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stabreg  

Linear Regression with the Stable Distribution
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("stabreg", "0.1.2")



Attach the package and use:
library("stabreg")
Maintained by
Oleg Kopylov
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-06-06
Latest Update:
Description:
Efficient regression for heavy-tailed and skewed data following a stable distribution. Generalized regression where the skewness and tail parameter of residuals are dependent on regressors is also available. Includes fast calculation of stable densities. Calculation of densities is based on efficient numerical methods from Ament and O'Neil (2017) <doi:10.1007/s11222-017-9725-y>. Parts of the code have been ported to C from Ament's 'Matlab' code available at <https://gitlab.com/s_ament/qastable>.
How to cite:
Oleg Kopylov (2019). stabreg: Linear Regression with the Stable Distribution. R package version 0.1.2, https://cran.r-project.org/web/packages/stabreg. Accessed 06 Mar. 2026.
Previous versions and publish date:
0.1.2 (2019-06-06 16:20)
Other packages that cited stabreg R package
View stabreg citation profile
Other R packages that stabreg depends, imports, suggests or enhances
Complete documentation for stabreg
Functions, R codes and Examples using the stabreg R package
Some associated functions: AIC.stabreg . predict.stabreg . print.stabreg . stable_glm . stable_lm . stable_mle_fit . stable_pdf . 
Some associated R codes: confbounds.R . methods.R . pdf.R .  Full stabreg package functions and examples
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