plot_fit_vs_true

Compares the true mixture density with the estimated one by overlaying both
on the histogram of the observed data.

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

plot_fit_vs_true function

<dl><dt>true_params</dt>
<dd>List of true mixture components with alpha, beta, gamma, delta, pi.</dd>
<dt>est_params</dt>
<dd>List of estimated mixture components.</dd>
<dt>data</dt>
<dd>Numeric vector of observations.</dd>
<dt>bins</dt>
<dd>Number of histogram bins.</dd></dl>

Arguments

Plot true vs estimated mixture density — plot_fit_vs_true

<dl>

<dt>true_params</dt>
<dd>List of true mixture components with alpha, beta, gamma, delta, pi.</dd>


<dt>est_params</dt>
<dd>List of estimated mixture components.</dd>


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


<dt>bins</dt>
<dd>Number of histogram bins.</dd>

</dl>

plot_fit_vs_true: Plot true vs estimated mixture density

Description

Usage

Value

Arguments