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.


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install.packages("alphastable")

0.1.0 by Mahdi Teimouri, a year ago


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


Authors: Mahdi Teimouri


Documentation:   PDF Manual  


GPL (>= 2) license


Imports base, methods, mvtnorm, nlme, nnls, stabledist, stats

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


See at CRAN