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.
- Version2.3
- R version≥ 2.10.0
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- Last release10/24/2024
Documentation
Team
Georgi N. Boshnakov
Tarak Kharrat
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Insights
Last 30 days
This package has been downloaded 647 times in the last 30 days. This could be a paper that people cite without reading. Reaching the medium popularity echelon is no small feat! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 67 times.
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Last 365 days
This package has been downloaded 9,040 times in the last 365 days. A solid achievement! Enough downloads to get noticed at department meetings. The day with the most downloads was Feb 20, 2025 with 98 downloads.
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Dependencies
- Imports8 packages
- Reverse Imports2 packages