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StableEstim: Estimate the Four Parameters of Stable Laws using Different Methods

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:

Reference manual: StableEstim.pdf

Downloads:

Package source: StableEstim_2.3.tar.gz
Windows binaries: r-devel: StableEstim_2.3.zip, r-release: StableEstim_2.3.zip, r-oldrel: StableEstim_2.3.zip
macOS binaries: r-release (arm64): StableEstim_2.3.tgz, r-oldrel (arm64): StableEstim_2.3.tgz, r-release (x86_64): StableEstim_2.3.tgz, r-oldrel (x86_64): StableEstim_2.3.tgz
Old sources: StableEstim archive

Reverse dependencies:

Reverse imports: deforestable, TempStable

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.