alphastable
Inference for Stable Distribution
Developed to perform the tasks given by the following. 1-computing the probability density function and distribution function of a univariate stable distribution; 2- generating from univariate stable, truncated stable, multivariate elliptically contoured stable, and bivariate strictly stable distributions; 3- estimating the parameters of univariate symmetric stable, skew stable, Cauchy, multivariate elliptically contoured stable, and multivariate strictly stable distributions; 4- estimating the parameters of the mixture of symmetric stable and mixture of Cauchy distributions.
- Version0.2.1
- R version≥ 3.4.0
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- Last release09/10/2019
Documentation
Team
Mahdi Teimouri
Mahdi Teimouri, Adel Mohammadpour, and Saralees Nadarajah
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- Depends1 package
- Imports4 packages
- Suggests6 packages