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: 2024-10-24 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 In views: Distributions CRAN checks: StableEstim results Documentation: Downloads: Reverse dependencies: Linking:Please use the canonical form https://CRAN.R-project.org/package=StableEstim to link to this page.
RetroSearch is an open source project built by @garambo | Open a GitHub Issue
Search and Browse the WWW like it's 1997 | Search results from DuckDuckGo
HTML:
3.2
| Encoding:
UTF-8
| Version:
0.7.4