StableEstim: Estimate the Four Parameters of Stable Laws using Different Methods
Version 2.1

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.

Package details

AuthorTarak Kharrat, Georgi N. Boshnakov
Date of publication2016-07-27 03:50:56
MaintainerGeorgi N. Boshnakov <[email protected]>
LicenseGPL (>= 2)
Version2.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("StableEstim")

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StableEstim documentation built on May 30, 2017, 12:25 a.m.