Fitting the Levy distribution

[henry2004y]

Hi,

I found that Distributions.jl supports Levy distribution, but the fit method is not implemented for it. For instance,

using Distributions

D = Levy()
x = rand(D, 1000)
d = fit(Levy, x)

ERROR: suffstats is not implemented for (Levy, Vector{Float64}).
Stacktrace:
 [1] error(s::String)
   @ Base .\error.jl:35
 [2] suffstats(dt::Type{Levy}, xs::Vector{Float64})
   @ Distributions C:\Users\hyzho\.julia\packages\Distributions\YQSrn\src\genericfit.jl:5
 [3] fit_mle(dt::Type{Levy}, x::Vector{Float64})
   @ Distributions C:\Users\hyzho\.julia\packages\Distributions\YQSrn\src\genericfit.jl:27
 [4] fit(dt::Type{Levy}, x::Vector{Float64})
   @ Distributions C:\Users\hyzho\.julia\packages\Distributions\YQSrn\src\genericfit.jl:46
 [5] top-level scope
   @ REPL[20]:1

In general, what is the current workaround or recommendation for fitting an analytic distribution in Distributions.jl without a native fit method?

Originally posted on Discourse.