Compute the maximum-likelihood(ML), generalised method of moment with finite and continuum number of points, the iterative Koutrouvelis regression and the Kogon-McCulloch methods to estimate the 4 parameters of stable law. The asymptotic properties of the estimator (covariance matrix, confidence intervals) are also provided.
| Version: |
2.0 |
| Depends: |
R (≥ 2.10.0), methods, Matrix, stats, utils, stabledist, testthat |
| Imports: |
numDeriv, xtable, fBasics, MASS |
| Published: |
2014-02-24 |
| Author: |
Tarak Kharrat, Georgi N. Boshnakov |
| Maintainer: |
Tarak Kharrat <tarak.kharrat at manchester.ac.uk> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
no |
| CRAN checks: |
StableEstim results |