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

Best_t-classClass '"Best_t"'
CgmmParamsEstimEstimate parameters of stable laws using a Cgmm method
ComplexCFCompute the characteristic function of stable laws
ComputeBest_tMonte Carlo simulation to investigate the optimal number of...
ComputeBest_tauRun Monte Carlo simulation to investigate the optimal tau
ComputeDurationDuration
ComputeFirstRootRealeCFFirst root of the empirical characteristic function
ComputeStatObjectFromFilesParse an output file to create a summary object ('list')
ConcatFilesConcatenates output files.
EstimEstimate parameters of stable laws
Estim-classClass '"Estim"'
Estim_SimulationMonte Carlo simulation
expect_almost_equalTest approximate equality
get.abMatDefault set of parameters to pass to 'Estim_Simulation'
get.StatFctsDefault functions used to produce the statistical summary
getTime_Read time
GMMParametersEstimEstimate parameters of stable laws using a GMM method
IGParametersEstimEstimate parameters of stable laws by Kogon and McCulloch...
IntegrateRandomVectorsProductIntegral outer product of random vectors
jacobianComplexCFJacobian of the characteristic function of stable laws
KoutParamsEstimIterative Koutrouvelis regression method
McCullochParametersEstimQuantile-based method
MLParametersEstimMaximum likelihood (ML) method
PrintDurationPrint duration
PrintEstimatedRemainingTimeEstimated remaining time
RegularisedSolRegularised Inverse
sampleComplexCFMomentComplex moment condition based on the characteristic function
sampleRealCFMomentReal moment condition based on the characteristic function
StableEstim-packageStable law estimation functions
StableEstim_reexportsObjects exported from other packages
StatFctsDefault functions used to produce the statistical summary
TexSummaryLaTeX summary
StableEstim documentation built on Aug. 7, 2022, 5:17 p.m.