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.
| Version: |
0.2.1 |
| Depends: |
R (≥ 3.4.0) |
| Imports: |
mvtnorm, nnls, stabledist, nlme |
| Suggests: |
Matrix, fBasics, FMStable, RUnit, Rmpfr, sfsmisc |
| Published: |
2019-09-10 |
| Author: |
Mahdi Teimouri, Adel Mohammadpour, and 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 |
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