StableEstim (2.1)

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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.

Maintainer: Georgi N. Boshnakov
Author(s): Tarak Kharrat, Georgi N. Boshnakov

License: GPL (>= 2)

Uses: fBasics, MASS, Matrix, numDeriv, stabledist, testthat, xtable

Released over 3 years ago.

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