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 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, and Saralees Nadarajah
MaintainerMahdi Teimouri <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the alphastable package in your browser

Any scripts or data that you put into this service are public.

alphastable documentation built on Sept. 11, 2019, 1:04 a.m.