'stabledist', but there is nothing I see in SAS! Thoughts?
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