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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: | 2.3 |
| Depends: | R (≥ 2.10.0) |
| Imports: | stats, utils, graphics, numDeriv, xtable, fBasics, MASS, methods, Matrix, stabledist, testthat, Rdpack |
| Published: | 2024-10-24 |
| DOI: | 10.32614/CRAN.package.StableEstim |
| 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://geobosh.github.io/StableEstim/ (doc), https://github.com/GeoBosh/StableEstim (devel) |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| In views: | Distributions |
| CRAN checks: | StableEstim results |
| Reference manual: | StableEstim.pdf |
| Package source: | StableEstim_2.3.tar.gz |
| Windows binaries: | r-devel: StableEstim_2.3.zip, r-release: StableEstim_2.3.zip, r-oldrel: StableEstim_2.3.zip |
| macOS binaries: | r-release (arm64): StableEstim_2.3.tgz, r-oldrel (arm64): StableEstim_2.3.tgz, r-release (x86_64): StableEstim_2.3.tgz, r-oldrel (x86_64): StableEstim_2.3.tgz |
| Old sources: | StableEstim archive |
| Reverse imports: | deforestable, TempStable |
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