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.


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install.packages("StableEstim")

2.1 by Georgi N. Boshnakov, 3 years ago


Browse source code at https://github.com/cran/StableEstim


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