Feature Request: Stable Distributions

[Jadamso]

Please consider adding stable distributions.

For example, as implemented in Rcpp by https://cran.r-project.org/web/packages/libstable4u or in base R by https://cran.r-project.org/web/packages/stabledist and https://cran.r-project.org/web/packages/stable

[twolodzko]

I'm not actively maintaining it; however, feel free to send a pull request.