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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.
Getting started
Browse package contents
Package details |
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| Author | Tarak Kharrat [aut], Georgi N. Boshnakov [aut, cre] |
| Maintainer | Georgi N. Boshnakov <georgi.boshnakov@manchester.ac.uk> |
| License | GPL (>= 2) |
| Version | 2.2 |
| URL | https://github.com/GeoBosh/StableEstim (devel) https://geobosh.github.io/StableEstim/ (doc) |
| Package repository | View on CRAN |
| Installation |
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