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.

Documentation

Manual: StableEstim.pdf
Vignette: None available.

Maintainer: Georgi N. Boshnakov <georgi.boshnakov at manchester.ac.uk>

Author(s): Tarak Kharrat, Georgi N. Boshnakov

Install package and any missing dependencies by running this line in your R console:

install.packages("StableEstim")

Depends R(>= 2.10.0), methods, Matrix, stats, utils, stabledist, testthat
Imports numDeriv, xtable, fBasics, MASS
Suggests
Enhances
Linking to
Reverse
depends
Reverse
imports
Reverse
suggests
Reverse
enhances
Reverse
linking to

Package StableEstim
Materials
URL
Task Views
Version 2.1
Published 2016-07-27
License GPL (>= 2)
BugReports
SystemRequirements
NeedsCompilation no
Citation
CRAN checks StableEstim check results
Package source StableEstim_2.1.tar.gz