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 realization 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.
| Version: | 0.1.0 |
| Depends: | R (≥ 3.4.0) |
| Imports: | base, methods, mvtnorm, nlme, nnls, stabledist, stats |
| Suggests: | Matrix, fBasics, FMStable, RUnit, Rmpfr, sfsmisc |
| Published: | 2018-06-15 |
| Author: | Mahdi Teimouri, Adel Mohammadpour, Saralees Nadarajah |
| Maintainer: | Mahdi Teimouri <teimouri at aut.ac.ir> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| CRAN checks: | alphastable results |
| Reference manual: | alphastable.pdf |
| Package source: | alphastable_0.1.0.tar.gz |
| Windows binaries: | r-devel: alphastable_0.1.0.zip, r-release: alphastable_0.1.0.zip, r-oldrel: alphastable_0.1.0.zip |
| OS X binaries: | r-release: alphastable_0.1.0.tgz, r-oldrel: alphastable_0.1.0.tgz |
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