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 |
| 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 |
| macOS binaries: | r-release: StableEstim_2.1.tgz, r-oldrel: StableEstim_2.1.tgz |
| Old sources: | StableEstim archive |
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