CRAN/E | StableEstim

StableEstim

Estimate the Four Parameters of Stable Laws using Different Methods

Installation

About

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.

github.com/GeoBosh/StableEstim (devel)
geobosh.github.io/StableEstim/ (doc)
Bug report File report

Key Metrics

Version 2.2
R ≥ 2.10.0
Published 2022-08-07 634 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks StableEstim results

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Maintainer

Maintainer

Georgi N. Boshnakov

georgi.boshnakov@manchester.ac.uk

Authors

Tarak Kharrat

aut

Georgi N. Boshnakov

aut / cre

Material

README
NEWS
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

StableEstim archive

Depends

R ≥ 2.10.0

Imports

stats
utils
graphics
numDeriv
xtable
fBasics
MASS
methods
Matrix
stabledist
testthat
Rdpack

Reverse Imports

deforestable