StableEstim (2.1)

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Estimate the Four Parameters of Stable Laws using Different Methods.

http://cran.r-project.org/web/packages/StableEstim

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 about 1 year ago.


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