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.


Reference manual

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0.2.1 by Mahdi Teimouri, 10 months ago

Browse source code at

Authors: Mahdi Teimouri , Adel Mohammadpour , and Saralees Nadarajah

Documentation:   PDF Manual  

GPL (>= 2) license

Imports mvtnorm, nnls, stabledist, nlme

Suggests Matrix, fBasics, FMStable, RUnit, Rmpfr, sfsmisc

See at CRAN