Levy Walk simulation in R

Try using this:

f=runif(1, fmax^(-alpha), fmin^(-alpha))^(-1/alpha)

Note that you need 0 < fmin < fmax.

BTW, you can vectorize your code like this:

theta <- runif(n-1)*2*pi
f <- runif(n-1, fmax^(-alpha), fmin^(-alpha))^(-1/alpha)
x <- c(0, cumsum(f*cos(theta)))
y <- c(0, cumsum(f*sin(theta)))

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