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libstableR (version 1.0.2)

Fast and Accurate Evaluation, Random Number Generation and Parameter Estimation of Skew Stable Distributions

Description

Tools for fast and accurate evaluation of skew stable distributions (CDF, PDF and quantile functions), random number generation and parameter estimation.

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Version

Install

install.packages('libstableR')

Monthly Downloads

15

Version

1.0.2

License

GPL-3

Maintainer

Javier Royuela del Val

Last Published

August 10th, 2018

Functions in libstableR (1.0.2)

stable_pdf_and_cdf

PDF and CDF of a skew stable distribution.
stable_rnd

Skew stable distribution random sample generation.
stable_fit

Methods for parameter estimation of skew stable distributions.
stable_q

Quantile function of skew stable distributions
libstableR

LibstableR: Fast and accurate evaluation, random number generation and parameter estimation of skew stable distributions.