MixStable: Parameter Estimation for Stable Distributions and Their Mixtures

Provides various functions for parameter estimation of one-dimensional stable distributions and their mixtures. It implements a diverse set of estimation methods, including quantile-based approaches, regression methods based on the empirical characteristic function (empirical, kernel, and recursive), and maximum likelihood estimation. For mixture models, it provides stochastic expectation–maximization (SEM) algorithms and Bayesian estimation methods using sampling and importance sampling to overcome the long burn-in period of Markov Chain Monte Carlo (MCMC) strategies. The package also includes tools and statistical tests for analyzing whether a dataset follows a stable distribution. Some of the implemented methods are described in Hajjaji, O., Manou-Abi, S. M., and Slaoui, Y. (2024) <doi:10.1080/02664763.2024.2434627>.

Version:	0.1.0
Imports:	stabledist, mixtools, nortest, openxlsx, e1071, jsonlite, libstable4u, stats, graphics, MASS, utils
Suggests:	ggplot2, grDevices, moments, readxl, testthat (≥ 3.0.0)
Published:	2025-11-03
DOI:	10.32614/CRAN.package.MixStable (may not be active yet)
Author:	Solym Manou-Abi [aut, cre], Adam Najib [aut], Yousri Slaoui [aut]
Maintainer:	Solym Manou-Abi <solym.manou.abi at univ-poitiers.fr>
License:	GPL-3
NeedsCompilation:	no
CRAN checks:	MixStable results

Documentation:

Reference manual:

MixStable.html , MixStable.pdf

Downloads:

Package source:	MixStable_0.1.0.tar.gz
Windows binaries:	r-devel: MixStable_0.1.0.zip, r-release: not available, r-oldrel: not available
macOS binaries:	r-release (arm64): MixStable_0.1.0.tgz, r-oldrel (arm64): MixStable_0.1.0.tgz, r-release (x86_64): MixStable_0.1.0.tgz, r-oldrel (x86_64): MixStable_0.1.0.tgz

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