StableEstim: Estimate the Four Parameters of Stable Laws using Different Methods

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: 2.1
Depends: R (≥ 2.10.0), methods, Matrix, stats, utils, stabledist, testthat
Imports: numDeriv, xtable, fBasics, MASS
Published: 2016-07-27
Author: Tarak Kharrat, Georgi N. Boshnakov
Maintainer: Georgi N. Boshnakov <georgi.boshnakov at manchester.ac.uk>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: StableEstim results

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Reference manual: StableEstim.pdf
Package source: StableEstim_2.1.tar.gz
Windows binaries: r-devel: StableEstim_2.1.zip, r-release: StableEstim_2.1.zip, r-oldrel: StableEstim_2.1.zip
OS X Mavericks binaries: r-release: StableEstim_2.1.tgz, r-oldrel: StableEstim_2.1.tgz
Old sources: StableEstim archive

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