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StableEstim  

Estimate the Four Parameters of Stable Laws using Different Methods
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", "2.3")



Attach the package and use:
library("StableEstim")
Maintained by
Georgi N. Boshnakov
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2014-01-22
Latest Update: 2022-08-07
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 2.3, https://cran.r-project.org/web/packages/StableEstim. Accessed 22 Dec. 2024.
Previous versions and publish date:
1.0 (2014-01-22 22:25), 2.0 (2014-02-24 11:19), 2.1 (2016-07-27 03:50), 2.2 (2022-08-07 12:10)
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