alphastable (version 0.2.1)

Inference for Stable Distribution

Description

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.

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Install

install.packages('alphastable')

Monthly Downloads

268

Version

0.2.1

License

GPL (>= 2)

Maintainer

Last Published

September 10th, 2019

Functions in alphastable (0.2.1)