CRAN/E | alphastable

alphastable

Inference for Stable Distribution

Installation

About

Developed to perform the tasks given by the following. 1-computing the probability density function and distribution function of a univariate stable distribution; 2- generating from univariate stable, truncated stable, multivariate elliptically contoured stable, and bivariate strictly stable distributions; 3- estimating the parameters of univariate symmetric stable, skew stable, Cauchy, multivariate elliptically contoured stable, and multivariate strictly stable distributions; 4- estimating the parameters of the mixture of symmetric stable and mixture of Cauchy distributions.

Key Metrics

Version 0.2.1
R ≥ 3.4.0
Published 2019-09-10 1689 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks alphastable results

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Maintainer

Maintainer

Mahdi Teimouri

teimouri@aut.ac.ir

Authors

Mahdi Teimouri
Adel Mohammadpour
Saralees Nadarajah

Material

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

alphastable archive

Depends

R ≥ 3.4.0

Imports

mvtnorm
nnls
stabledist
nlme

Suggests

Matrix
fBasics
FMStable
RUnit
Rmpfr
sfsmisc