StableEstim: Estimate the 4 parameters of stable law using different methods

Compute the maximum-likelihood(ML), generalised method of moment with finite and continuum number of points, the iterative Koutrouvelis regression and the Kogon-McCulloch methods to estimate the 4 parameters of stable law. The asymptotic properties of the estimator (covariance matrix, confidence intervals) are also provided.

Version: 2.0
Depends: R (≥ 2.10.0), methods, Matrix, stats, utils, stabledist, testthat
Imports: numDeriv, xtable, fBasics, MASS
Published: 2014-02-24
Author: Tarak Kharrat, Georgi N. Boshnakov
Maintainer: Tarak Kharrat <tarak.kharrat at manchester.ac.uk>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: StableEstim results

Downloads:

Reference manual: StableEstim.pdf
Package source: StableEstim_2.0.tar.gz
Windows binaries: r-devel: StableEstim_2.0.zip, r-release: StableEstim_2.0.zip, r-oldrel: StableEstim_2.0.zip
OS X Snow Leopard binaries: r-release: StableEstim_2.0.tgz, r-oldrel: StableEstim_2.0.tgz
OS X Mavericks binaries: r-release: StableEstim_2.0.tgz
Old sources: StableEstim archive