Developed to perform the tasks given by the following. 1-computing the probability density function and distribution function of a univariate stable distribution; 2- generating from univariate stable, truncated stable, multivariate elliptically contoured stable, and bivariate strictly stable distributions; 3- estimating the parameters of univariate symmetric stable, skew stable, Cauchy, multivariate elliptically contoured stable, and multivariate strictly stable distributions; 4- estimating the parameters of the mixture of symmetric stable and mixture of Cauchy distributions.
Version: | 0.2.1 |
Depends: | R (≥ 3.4.0) |
Imports: | mvtnorm, nnls, stabledist, nlme |
Suggests: | Matrix, fBasics, FMStable, RUnit, Rmpfr, sfsmisc |
Published: | 2019-09-10 |
Author: | Mahdi Teimouri, Adel Mohammadpour, and Saralees Nadarajah |
Maintainer: | Mahdi Teimouri <teimouri at aut.ac.ir> |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: | no |
CRAN checks: | alphastable results |
Reference manual: | alphastable.pdf |
Package source: | alphastable_0.2.1.tar.gz |
Windows binaries: | r-devel: alphastable_0.2.1.zip, r-release: alphastable_0.2.1.zip, r-oldrel: alphastable_0.2.1.zip |
macOS binaries: | r-release: alphastable_0.2.1.tgz, r-oldrel: alphastable_0.2.1.tgz |
Old sources: | alphastable archive |
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