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DESCRIPTION
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32 lines (32 loc) · 1.66 KB
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Package: StableEstim
Type: Package
Title: Estimate the Four Parameters of Stable Laws using Different Methods
Version: 2.4
Depends: R (>= 2.10.0)
Imports: stats, utils, graphics, numDeriv, fBasics, MASS,
methods, stabledist, Rdpack
Suggests: testthat (>= 1.0.0), xtable
Authors@R: c( person(given = "Tarak", family = "Kharrat",
role = c("aut"),
email = "tarak@realanalytics.co.uk",
comment = c(ORCID = "0000-0001-9399-6174")),
person(given = c("Georgi", "N."), family = "Boshnakov",
role = c("aut", "cre"),
email = "georgi.boshnakov@manchester.ac.uk",
comment = c(ORCID = "0000-0003-2839-346X")) )
Description: 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.
License: GPL (>= 2)
RdMacros: Rdpack
URL: https://geobosh.github.io/StableEstim/ (doc), https://CRAN.R-project.org/package=StableEstim
BugReports: https://github.com/GeoBosh/StableEstim/issues
Collate: cte.R ExternalPackageInterface.R ToolsFct.R Interpolation.R
RegularInverse.R stableCF.R CFbasedMoment.R WeightingMatrix.R
eCFfirstZero.R tSchemes.R MultiDimIntegral.R InitialGuess.R
KoutParamsEstim.R MLParamsEstim.R GMMParamsEstim.R
CgmmParamsEstim.R OutputFileManip.R CheckPoint.R BestT_Class.R
Estim_Class.R Estim.R Simulation.R BestT.R