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alphastable: Inference for Stable Distribution

Developed to perform the tasks given by the following. 1-computing the probability density function and distribution function of a univariate stable distribution; 2- generating from univariate stable, truncated stable, multivariate elliptically contoured stable, and bivariate strictly stable distributions; 3- estimating the parameters of univariate symmetric stable, skew stable, Cauchy, multivariate elliptically contoured stable, and multivariate strictly stable distributions; 4- estimating the parameters of the mixture of symmetric stable and mixture of Cauchy distributions.

Version: 0.2.1
Depends: R (≥ 3.4.0)
Imports: mvtnorm, nnls, stabledist, nlme
Suggests: Matrix, fBasics, FMStable, RUnit, Rmpfr, sfsmisc
Published: 2019-09-10
DOI: 10.32614/CRAN.package.alphastable
Author: Mahdi Teimouri, Adel Mohammadpour, and Saralees Nadarajah
Maintainer: Mahdi Teimouri <teimouri at aut.ac.ir>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
In views: Distributions
CRAN checks: alphastable results

Documentation:

Reference manual: alphastable.pdf

Downloads:

Package source: alphastable_0.2.1.tar.gz
Windows binaries: r-devel: alphastable_0.2.1.zip, r-release: alphastable_0.2.1.zip, r-oldrel: alphastable_0.2.1.zip
macOS binaries: r-release (arm64): alphastable_0.2.1.tgz, r-oldrel (arm64): alphastable_0.2.1.tgz, r-release (x86_64): alphastable_0.2.1.tgz, r-oldrel (x86_64): alphastable_0.2.1.tgz
Old sources: alphastable archive

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.