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StableEstim
View on CRAN: Click
here
Download and install StableEstim package within the R console
Install from CRAN:
install.packages("StableEstim")
Install from Github:
library("remotes")
install_github("cran/StableEstim") Install by package version:
library("remotes")
install_version("StableEstim", "2.4") Attach the package and use:
library("StableEstim")
Maintained by
Georgi N. Boshnakov
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2014-01-22
Latest Update: 2024-10-24
Description:
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.
How to cite:
Georgi N. Boshnakov (2014). StableEstim: Estimate the Four Parameters of Stable Laws using Different Methods. R package version 2.4, https://cran.r-project.org/web/packages/StableEstim. Accessed 26 Aug. 2026.
Previous versions and publish date:
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imports, suggests or enhances
Complete documentation for StableEstim
Functions, R codes and Examples using
the StableEstim R package
Some associated functions: Best_t-class . CgmmParamsEstim . ComplexCF . ComputeBest_t . ComputeBest_tau . ComputeDuration . ComputeFirstRootRealeCF . ComputeStatObjectFromFiles . ConcatFiles . Estim-class . Estim . Estim_Simulation . GMMParametersEstim . IGParametersEstim . IntegrateRandomVectorsProduct . KoutParamsEstim . MLParametersEstim . McCullochParametersEstim . PrintDuration . PrintEstimatedRemainingTime . RegularisedSol . StableEstim-package . StableEstim_reexports . StatFcts . TexSummary . expect_almost_equal . get.StatFcts . get.abMat . getTime_ . jacobianComplexCF . sampleComplexCFMoment . sampleRealCFMoment .
Some associated R codes: BestT.R . BestT_Class.R . CFbasedMoment.R . CgmmParamsEstim.R . CheckPoint.R . Estim.R . Estim_Class.R . ExternalPackageInterface.R . GMMParamsEstim.R . InitialGuess.R . Interpolation.R . KoutParamsEstim.R . MLParamsEstim.R . MultiDimIntegral.R . OutputFileManip.R . RegularInverse.R . Simulation.R . ToolsFct.R . WeightingMatrix.R . cte.R . eCFfirstZero.R . stableCF.R . tSchemes.R . Full StableEstim package functions and examples
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