Fast and Accurate Evaluation, Random Number Generation and Parameter Estimation of Skew Stable Distributions

Tools for fast and accurate evaluation of skew stable distributions (CDF, PDF and quantile functions), random number generation and parameter estimation.


Reference manual

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1.0.2 by Javier Royuela del Val, 3 years ago

Browse source code at

Authors: Javier Royuela del Val [aut, cre] , Federico Simmross-Wattenberg [aut] , Carlos Alberola López [aut] , Bob Rudis [ctb] (Several bugs fixed and added macOS compatibility) , Bruce Swihart [ctb] (Several bugs fixed and added macOS compatibility)

Documentation:   PDF Manual  

GPL-3 license

Imports Rcpp

Suggests testthat

Linking to Rcpp, RcppGSL

System requirements: GNU GSL

See at CRAN