r-stableestim 2.3
Propagated dependencies: r-xtable@1.8-4 r-testthat@3.2.1.1 r-stabledist@0.7-2 r-rdpack@2.6.1 r-numderiv@2016.8-1.1 r-matrix@1.7-1 r-mass@7.3-61 r-fbasics@4041.97
Channel: guix-cran
Home page: https://geobosh.github.io/StableEstim/
Licenses: GPL 2+
Synopsis: Estimate the Four Parameters of Stable Laws using Different Methods
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.
Total results: 1