Man pages for StableEstim
Estimate the Four Parameters of Stable Laws using Different Methods

abMatDefault set of parameters to pass to the 'Estim_Simulation'.
almostEqualtest approximate equality
BestTClassClass '"Best_t"'
CFThe characteristic function of the stable law
CgmmParamsEstimThe generalised method of moment with a continuum of moment...
ComputeBest_tMonte Carlo Simulation to investigate the optimal number of...
ComputeBest_tauRuns Monte Carlo Simulation to investigate the optimal tau.
ComputeDurationDuration
ConcatFilesConcatenates output files.
EstimClassClass '"Estim"'
EstimFctMain estimation function
Estim_SimulationMonte Carlo Simulation
FirstRootfirst root of the empirical characteristic function.
get.StatFctsDefault functions used to produce the statistical summmary.
getTimeread time.
GMMParametersEstimgeneralised method of moment with finite number of moment...
IntegrateIntegrate Ranndom vectors product
InverseRegularised Inverse
jacCFJacobian of the characteristic function of the stable law.
KogonParamsEstimKogon regression method + McCulloch quantile method.
KoutParamsEstimIterative Koutrouvelis regression method
McCullochParametersEstimquantile-based method.
MLEstimFctMaximum likelihood (ML) method.
Outputparse an output file to create a summary object ('list').
PrintDurationprint duration
PrintEstimatedRemainingTimeEstimated Remaining Time
sampleComplexCFMomentComplex moment condition based on the characteristic...
sampleRealCFMomentReal moment condition based on the characteristic function.
StableEstim-packagestable law estimation functions
StatFctsDefault functions used to produce the statistical summmary.
TexSummaryLaTex summary.
StableEstim documentation built on May 30, 2017, 12:25 a.m.