plot_method_comparison

Generates bar plots comparing RMSE and log-likelihood values across different estimation methods.

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_method_comparison function

<dl><dt>scores</dt>
<dd>Named list of score objects with RMSE and LogLikelihood.</dd></dl>

Arguments

Plot RMSE and Log-Likelihood comparison across methods — plot_method_comparison

<dl>

<dt>scores</dt>
<dd>Named list of score objects with RMSE and LogLikelihood.</dd>

</dl>

plot_method_comparison: Plot RMSE and Log-Likelihood comparison across methods

Description

Usage

Value

Arguments