Estimate the Four Parameters of Stable Laws using Different Methods [R package StableEstim version 2.3]

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: 2.3

Depends: R (≥ 2.10.0)

Imports: stats, utils, graphics, numDeriv, xtable, fBasics, MASS, methods, Matrix, stabledist, testthat, Rdpack

Published: 2024年10月24日

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