Estimate the Four Parameters of Stable Laws using Different Methods

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.


Reference manual

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2.1 by Georgi N. Boshnakov, 5 years ago

Browse source code at

Authors: Tarak Kharrat , Georgi N. Boshnakov

Documentation:   PDF Manual  

GPL (>= 2) license

Imports numDeriv, xtable, fBasics, MASS

Depends on methods, Matrix, stats, utils, stabledist, testthat

See at CRAN