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 realization 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.

Getting started

Package details

AuthorMahdi Teimouri, Adel Mohammadpour, Saralees Nadarajah
MaintainerMahdi Teimouri <[email protected]>
LicenseGPL (>= 2)
Version0.1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("alphastable")

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alphastable documentation built on June 16, 2018, 1:35 p.m.