StableEstim: 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.

Version: 2.2
Depends: R (≥ 2.10.0)
Imports: stats, utils, graphics, numDeriv, xtable, fBasics, MASS, methods, Matrix, stabledist, testthat, Rdpack
Published: 2022-08-07
DOI: 10.32614/CRAN.package.StableEstim
Author: Tarak Kharrat [aut], Georgi N. Boshnakov [aut, cre]
Maintainer: Georgi N. Boshnakov <georgi.boshnakov at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: (devel), (doc)
NeedsCompilation: no
Materials: README NEWS
CRAN checks: StableEstim results


Reference manual: StableEstim.pdf


Package source: StableEstim_2.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): StableEstim_2.2.tgz, r-oldrel (arm64): StableEstim_2.2.tgz, r-release (x86_64): StableEstim_2.2.tgz, r-oldrel (x86_64): StableEstim_2.2.tgz
Old sources: StableEstim archive

Reverse dependencies:

Reverse imports: deforestable, TempStable


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