analyse_stable_distribution

Executes the full pipeline for stability analysis: normality tests, QCV computation,
parameter estimation, plotting, and report export.

Provides various functions for parameter estimation of one-dimensional
stable distributions and their mixtures. It implements a diverse set of
estimation methods, including quantile-based approaches, regression methods
based on the empirical characteristic function (empirical, kernel, and
recursive), and maximum likelihood estimation. For mixture models, it provides
stochastic expectation–maximization (SEM) algorithms and Bayesian estimation
methods using sampling and importance sampling to overcome the long burn-in
period of Markov Chain Monte Carlo (MCMC) strategies. The package also includes
tools and statistical tests for analyzing whether a dataset follows a stable
distribution. Some of the implemented methods are described in
Hajjaji, O., Manou-Abi, S. M., and Slaoui, Y. (2024) <doi:10.1080/02664763.2024.2434627>.

Solym Manou-Abi

MixStable

Parameter Estimation for Stable Distributions and Their Mixtures

Adam Najib

Yousri Slaoui

analyse_stable_distribution function

<dl><dt>x</dt>
<dd>Numeric vector of data.</dd>
<dt>filename</dt>
<dd>Base name for output files (JSON and Excel). Written to tempdir().</dd>
<dt>qcv_threshold</dt>
<dd>Threshold for QCV to consider distribution heavy-tailed.</dd>
<dt>fig_path</dt>
<dd>Optional path to save the plot (PNG). If NULL, uses tempdir().</dd>
<dt>verbose</dt>
<dd>Logical; if TRUE, prints progress messages. Default is FALSE.</dd></dl>

Arguments

Perform full stability analysis and export results — analyse_stable_distribution

<dl>

<dt>x</dt>
<dd>Numeric vector of data.</dd>


<dt>filename</dt>
<dd>Base name for output files (JSON and Excel). Written to tempdir().</dd>


<dt>qcv_threshold</dt>
<dd>Threshold for QCV to consider distribution heavy-tailed.</dd>


<dt>fig_path</dt>
<dd>Optional path to save the plot (PNG). If NULL, uses tempdir().</dd>


<dt>verbose</dt>
<dd>Logical; if TRUE, prints progress messages. Default is FALSE.</dd>

</dl>

analyse_stable_distribution: Perform full stability analysis and export results

Description

Usage

Value

Arguments