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MixStable  

Parameter Estimation for Stable Distributions and Their Mixtures
View on CRAN: Click here


Download and install MixStable package within the R console
Install from CRAN:
install.packages("MixStable")

Install from Github:
library("remotes")
install_github("cran/MixStable")

Install by package version:
library("remotes")
install_version("MixStable", "0.1.0")



Attach the package and use:
library("MixStable")
Maintained by
Solym Manou-Abi
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-11-03
Latest Update: 2025-11-03
Description:
Provides various functions for parameter estimation of one-dimensional stable distributions and their mixtures. It implements a diverse set of estimation methods, including quantile-based approaches, regression methods based on the empirical characteristic function (empirical, kernel, and recursive), and maximum likelihood estimation. For mixture models, it provides stochastic expectation–maximization (SEM) algorithms and Bayesian estimation methods using sampling and importance sampling to overcome the long burn-in period of Markov Chain Monte Carlo (MCMC) strategies. The package also includes tools and statistical tests for analyzing whether a dataset follows a stable distribution. Some of the implemented methods are described in Hajjaji, O., Manou-Abi, S. M., and Slaoui, Y. (2024) <doi:10.1080/02664763.2024.2434627>.
How to cite:
Solym Manou-Abi (2025). MixStable: Parameter Estimation for Stable Distributions and Their Mixtures. R package version 0.1.0, https://cran.r-project.org/web/packages/MixStable. Accessed 12 Mar. 2026.
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