StableEstim: Estimate the Four Parameters of Stable Laws using Different
Methods
Estimate the four parameters of stable laws using maximum
likelihood method, generalised method of moments with
finite and continuum number of points, iterative
Koutrouvelis regression and Kogon-McCulloch method. The
asymptotic properties of the estimators (covariance
matrix, confidence intervals) are also provided.
| Version: |
2.2 |
| Depends: |
R (≥ 2.10.0) |
| Imports: |
stats, utils, graphics, numDeriv, xtable, fBasics, MASS, methods, Matrix, stabledist, testthat, Rdpack |
| Published: |
2022-08-07 |
| Author: |
Tarak Kharrat [aut],
Georgi N. Boshnakov [aut, cre] |
| Maintainer: |
Georgi N. Boshnakov <georgi.boshnakov at manchester.ac.uk> |
| BugReports: |
https://github.com/GeoBosh/StableEstim/issues |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
https://github.com/GeoBosh/StableEstim (devel),
https://geobosh.github.io/StableEstim/ (doc) |
| NeedsCompilation: |
no |
| Materials: |
README NEWS |
| CRAN checks: |
StableEstim results |
Documentation:
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